TRX-USD vs. XLM-USD
TRX-USD (Tronix) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, TRX-USD returned 42.23%/yr vs -4.35%/yr for XLM-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
TRX-USD vs. XLM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRX-USD achieves a 14.01% return, which is significantly higher than XLM-USD's -6.21% return.
TRX-USD
- 1D
- -0.54%
- 1M
- 1.83%
- 6M
- 6.29%
- YTD
- 14.01%
- 1Y
- 7.83%
- 3Y*
- 59.54%
- 5Y*
- 42.23%
- 10Y*
- —
XLM-USD
- 1D
- 2.12%
- 1M
- -11.83%
- 6M
- -20.30%
- YTD
- -6.21%
- 1Y
- -58.32%
- 3Y*
- 12.71%
- 5Y*
- -4.35%
- 10Y*
- 58.14%
TRX-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and XLM-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.58 |
Over the past year, the correlation between TRX-USD and XLM-USD has dropped to 0.34 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRX-USD vs. XLM-USD — Risk / Return Rank
TRX-USD
XLM-USD
TRX-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronix (TRX-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.
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.
| TRX-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.90 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | -0.82 | +1.11 |
| Martin ratioReturn relative to average drawdown | 0.50 | -1.10 | +1.60 |
Loading charts...
Drawdowns
TRX-USD vs. XLM-USD - Drawdown Comparison
The maximum TRX-USD drawdown since its inception was -95.89%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for TRX-USD and XLM-USD.
Loading charts...
Drawdown Indicators
| TRX-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.89% | -96.21% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -26.58% | -71.19% | +44.61% |
Max Drawdown (3Y)Largest decline over 3 years | -50.98% | -74.37% | +23.39% |
Max Drawdown (5Y)Largest decline over 5 years | -59.60% | -83.25% | +23.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -25.18% | -78.65% | +53.47% |
Average DrawdownAverage peak-to-trough decline | -62.09% | -72.18% | +10.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 37.41% | -29.47% |
Volatility
TRX-USD vs. XLM-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 5.65%, while Stellar (XLM-USD) has a volatility of 18.71%. This indicates that TRX-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.
Loading charts...
Volatility by Period
| TRX-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 18.71% | -13.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.78% | 60.02% | -42.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.66% | 66.84% | -43.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.09% | 74.29% | -17.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.66% | 112.20% | -2.54% |
Frequently Asked Questions
TRX-USD and XLM-USD have a correlation of 0.34, 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 (18.71%) compared to TRX-USD (5.65%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs XLM-USD's -96.21%.
TRX-USD currently has the higher Sharpe Ratio (0.28 vs -0.73), 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.
Find the right allocation for TRX-USD and XLM-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer