HBAR-USD vs. XLM-USD
HBAR-USD (HederaHashgraph) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -18.71%/yr vs -11.72%/yr for XLM-USD. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
HBAR-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -23.54% return, which is significantly lower than XLM-USD's 1.58% return.
HBAR-USD
- 1D
- -3.03%
- 1M
- -11.20%
- YTD
- -23.54%
- 6M
- -39.40%
- 1Y
- -49.10%
- 3Y*
- 17.87%
- 5Y*
- -18.71%
- 10Y*
- —
XLM-USD
- 1D
- 1.22%
- 1M
- 26.16%
- YTD
- 1.58%
- 6M
- -14.97%
- 1Y
- -20.73%
- 3Y*
- 31.50%
- 5Y*
- -11.72%
- 10Y*
- 63.56%
HBAR-USD vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -23.54% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -88.67% |
XLM-USD Stellar | 1.58% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -29.28% |
Correlation
The correlation between HBAR-USD and XLM-USD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.65 |
Over the past year, HBAR-USD and XLM-USD have become more correlated (0.87) than their long-term average of 0.65, meaning their price movements have been converging.
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Return for Risk
HBAR-USD vs. XLM-USD — Risk / Return Rank
HBAR-USD
XLM-USD
HBAR-USD vs. XLM-USD - Risk-Adjusted Trends 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.
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.02 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.29 | -0.38 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.42 | -0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | -0.25 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.13 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.34 | -0.35 |
Drawdowns
HBAR-USD vs. XLM-USD - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.79%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and XLM-USD.
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Drawdown Indicators
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.79% | -96.21% | +3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -73.25% | -71.19% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -79.18% | -74.37% | -4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -83.25% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -83.95% | -76.88% | -7.07% |
Average DrawdownAverage peak-to-trough decline | -67.02% | -72.13% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.47% | 49.64% | +0.83% |
Volatility
HBAR-USD vs. XLM-USD - Volatility Comparison
The current volatility for HederaHashgraph (HBAR-USD) is 17.01%, while Stellar (XLM-USD) has a volatility of 42.72%. This indicates that HBAR-USD experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.01% | 42.72% | -25.71% |
Volatility (6M)Calculated over the trailing 6-month period | 43.68% | 58.72% | -15.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 70.28% | -4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.29% | 74.83% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.80% | 112.81% | -7.01% |
Frequently Asked Questions
HBAR-USD and XLM-USD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (42.72%) compared to HBAR-USD (17.01%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.25 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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