RWE.DE vs. XLM-USD
RWE.DE (RWE AG) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, RWE.DE returned 19.88%/yr vs 60.04%/yr for XLM-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
RWE.DE vs. XLM-USD - Performance Comparison
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Different Trading Currencies
RWE.DE is traded in EUR, while XLM-USD is traded in USD. To make them comparable, the XLM-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, RWE.DE achieves a 29.46% return, which is significantly higher than XLM-USD's -3.97% return. Over the past 10 years, RWE.DE has underperformed XLM-USD with an annualized return of 19.88%, while XLM-USD has yielded a comparatively higher 60.04% annualized return.
RWE.DE
- 1D
- -0.07%
- 1M
- 1.70%
- YTD
- 29.46%
- 6M
- 35.20%
- 1Y
- 64.64%
- 3Y*
- 16.35%
- 5Y*
- 16.17%
- 10Y*
- 19.88%
XLM-USD
- 1D
- 0.00%
- 1M
- 17.98%
- YTD
- -3.97%
- 6M
- -19.29%
- 1Y
- -27.36%
- 3Y*
- 30.86%
- 5Y*
- -10.35%
- 10Y*
- 60.04%
RWE.DE vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between RWE.DE and XLM-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.07 |
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Return for Risk
RWE.DE vs. XLM-USD — Risk / Return Rank
RWE.DE
XLM-USD
RWE.DE vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) 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.
| RWE.DE | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.00 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 6.37 | -0.38 | +6.75 |
| Martin ratioReturn relative to average drawdown | 15.02 | -0.55 | +15.57 |
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Drawdowns
RWE.DE vs. XLM-USD - Drawdown Comparison
The maximum RWE.DE drawdown since its inception was -85.39%, smaller than the maximum XLM-USD drawdown of -95.92%. Use the drawdown chart below to compare losses from any high point for RWE.DE and XLM-USD.
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Drawdown Indicators
| RWE.DE | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.39% | -95.92% | +10.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -71.21% | +60.84% |
Max Drawdown (3Y)Largest decline over 3 years | -30.49% | -76.64% | +46.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.19% | -81.10% | +48.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.02% | -95.92% | +56.90% |
Current DrawdownCurrent decline from peak | -5.46% | -77.64% | +72.18% |
Average DrawdownAverage peak-to-trough decline | -45.33% | -69.84% | +24.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 50.28% | -45.88% |
Volatility
RWE.DE vs. XLM-USD - Volatility Comparison
The current volatility for RWE AG (RWE.DE) is 7.73%, while Stellar (XLM-USD) has a volatility of 38.95%. This indicates that RWE.DE 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
| RWE.DE | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 38.95% | -31.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.70% | 56.34% | -37.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 70.67% | -46.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 73.08% | -47.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 127.73% | -99.42% |
Frequently Asked Questions
RWE.DE and XLM-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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