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XAGUSD=X vs. XMR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XAGUSD=X vs. XMR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silver Spot Price US Dollar (XAGUSD=X) and Monero (XMR-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, XAGUSD=X achieves a -5.42% return, which is significantly higher than XMR-USD's -19.28% return. Over the past 10 years, XAGUSD=X has underperformed XMR-USD with an annualized return of 14.62%, while XMR-USD has yielded a comparatively higher 73.91% annualized return.


XAGUSD=X

1D
0.87%
1M
-22.31%
YTD
-5.42%
6M
9.75%
1Y
86.74%
3Y*
42.08%
5Y*
19.45%
10Y*
14.62%

XMR-USD

1D
-9.50%
1M
-12.13%
YTD
-19.28%
6M
-13.63%
1Y
9.78%
3Y*
36.84%
5Y*
6.07%
10Y*
73.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGUSD=X vs. XMR-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAGUSD=X
Silver Spot Price US Dollar
-5.42%148.50%21.59%-0.79%2.85%-11.48%47.14%15.71%-8.76%6.61%
XMR-USD
Monero
-19.28%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%

Correlation

The correlation between XAGUSD=X and XMR-USD is 0.06, 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

0.06

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

0.11

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

0.14

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.09

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Return for Risk

XAGUSD=X vs. XMR-USD — Risk / Return Rank

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

XAGUSD=X
XAGUSD=X Risk / Return Rank: 8888
Overall Rank
XAGUSD=X Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XAGUSD=X Sortino Ratio Rank: 9090
Sortino Ratio Rank
XAGUSD=X Omega Ratio Rank: 9292
Omega Ratio Rank
XAGUSD=X Calmar Ratio Rank: 8484
Calmar Ratio Rank
XAGUSD=X Martin Ratio Rank: 8181
Martin Ratio Rank

XMR-USD
XMR-USD Risk / Return Rank: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8989
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 8989
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.

XAGUSD=X vs. XMR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silver Spot Price US Dollar (XAGUSD=X) and Monero (XMR-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.


XAGUSD=XXMR-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.27

1.09

+0.19

Calmar ratioReturn relative to maximum drawdown

1.43

0.17

+1.26

Martin ratioReturn relative to average drawdown

3.12

0.30

+2.82

XAGUSD=X vs. XMR-USD - Sharpe Ratio Comparison

The current XAGUSD=X Sharpe Ratio is 1.20, which is higher than the XMR-USD Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of XAGUSD=X and XMR-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

XAGUSD=X vs. XMR-USD - Drawdown Comparison

The maximum XAGUSD=X drawdown since its inception was -75.36%, smaller than the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for XAGUSD=X and XMR-USD.


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Drawdown Indicators


XAGUSD=XXMR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-75.36%

-95.68%

+20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-45.83%

-58.97%

+13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-45.83%

-58.97%

+13.14%

Max Drawdown (5Y)

Largest decline over 5 years

-45.83%

-67.28%

+21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.83%

-93.09%

+47.26%

Current Drawdown

Current decline from peak

-41.81%

-50.84%

+9.03%

Average Drawdown

Average peak-to-trough decline

-44.69%

-62.53%

+17.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.27%

37.33%

-14.06%

Volatility

XAGUSD=X vs. XMR-USD - Volatility Comparison

The current volatility for Silver Spot Price US Dollar (XAGUSD=X) is 14.10%, while Monero (XMR-USD) has a volatility of 36.83%. This indicates that XAGUSD=X experiences smaller price fluctuations and is considered to be less risky than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGUSD=XXMR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.10%

36.83%

-22.73%

Volatility (6M)

Calculated over the trailing 6-month period

56.44%

69.75%

-13.31%

Volatility (1Y)

Calculated over the trailing 1-year period

54.44%

69.31%

-14.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.01%

62.40%

-27.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.22%

87.82%

-56.60%

Frequently Asked Questions


XAGUSD=X and XMR-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMR-USD has higher volatility (36.83%) compared to XAGUSD=X (14.10%). In terms of maximum drawdown, XAGUSD=X dropped -75.36% vs XMR-USD's -95.68%.

XAGUSD=X currently has the higher Sharpe Ratio (1.20 vs 0.12), 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

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