XAUUSD=X vs. XMR-USD
XAUUSD=X (Gold Spot Price US Dollar) is a currency, while XMR-USD (Monero) is a cryptocurrency. Over the past 10 years, XAUUSD=X returned 12.78%/yr vs 69.46%/yr for XMR-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
XAUUSD=X vs. XMR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XAUUSD=X achieves a -0.05% return, which is significantly higher than XMR-USD's -19.20% return. Over the past 10 years, XAUUSD=X has underperformed XMR-USD with an annualized return of 12.78%, while XMR-USD has yielded a comparatively higher 69.46% annualized return.
XAUUSD=X
- 1D
- -0.12%
- 1M
- -4.85%
- YTD
- -0.05%
- 6M
- 0.36%
- 1Y
- 25.89%
- 3Y*
- 30.22%
- 5Y*
- 19.00%
- 10Y*
- 12.78%
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
XAUUSD=X vs. XMR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XAUUSD=X Gold Spot Price US Dollar | -0.05% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 13.14% |
XMR-USD Monero | -19.20% | 124.37% | 16.94% | 12.32% | -35.78% | 46.22% | 252.56% | -2.31% | -86.51% | 2,339.73% |
Correlation
The correlation between XAUUSD=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 | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.07 |
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Return for Risk
XAUUSD=X vs. XMR-USD — Risk / Return Rank
XAUUSD=X
XMR-USD
XAUUSD=X vs. XMR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Spot Price US Dollar (XAUUSD=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.
| XAUUSD=X | XMR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.19 | +0.63 |
| Martin ratioReturn relative to average drawdown | 2.36 | 0.35 | +2.02 |
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Drawdowns
XAUUSD=X vs. XMR-USD - Drawdown Comparison
The maximum XAUUSD=X drawdown since its inception was -44.69%, smaller than the maximum XMR-USD drawdown of -95.68%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and XMR-USD.
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Drawdown Indicators
| XAUUSD=X | XMR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.69% | -95.68% | +50.99% |
Max Drawdown (1Y)Largest decline over 1 year | -24.85% | -58.97% | +34.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.85% | -58.97% | +34.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -67.28% | +42.43% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -93.09% | +68.24% |
Current DrawdownCurrent decline from peak | -20.26% | -50.80% | +30.54% |
Average DrawdownAverage peak-to-trough decline | -16.45% | -62.52% | +46.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.57% | 37.75% | -28.18% |
Volatility
XAUUSD=X vs. XMR-USD - Volatility Comparison
The current volatility for Gold Spot Price US Dollar (XAUUSD=X) is 7.99%, while Monero (XMR-USD) has a volatility of 36.71%. This indicates that XAUUSD=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
| XAUUSD=X | XMR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 36.71% | -28.72% |
Volatility (6M)Calculated over the trailing 6-month period | 22.47% | 69.75% | -47.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.51% | 69.27% | -45.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 62.31% | -45.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 87.78% | -72.56% |
Frequently Asked Questions
XAUUSD=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 (36.71%) compared to XAUUSD=X (7.99%). In terms of maximum drawdown, XAUUSD=X dropped -44.69% vs XMR-USD's -95.68%.
XAUUSD=X currently has the higher Sharpe Ratio (0.87 vs 0.14), 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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