LINK-USD vs. XLM-USD
LINK-USD (ChainLink) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, LINK-USD returned -23.04%/yr vs -11.72%/yr for XLM-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
LINK-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LINK-USD achieves a -39.00% return, which is significantly lower than XLM-USD's 1.58% return.
LINK-USD
- 1D
- -7.19%
- 1M
- -25.67%
- YTD
- -39.00%
- 6M
- -45.32%
- 1Y
- -42.35%
- 3Y*
- 5.89%
- 5Y*
- -23.04%
- 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%
LINK-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between LINK-USD and XLM-USD is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.63 |
The correlation between LINK-USD and XLM-USD shifts across timeframes, from 0.63 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LINK-USD vs. XLM-USD — Risk / Return Rank
LINK-USD
XLM-USD
LINK-USD vs. XLM-USD - Risk-Adjusted Trends 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.
| LINK-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.02 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.29 | -0.30 |
| Martin ratioReturn relative to average drawdown | -0.89 | -0.42 | -0.47 |
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
| LINK-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -0.25 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | -0.13 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.34 | +0.10 |
Drawdowns
LINK-USD vs. XLM-USD - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.19%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for LINK-USD and XLM-USD.
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Drawdown Indicators
| LINK-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.19% | -96.21% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -72.24% | -71.19% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -74.59% | -74.37% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -85.26% | -83.25% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -85.80% | -76.88% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -60.38% | -72.13% | +11.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.80% | 49.64% | +1.16% |
Volatility
LINK-USD vs. XLM-USD - Volatility Comparison
The current volatility for ChainLink (LINK-USD) is 15.45%, while Stellar (XLM-USD) has a volatility of 42.72%. This indicates that LINK-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
| LINK-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.45% | 42.72% | -27.27% |
Volatility (6M)Calculated over the trailing 6-month period | 44.81% | 58.72% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.50% | 70.28% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.62% | 74.83% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.88% | 112.81% | -11.93% |
Frequently Asked Questions
LINK-USD and XLM-USD have a correlation of 0.82, 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 LINK-USD (15.45%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.25 vs -0.54), 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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