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HIMS vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

HIMS vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, HIMS achieves a -17.40% return, which is significantly lower than XLM-USD's -6.87% return.


HIMS

1D
-7.10%
1M
10.64%
YTD
-17.40%
6M
-27.92%
1Y
-51.66%
3Y*
43.69%
5Y*
17.04%
10Y*

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIMS vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIMS
Hims & Hers Health, Inc.
-17.40%34.28%171.69%38.85%-2.14%-55.14%47.47%1.23%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-23.55%

Correlation

The correlation between HIMS and XLM-USD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.15

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Return for Risk

HIMS vs. XLM-USD — Risk / Return Rank

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

HIMS
HIMS Risk / Return Rank: 2020
Overall Rank
HIMS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HIMS Sortino Ratio Rank: 2222
Sortino Ratio Rank
HIMS Omega Ratio Rank: 2222
Omega Ratio Rank
HIMS Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIMS Martin Ratio Rank: 1919
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HIMS vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hims & Hers Health, Inc. (HIMS) 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.


HIMSXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

0.95

1.00

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.40

-0.28

Martin ratioReturn relative to average drawdown

-1.10

-0.57

-0.54

HIMS vs. XLM-USD - Sharpe Ratio Comparison

The current HIMS Sharpe Ratio is -0.55, which is lower than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of HIMS and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HIMS vs. XLM-USD - Drawdown Comparison

The maximum HIMS drawdown since its inception was -87.29%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for HIMS and XLM-USD.


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Drawdown Indicators


HIMSXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-87.29%

-96.21%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-71.19%

-6.87%

Max Drawdown (3Y)

Largest decline over 3 years

-78.88%

-74.37%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-78.88%

-83.25%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

Current Drawdown

Current decline from peak

-60.98%

-78.80%

+17.82%

Average Drawdown

Average peak-to-trough decline

-43.23%

-72.14%

+28.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.06%

50.48%

-2.42%

Volatility

HIMS vs. XLM-USD - Volatility Comparison

The current volatility for Hims & Hers Health, Inc. (HIMS) is 21.36%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that HIMS 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


HIMSXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.36%

43.48%

-22.12%

Volatility (6M)

Calculated over the trailing 6-month period

67.20%

59.28%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

96.46%

70.60%

+25.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.26%

74.72%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.20%

112.79%

-35.59%

Frequently Asked Questions


HIMS and XLM-USD have a correlation of 0.25, 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 (43.48%) compared to HIMS (21.36%). In terms of maximum drawdown, HIMS dropped -87.29% vs XLM-USD's -96.21%.

XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for HIMS 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.

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