PortfoliosLab logo
HBAR-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HBAR-USD and XLM-USD is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

HBAR-USD vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HederaHashgraph (HBAR-USD) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
109.40%
340.30%
HBAR-USD
XLM-USD

Key characteristics

Sharpe Ratio

HBAR-USD:

3.73

XLM-USD:

2.86

Sortino Ratio

HBAR-USD:

4.21

XLM-USD:

3.83

Omega Ratio

HBAR-USD:

1.40

XLM-USD:

1.40

Calmar Ratio

HBAR-USD:

4.42

XLM-USD:

2.89

Martin Ratio

HBAR-USD:

17.97

XLM-USD:

11.74

Ulcer Index

HBAR-USD:

30.38%

XLM-USD:

32.01%

Daily Std Dev

HBAR-USD:

108.34%

XLM-USD:

93.93%

Max Drawdown

HBAR-USD:

-92.80%

XLM-USD:

-96.27%

Current Drawdown

HBAR-USD:

-62.80%

XLM-USD:

-68.68%

Returns By Period

In the year-to-date period, HBAR-USD achieves a -29.85% return, which is significantly lower than XLM-USD's -15.37% return.


HBAR-USD

YTD

-29.85%

1M

-1.70%

6M

295.38%

1Y

57.37%

5Y*

40.76%

10Y*

N/A

XLM-USD

YTD

-15.37%

1M

-1.79%

6M

200.65%

1Y

146.74%

5Y*

35.06%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HBAR-USD vs. XLM-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HBAR-USD
The Risk-Adjusted Performance Rank of HBAR-USD is 9797
Overall Rank
The Sharpe Ratio Rank of HBAR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HBAR-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HBAR-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HBAR-USD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of HBAR-USD is 9696
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9696
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HBAR-USD vs. XLM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) and Stellar (XLM-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for HBAR-USD, currently valued at 3.73, compared to the broader market0.001.002.003.004.00
HBAR-USD: 3.73
XLM-USD: 2.86
The chart of Sortino ratio for HBAR-USD, currently valued at 4.21, compared to the broader market0.001.002.003.004.00
HBAR-USD: 4.21
XLM-USD: 3.83
The chart of Omega ratio for HBAR-USD, currently valued at 1.40, compared to the broader market1.001.101.201.301.40
HBAR-USD: 1.40
XLM-USD: 1.40
The chart of Calmar ratio for HBAR-USD, currently valued at 4.42, compared to the broader market1.002.003.004.00
HBAR-USD: 4.42
XLM-USD: 2.96
The chart of Martin ratio for HBAR-USD, currently valued at 17.97, compared to the broader market0.005.0010.0015.0020.00
HBAR-USD: 17.97
XLM-USD: 11.74

The current HBAR-USD Sharpe Ratio is 3.73, which is higher than the XLM-USD Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of HBAR-USD and XLM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
3.73
2.86
HBAR-USD
XLM-USD

Drawdowns

HBAR-USD vs. XLM-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -92.80%, roughly equal to the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and XLM-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-62.80%
-61.55%
HBAR-USD
XLM-USD

Volatility

HBAR-USD vs. XLM-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 29.74% compared to Stellar (XLM-USD) at 21.83%. This indicates that HBAR-USD's price experiences larger fluctuations and is considered to be riskier than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
29.74%
21.83%
HBAR-USD
XLM-USD