HBAR-USD vs. XLM-USD
HBAR-USD (HederaHashgraph) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -16.28%/yr vs -6.67%/yr for XLM-USD. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
HBAR-USD vs. XLM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HBAR-USD achieves a -31.04% return, which is significantly lower than XLM-USD's -12.03% return.
HBAR-USD
- 1D
- -3.06%
- 1M
- -15.31%
- YTD
- -31.04%
- 6M
- -32.73%
- 1Y
- -51.17%
- 3Y*
- 13.77%
- 5Y*
- -16.28%
- 10Y*
- —
XLM-USD
- 1D
- -4.68%
- 1M
- 19.71%
- YTD
- -12.03%
- 6M
- -15.87%
- 1Y
- -26.90%
- 3Y*
- 24.19%
- 5Y*
- -6.67%
- 10Y*
- 51.41%
HBAR-USD vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -31.04% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
XLM-USD Stellar | -12.03% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -23.68% |
Correlation
The correlation between HBAR-USD and XLM-USD is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.65 |
Over the past year, HBAR-USD and XLM-USD have become more correlated (0.85) than their long-term average of 0.65, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.01 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.38 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.53 | -0.43 |
Loading charts...
Drawdowns
HBAR-USD vs. XLM-USD - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, 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.
Loading charts...
Drawdown Indicators
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.58% | -96.21% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -74.90% | -71.19% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -80.46% | -74.37% | -6.09% |
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 | -85.53% | -79.97% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -74.55% | -72.15% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.37% | 41.02% | +6.35% |
Volatility
HBAR-USD vs. XLM-USD - Volatility Comparison
The current volatility for HederaHashgraph (HBAR-USD) is 17.19%, while Stellar (XLM-USD) has a volatility of 46.16%. 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.
Loading charts...
Volatility by Period
| HBAR-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.19% | 46.16% | -28.97% |
Volatility (6M)Calculated over the trailing 6-month period | 42.43% | 60.99% | -18.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.05% | 71.57% | -7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.80% | 74.33% | +10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.33% | 112.78% | -4.45% |
Frequently Asked Questions
HBAR-USD and XLM-USD have a correlation of 0.85, 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 (46.16%) compared to HBAR-USD (17.19%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.31 vs -0.66), 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.
Find the right allocation for HBAR-USD and XLM-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer