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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 0.06, 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.


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.

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Key characteristics

Sharpe Ratio

USDT-USD:

0.03

XLM-USD:

1.37

Sortino Ratio

USDT-USD:

0.08

XLM-USD:

3.93

Omega Ratio

USDT-USD:

1.01

XLM-USD:

1.41

Calmar Ratio

USDT-USD:

0.00

XLM-USD:

3.16

Martin Ratio

USDT-USD:

0.19

XLM-USD:

11.36

Ulcer Index

USDT-USD:

0.21%

XLM-USD:

35.63%

Daily Std Dev

USDT-USD:

0.61%

XLM-USD:

94.72%

Max Drawdown

USDT-USD:

-49.72%

XLM-USD:

-96.27%

Current Drawdown

USDT-USD:

-17.04%

XLM-USD:

-67.92%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.22% return, which is significantly higher than XLM-USD's -13.30% return.


USDT-USD

YTD

0.22%

1M

0.03%

6M

-0.05%

1Y

0.04%

3Y*

0.05%

5Y*

-0.03%

10Y*

0.00%

XLM-USD

YTD

-13.30%

1M

14.95%

6M

16.17%

1Y

156.20%

3Y*

30.08%

5Y*

33.94%

10Y*

57.67%

*Annualized

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Tether

Stellar

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 3434
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 2222
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 2323
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 33
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 4747
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9494
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9191
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 current USDT-USD Sharpe Ratio is 0.03, which is lower than the XLM-USD Sharpe Ratio of 1.37. 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.


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Drawdowns

USDT-USD vs. XLM-USD - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -49.72%, 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.


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Volatility

USDT-USD vs. XLM-USD - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.08%, while Stellar (XLM-USD) has a volatility of 19.27%. 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.


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