NEO-USD vs. XMR-USD
NEO-USD (NEO) and XMR-USD (Monero) are both cryptocurrencies. Over the past 5 years, NEO-USD returned -46.47%/yr vs 10.03%/yr for XMR-USD. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
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 -48.15% return, which is significantly lower than XMR-USD's -16.05% return.
NEO-USD
- 1D
- -0.19%
- 1M
- -9.13%
- 6M
- -42.03%
- YTD
- -48.15%
- 1Y
- -67.92%
- 3Y*
- -40.18%
- 5Y*
- -46.47%
- 10Y*
- —
- ALL TIME*
- 26.23%
XMR-USD
- 1D
- 0.10%
- 1M
- 12.27%
- 6M
- -10.15%
- YTD
- -16.05%
- 1Y
- 23.45%
- 3Y*
- 31.39%
- 5Y*
- 10.03%
- 10Y*
- 69.45%
- ALL TIME*
- 50.53%
Liquidity Comparison
NEO-USD vs. XMR-USD - Yearly Performance Comparison
Correlation
The correlation between NEO-USD and XMR-USD is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
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 0.26 - 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 | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.11 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 0.40 | -1.28 |
| Martin ratioReturn relative to average drawdown | -1.25 | 0.63 | -1.88 |
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Drawdowns
NEO-USD vs. XMR-USD - Drawdown Comparison
The maximum NEO-USD drawdown since its inception was -99.04%, 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 | -99.04% | -95.68% | -3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -76.66% | -58.97% | -17.69% |
Max Drawdown (3Y)Largest decline over 3 years | -93.02% | -58.97% | -34.05% |
Max Drawdown (5Y)Largest decline over 5 years | -97.24% | -67.28% | -29.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.09% | — |
Current DrawdownCurrent decline from peak | -99.04% | -48.88% | -50.16% |
Average DrawdownAverage peak-to-trough decline | -84.23% | -62.42% | -21.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.66% | 44.22% | -6.56% |
Volatility
NEO-USD vs. XMR-USD - Volatility Comparison
The current volatility for NEO (NEO-USD) is 10.45%, while Monero (XMR-USD) has a volatility of 11.86%. 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 | 10.45% | 11.86% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 42.73% | 57.28% | -14.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.07% | 69.42% | -9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.95% | 61.20% | +14.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 125.92% | 87.31% | +38.61% |
Frequently Asked Questions
NEO-USD and XMR-USD have a correlation of 0.26, 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 (11.86%) compared to NEO-USD (10.45%). In terms of maximum drawdown, NEO-USD dropped -99.04% vs XMR-USD's -95.68%.
XMR-USD currently has the higher Sharpe Ratio (0.28 vs -0.94), 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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