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NEO-USD vs. XMR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NEO-USD vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEO (NEO-USD) and Monero (XMR-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, NEO-USD achieves a -28.21% return, which is significantly lower than XMR-USD's -23.06% return.


NEO-USD

1D
-6.41%
1M
-8.55%
YTD
-28.21%
6M
-42.02%
1Y
-59.03%
3Y*
-37.91%
5Y*
-47.18%
10Y*

XMR-USD

1D
-3.36%
1M
-14.88%
YTD
-23.06%
6M
-16.12%
1Y
-7.04%
3Y*
30.95%
5Y*
1.55%
10Y*
79.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEO-USD vs. XMR-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEO-USD
NEO
-28.21%-74.14%-2.90%127.45%-76.07%79.57%64.24%13.60%-89.78%51,706.44%
XMR-USD
Monero
-23.06%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%

Correlation

The correlation between NEO-USD and XMR-USD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

0.51

Over the past year, the correlation between NEO-USD and XMR-USD has dropped to 0.30 - 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

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

NEO-USD
NEO-USD Risk / Return Rank: 2929
Overall Rank
NEO-USD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NEO-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
NEO-USD Omega Ratio Rank: 3838
Omega Ratio Rank
NEO-USD Calmar Ratio Rank: 1313
Calmar Ratio Rank
NEO-USD Martin Ratio Rank: 1717
Martin Ratio Rank

XMR-USD
XMR-USD Risk / Return Rank: 8686
Overall Rank
XMR-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8383
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9494
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9393
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.

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.


NEO-USDXMR-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.77

-0.09

-0.69

Sortino ratio

Return per unit of downside risk

-1.06

0.43

-1.49

Omega ratio

Gain probability vs. loss probability

0.89

1.05

-0.16

Calmar ratio

Return relative to maximum drawdown

-1.16

0.37

-1.52

Martin ratio

Return relative to average drawdown

-1.57

0.60

-2.17

NEO-USD vs. XMR-USD - Sharpe Ratio Comparison

The current NEO-USD Sharpe Ratio is -0.77, which is lower than the XMR-USD Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of NEO-USD and XMR-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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Sharpe Ratios by Period


NEO-USDXMR-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

-0.09

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.02

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.48

-0.36

Drawdowns

NEO-USD vs. XMR-USD - Drawdown Comparison

The maximum NEO-USD drawdown since its inception was -98.70%, 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-USDXMR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.70%

-95.68%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-68.29%

-58.97%

-9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-90.52%

-58.97%

-31.55%

Max Drawdown (5Y)

Largest decline over 5 years

-96.25%

-67.28%

-28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

Current Drawdown

Current decline from peak

-98.67%

-53.15%

-45.52%

Average Drawdown

Average peak-to-trough decline

-84.00%

-62.55%

-21.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.23%

35.79%

+9.44%

Volatility

NEO-USD vs. XMR-USD - Volatility Comparison

The current volatility for NEO (NEO-USD) is 15.49%, while Monero (XMR-USD) has a volatility of 21.92%. 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-USDXMR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.49%

21.92%

-6.43%

Volatility (6M)

Calculated over the trailing 6-month period

46.05%

63.84%

-17.79%

Volatility (1Y)

Calculated over the trailing 1-year period

63.34%

65.47%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.96%

61.82%

+16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.27%

87.63%

+26.64%

Frequently Asked Questions


NEO-USD and XMR-USD have a correlation of 0.30, 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 (21.92%) compared to NEO-USD (15.49%). In terms of maximum drawdown, NEO-USD dropped -98.70% vs XMR-USD's -95.68%.

XMR-USD currently has the higher Sharpe Ratio (-0.09 vs -0.77), 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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