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V vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

V vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, V achieves a -7.69% return, which is significantly lower than XLM-USD's -6.87% return. Over the past 10 years, V has underperformed XLM-USD with an annualized return of 15.98%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between V and XLM-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.07

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Return for Risk

V vs. XLM-USD — Risk / Return Rank

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

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
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.

V vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.


VXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

0.92

1.00

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.40

-0.33

Martin ratioReturn relative to average drawdown

-1.57

-0.57

-1.00

V vs. XLM-USD - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.56, which is lower than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of V and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

V vs. XLM-USD - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for V and XLM-USD.


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Drawdown Indicators


VXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-96.21%

+44.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-71.19%

+54.01%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-74.37%

+53.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-83.25%

+54.65%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

-96.21%

+59.85%

Current Drawdown

Current decline from peak

-12.96%

-78.80%

+65.84%

Average Drawdown

Average peak-to-trough decline

-8.26%

-72.14%

+63.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

50.48%

-39.75%

Volatility

V vs. XLM-USD - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.57%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that V 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


VXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

43.48%

-37.91%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

59.28%

-41.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

70.60%

-48.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

74.72%

-51.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

112.79%

-88.34%

Frequently Asked Questions


V and XLM-USD have a correlation of 0.05, 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 (43.48%) compared to V (5.57%). In terms of maximum drawdown, V dropped -51.90% vs XLM-USD's -96.21%.

XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for V 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.

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