PG vs. XLM-USD
PG (The Procter & Gamble Company) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, PG returned 8.96%/yr vs 60.23%/yr for XLM-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
PG vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, PG has underperformed XLM-USD with an annualized return of 8.96%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
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%
PG vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and XLM-USD is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.03 |
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Return for Risk
PG vs. XLM-USD — Risk / Return Rank
PG
XLM-USD
PG vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.00 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.40 | +0.03 |
| Martin ratioReturn relative to average drawdown | -0.68 | -0.57 | -0.11 |
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Drawdowns
PG vs. XLM-USD - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for PG and XLM-USD.
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Drawdown Indicators
| PG | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -96.21% | +41.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -71.19% | +55.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -74.37% | +53.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -83.25% | +59.48% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -96.21% | +72.44% |
Current DrawdownCurrent decline from peak | -13.29% | -78.80% | +65.51% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -72.14% | +59.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 50.48% | -41.68% |
Volatility
PG vs. XLM-USD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that PG 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
| PG | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 43.48% | -36.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 59.28% | -44.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 70.60% | -51.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 74.72% | -56.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 112.79% | -93.74% |
Frequently Asked Questions
PG and XLM-USD have a correlation of -0.03, 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 PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs XLM-USD's -96.21%.
PG currently has the higher Sharpe Ratio (-0.30 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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