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LINK-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LINK-USD and XLM-USD is 0.23, 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: 0.2

Performance

LINK-USD vs. XLM-USD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
6,541.58%
628.36%
LINK-USD
XLM-USD

Key characteristics

Sharpe Ratio

LINK-USD:

0.70

XLM-USD:

3.06

Sortino Ratio

LINK-USD:

1.67

XLM-USD:

3.92

Omega Ratio

LINK-USD:

1.16

XLM-USD:

1.41

Calmar Ratio

LINK-USD:

0.40

XLM-USD:

3.12

Martin Ratio

LINK-USD:

2.41

XLM-USD:

12.42

Ulcer Index

LINK-USD:

30.69%

XLM-USD:

32.31%

Daily Std Dev

LINK-USD:

81.18%

XLM-USD:

93.91%

Max Drawdown

LINK-USD:

-90.17%

XLM-USD:

-96.27%

Current Drawdown

LINK-USD:

-71.45%

XLM-USD:

-67.54%

Returns By Period

In the year-to-date period, LINK-USD achieves a -25.63% return, which is significantly lower than XLM-USD's -12.27% return.


LINK-USD

YTD

-25.63%

1M

4.42%

6M

35.47%

1Y

4.37%

5Y*

32.08%

10Y*

N/A

XLM-USD

YTD

-12.27%

1M

6.04%

6M

208.93%

1Y

154.34%

5Y*

33.36%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7777
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7878
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.

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

This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-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 LINK-USD, currently valued at 0.70, compared to the broader market0.001.002.003.004.00
LINK-USD: 0.70
XLM-USD: 3.06
The chart of Sortino ratio for LINK-USD, currently valued at 1.67, compared to the broader market0.001.002.003.004.00
LINK-USD: 1.67
XLM-USD: 3.92
The chart of Omega ratio for LINK-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
LINK-USD: 1.16
XLM-USD: 1.41
The chart of Calmar ratio for LINK-USD, currently valued at 0.40, compared to the broader market1.002.003.004.00
LINK-USD: 0.40
XLM-USD: 3.12
The chart of Martin ratio for LINK-USD, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.0025.00
LINK-USD: 2.41
XLM-USD: 12.42

The current LINK-USD Sharpe Ratio is 0.70, which is lower than the XLM-USD Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of LINK-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
0.70
3.06
LINK-USD
XLM-USD

Drawdowns

LINK-USD vs. XLM-USD - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.17%, smaller than the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LINK-USD and XLM-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-71.45%
-67.54%
LINK-USD
XLM-USD

Volatility

LINK-USD vs. XLM-USD - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 28.83% compared to Stellar (XLM-USD) at 21.84%. This indicates that LINK-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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
28.83%
21.84%
LINK-USD
XLM-USD