USDT-USD vs. XLM-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Tether (USDT-USD) and Stellar (XLM-USD).

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.

USDT-USD vs. XLM-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USDT-USD Tether	0.13%	0.07%	-0.18%	0.03%	-0.07%	-0.05%	0.09%	-1.38%	0.14%	1.32%
XLM-USD Stellar	-18.72%	-39.55%	157.40%	81.66%	-73.35%	108.68%	184.76%	-60.36%	-68.37%	17,331.63%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.13% return, which is significantly higher than XLM-USD's -18.72% return.

USDT-USD

• 1D: 0.00%
• 1M: -0.00%
• YTD: 0.13%
• 6M: -0.08%
• 1Y: 0.01%
• 3Y*: -0.01%
• 5Y*: -0.06%
• 10Y*: —

XLM-USD

• 1D: -3.63%
• 1M: 7.63%
• YTD: -18.72%
• 6M: -60.10%
• 1Y: -36.80%
• 3Y*: 15.25%
• 5Y*: -16.77%
• 10Y*: 53.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USDT-USD vs. XLM-USD — Risk / Return Rank

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

USDT-USD

USDT-USD Risk / Return Rank: 79
USDT-USD Sharpe Ratio Rank: 81
USDT-USD Sortino Ratio Rank: 75
USDT-USD Omega Ratio Rank: 75
USDT-USD Calmar Ratio Rank: 82
USDT-USD Martin Ratio Rank: 82

XLM-USD

XLM-USD Risk / Return Rank: 46
XLM-USD Sharpe Ratio Rank: 59
XLM-USD Sortino Ratio Rank: 57
XLM-USD Omega Ratio Rank: 60
XLM-USD Calmar Ratio Rank: 27
XLM-USD Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USDT-USD vs. XLM-USD - Risk-Adjusted Trends 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.

	USDT-USD	XLM-USD	Difference
Sharpe ratio Return per unit of total volatility	0.03	-0.49	+0.52
Sortino ratio Return per unit of downside risk	0.05	-0.37	+0.42
Omega ratio Gain probability vs. loss probability	1.00	0.97	+0.04
Calmar ratio Return relative to maximum drawdown	-0.20	-1.11	+0.91
Martin ratio Return relative to average drawdown	-0.44	-1.69	+1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USDT-USD vs. XLM-USD - Sharpe Ratio Comparison

The current USDT-USD Sharpe Ratio is 0.03, which is higher than the XLM-USD Sharpe Ratio of -0.49. 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.

Sharpe Ratios by Period

	USDT-USD	XLM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	-0.49	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	-0.18	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.32	-0.32

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.

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 -96.21%. Use the drawdown chart below to compare losses from any high point for USDT-USD and XLM-USD.

Drawdown Indicators

	USDT-USD	XLM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-10.32%	-96.21%	+85.89%
Max Drawdown (1Y) Largest decline over 1 year	-0.39%	-70.49%	+70.10%
Max Drawdown (5Y) Largest decline over 5 years	-1.54%	-90.35%	+88.81%
Max Drawdown (10Y) Largest decline over 10 years	—	-96.21%	—
Current Drawdown Current decline from peak	-7.23%	-81.50%	+74.27%
Average Drawdown Average peak-to-trough decline	-6.93%	-72.00%	+65.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.18%	44.31%	-44.13%

Volatility

USDT-USD vs. XLM-USD - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.13%, while Stellar (XLM-USD) has a volatility of 15.66%. 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.

Volatility by Period

	USDT-USD	XLM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.13%	15.66%	-15.53%
Volatility (6M) Calculated over the trailing 6-month period	0.39%	49.47%	-49.08%
Volatility (1Y) Calculated over the trailing 1-year period	0.40%	62.78%	-62.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.82%	77.57%	-76.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.85%	112.23%	-105.38%