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NVDA vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NVDA vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and Stellar (XLM-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, NVDA achieves a 10.16% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, NVDA has outperformed XLM-USD with an annualized return of 67.95%, while XLM-USD has yielded a comparatively lower 60.23% annualized return.


NVDA

1D
0.16%
1M
-12.86%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation
10.16%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between NVDA and XLM-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.11

The correlation between NVDA and XLM-USD shifts across timeframes, from 0.11 (all time) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NVDA vs. XLM-USD — Risk / Return Rank

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

NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
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.

NVDA vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.

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.


NVDAXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.21

1.00

+0.21

Calmar ratioReturn relative to maximum drawdown

2.07

-0.40

+2.47

Martin ratioReturn relative to average drawdown

4.94

-0.57

+5.51

NVDA vs. XLM-USD - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.20, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of NVDA and XLM-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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Drawdowns

NVDA vs. XLM-USD - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for NVDA and XLM-USD.


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Drawdown Indicators


NVDAXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-96.21%

+6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-71.19%

+50.98%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-74.37%

+37.49%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-83.25%

+16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-96.21%

+29.87%

Current Drawdown

Current decline from peak

-12.86%

-78.80%

+65.94%

Average Drawdown

Average peak-to-trough decline

-36.18%

-72.14%

+35.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

50.48%

-42.02%

Volatility

NVDA vs. XLM-USD - Volatility Comparison

The current volatility for NVIDIA Corporation (NVDA) is 13.26%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that NVDA 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


NVDAXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

43.48%

-30.22%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

59.28%

-32.61%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

70.60%

-35.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.76%

74.72%

-22.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

112.79%

-62.95%

Frequently Asked Questions


NVDA and XLM-USD have a correlation of 0.20, 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 (43.48%) compared to NVDA (13.26%). In terms of maximum drawdown, NVDA dropped -89.72% vs XLM-USD's -96.21%.

NVDA currently has the higher Sharpe Ratio (1.20 vs -0.33), 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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