NEO-USD vs. XMR-USD
NEO-USD (NEO) and XMR-USD (Monero) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -43.31%/yr vs 9.57%/yr for XMR-USD. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
NEO-USD vs. XMR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NEO-USD achieves a -45.30% return, which is significantly lower than XMR-USD's -25.96% return.
NEO-USD
- 1D
- -1.08%
- 1M
- -14.24%
- 6M
- -48.57%
- YTD
- -45.30%
- 1Y
- -69.38%
- 3Y*
- -40.86%
- 5Y*
- -43.31%
- 10Y*
- —
XMR-USD
- 1D
- -1.09%
- 1M
- -5.08%
- 6M
- -49.31%
- YTD
- -25.96%
- 1Y
- -4.54%
- 3Y*
- 25.93%
- 5Y*
- 9.57%
- 10Y*
- 66.13%
NEO-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and XMR-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2016 | 0.51 |
Over the past year, the correlation between NEO-USD and XMR-USD has dropped to 0.27 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
NEO-USD vs. XMR-USD — Risk / Return Rank
NEO-USD
XMR-USD
NEO-USD vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEO (NEO-USD) and Monero (XMR-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.
| NEO-USD | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.06 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.08 | -0.84 |
| Martin ratioReturn relative to average drawdown | -1.34 | -0.13 | -1.21 |
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Drawdowns
NEO-USD vs. XMR-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -99.01%, roughly equal to the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for NEO-USD and XMR-USD.
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Drawdown Indicators
| NEO-USD | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.01% | -95.68% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -75.81% | -58.97% | -16.84% |
Max Drawdown (3Y)Largest decline over 3 years | -92.77% | -58.97% | -33.80% |
Max Drawdown (5Y)Largest decline over 5 years | -97.14% | -67.28% | -29.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.09% | — |
Current DrawdownCurrent decline from peak | -98.99% | -54.91% | -44.08% |
Average DrawdownAverage peak-to-trough decline | -84.14% | -62.47% | -21.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.72% | 41.89% | +5.83% |
Volatility
NEO-USD vs. XMR-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 10.30%, while Monero (XMR-USD) has a volatility of 13.00%. This indicates that NEO-USD experiences smaller price fluctuations and is considered to be less risky than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEO-USD | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.30% | 13.00% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 44.98% | 65.45% | -20.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.93% | 69.49% | -8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.60% | 61.29% | +15.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.25% | 87.50% | +38.75% |
Frequently Asked Questions
NEO-USD and XMR-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (13.00%) compared to NEO-USD (10.30%). In terms of maximum drawdown, NEO-USD dropped -99.01% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (-0.05 vs -0.95), 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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