SHIB-USD vs. XLM-USD
SHIB-USD (Shiba Inu) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, SHIB-USD returned -7.82%/yr vs -11.42%/yr for XLM-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
SHIB-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SHIB-USD achieves a -32.37% return, which is significantly lower than XLM-USD's -0.74% return.
SHIB-USD
- 1D
- -1.27%
- 1M
- -26.84%
- YTD
- -32.37%
- 6M
- -45.69%
- 1Y
- -62.72%
- 3Y*
- -16.06%
- 5Y*
- -7.82%
- 10Y*
- —
XLM-USD
- 1D
- -3.17%
- 1M
- 22.68%
- YTD
- -0.74%
- 6M
- -17.20%
- 1Y
- -25.67%
- 3Y*
- 30.82%
- 5Y*
- -11.42%
- 10Y*
- 62.20%
SHIB-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between SHIB-USD and XLM-USD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021 | 0.64 |
The correlation between SHIB-USD and XLM-USD shifts across timeframes, from 0.64 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHIB-USD vs. XLM-USD — Risk / Return Rank
SHIB-USD
XLM-USD
SHIB-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiba Inu (SHIB-USD) 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.
| SHIB-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.01 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.36 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.39 | -0.52 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHIB-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | -0.30 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | -0.13 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.33 | -0.20 |
Drawdowns
SHIB-USD vs. XLM-USD - Drawdown Comparison
The maximum SHIB-USD drawdown since its inception was -94.38%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for SHIB-USD and XLM-USD.
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Drawdown Indicators
| SHIB-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.38% | -96.21% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -70.62% | -71.19% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -87.33% | -74.37% | -12.96% |
Max Drawdown (5Y)Largest decline over 5 years | -94.38% | -83.25% | -11.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -94.25% | -77.40% | -16.85% |
Average DrawdownAverage peak-to-trough decline | -80.14% | -72.14% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.51% | 49.94% | -5.43% |
Volatility
SHIB-USD vs. XLM-USD - Volatility Comparison
The current volatility for Shiba Inu (SHIB-USD) is 14.65%, while Stellar (XLM-USD) has a volatility of 43.03%. This indicates that SHIB-USD 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
| SHIB-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 43.03% | -28.38% |
Volatility (6M)Calculated over the trailing 6-month period | 45.88% | 59.01% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.90% | 70.37% | -14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.58% | 74.79% | +20.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.13% | 112.81% | +96.32% |
Frequently Asked Questions
SHIB-USD and XLM-USD have a correlation of 0.79, 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 (43.03%) compared to SHIB-USD (14.65%). In terms of maximum drawdown, SHIB-USD dropped -94.38% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.30 vs -0.93), 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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