V vs. XLM-USD
V (Visa Inc.) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, V returned 15.98%/yr vs 60.23%/yr for XLM-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
V vs. XLM-USD - Performance Comparison
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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%
V vs. XLM-USD - Yearly Performance Comparison
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
V
XLM-USD
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.
| V | XLM-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| V | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.96% | -78.80% | +65.84% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -72.14% | +63.88% |
Ulcer IndexDepth 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
| V | XLM-USD | Difference | |
|---|---|---|---|
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.
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