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USDT-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USDT-USD and XLM-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

USDT-USD vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tether (USDT-USD) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-0.78%
612.20%
USDT-USD
XLM-USD

Key characteristics

Sharpe Ratio

USDT-USD:

-0.05

XLM-USD:

3.05

Sortino Ratio

USDT-USD:

-0.07

XLM-USD:

3.92

Omega Ratio

USDT-USD:

0.99

XLM-USD:

1.41

Calmar Ratio

USDT-USD:

0.00

XLM-USD:

3.12

Martin Ratio

USDT-USD:

-0.21

XLM-USD:

12.35

Ulcer Index

USDT-USD:

0.20%

XLM-USD:

32.47%

Daily Std Dev

USDT-USD:

0.64%

XLM-USD:

93.93%

Max Drawdown

USDT-USD:

-10.32%

XLM-USD:

-96.27%

Current Drawdown

USDT-USD:

-7.19%

XLM-USD:

-68.26%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.23% return, which is significantly higher than XLM-USD's -14.22% return.


USDT-USD

YTD

0.23%

1M

0.08%

6M

0.10%

1Y

0.06%

5Y*

-0.15%

10Y*

N/A

XLM-USD

YTD

-14.22%

1M

6.33%

6M

201.88%

1Y

153.37%

5Y*

31.52%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USDT-USD vs. XLM-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USDT-USD
The Risk-Adjusted Performance Rank of USDT-USD is 2222
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 3737
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USDT-USD vs. XLM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-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.


The chart of Sharpe ratio for USDT-USD, currently valued at -0.05, compared to the broader market0.001.002.003.004.00
USDT-USD: -0.05
XLM-USD: 3.05
The chart of Sortino ratio for USDT-USD, currently valued at -0.07, compared to the broader market0.001.002.003.004.00
USDT-USD: -0.07
XLM-USD: 3.92
The chart of Omega ratio for USDT-USD, currently valued at 0.99, compared to the broader market1.001.101.201.301.40
USDT-USD: 0.99
XLM-USD: 1.41
The chart of Calmar ratio for USDT-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
USDT-USD: 0.00
XLM-USD: 3.12
The chart of Martin ratio for USDT-USD, currently valued at -0.21, compared to the broader market0.005.0010.0015.0020.00
USDT-USD: -0.21
XLM-USD: 12.35

The current USDT-USD Sharpe Ratio is -0.05, which is lower than the XLM-USD Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of USDT-USD and XLM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
-0.05
3.05
USDT-USD
XLM-USD

Drawdowns

USDT-USD vs. XLM-USD - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for USDT-USD and XLM-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.19%
-68.26%
USDT-USD
XLM-USD

Volatility

USDT-USD vs. XLM-USD - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.16%, while Stellar (XLM-USD) has a volatility of 21.53%. This indicates that USDT-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.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
0.16%
21.53%
USDT-USD
XLM-USD