HBAR-USD vs. XLM-USD

In the year-to-date period, HBAR-USD achieves a -19.82% return, which is significantly lower than XLM-USD's -5.70% return.

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

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 current HBAR-USD Sharpe Ratio is 0.77, which is lower than the XLM-USD Sharpe Ratio of 1.74. 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.

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.

HederaHashgraph (HBAR-USD) has a higher volatility of 21.24% compared to Stellar (XLM-USD) at 18.50%. 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.