TRX-USD vs. XLM-USD
TRX-USD (Tronix) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, TRX-USD returned 37.84%/yr vs -6.05%/yr for XLM-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
TRX-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TRX-USD achieves a 15.74% return, which is significantly higher than XLM-USD's -1.95% return.
TRX-USD
- 1D
- -1.47%
- 1M
- -9.96%
- YTD
- 15.74%
- 6M
- 16.06%
- 1Y
- 20.52%
- 3Y*
- 65.77%
- 5Y*
- 37.84%
- 10Y*
- —
XLM-USD
- 1D
- -2.90%
- 1M
- 33.52%
- YTD
- -1.95%
- 6M
- -9.35%
- 1Y
- -19.96%
- 3Y*
- 29.58%
- 5Y*
- -6.05%
- 10Y*
- 59.98%
TRX-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between TRX-USD and XLM-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.59 |
Over the past year, the correlation between TRX-USD and XLM-USD has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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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 | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.28 | +1.05 |
| Martin ratioReturn relative to average drawdown | 1.35 | -0.39 | +1.74 |
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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.
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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 | -24.04% | -77.68% | +53.64% |
Average DrawdownAverage peak-to-trough decline | -62.35% | -72.15% | +9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 40.82% | -31.35% |
Volatility
TRX-USD vs. XLM-USD - Volatility Comparison
The current volatility for Tronix (TRX-USD) is 9.06%, while Stellar (XLM-USD) has a volatility of 45.39%. 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.
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Volatility by Period
| TRX-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 45.39% | -36.33% |
Volatility (6M)Calculated over the trailing 6-month period | 17.92% | 60.60% | -42.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.83% | 71.58% | -47.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.51% | 74.40% | -16.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.03% | 112.82% | -2.79% |
Frequently Asked Questions
TRX-USD and XLM-USD have a correlation of 0.37, 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 (45.39%) compared to TRX-USD (9.06%). In terms of maximum drawdown, TRX-USD dropped -95.89% vs XLM-USD's -96.21%.
TRX-USD currently has the higher Sharpe Ratio (0.72 vs -0.23), 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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