PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XEM-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XEM-USD and BTC-USD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XEM-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEM (XEM-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
9.23%
53.42%
XEM-USD
BTC-USD

Key characteristics

Sharpe Ratio

XEM-USD:

0.28

BTC-USD:

1.54

Sortino Ratio

XEM-USD:

1.03

BTC-USD:

2.25

Omega Ratio

XEM-USD:

1.10

BTC-USD:

1.22

Calmar Ratio

XEM-USD:

0.08

BTC-USD:

1.29

Martin Ratio

XEM-USD:

0.88

BTC-USD:

8.77

Ulcer Index

XEM-USD:

29.14%

BTC-USD:

8.58%

Daily Std Dev

XEM-USD:

81.50%

BTC-USD:

43.78%

Max Drawdown

XEM-USD:

-99.32%

BTC-USD:

-93.07%

Current Drawdown

XEM-USD:

-98.75%

BTC-USD:

-7.36%

Returns By Period

In the year-to-date period, XEM-USD achieves a -3.36% return, which is significantly lower than BTC-USD's 5.25% return.


XEM-USD

YTD

-3.36%

1M

-5.92%

6M

14.17%

1Y

-38.06%

5Y*

-17.60%

10Y*

N/A

BTC-USD

YTD

5.25%

1M

-7.36%

6M

62.85%

1Y

89.69%

5Y*

59.04%

10Y*

82.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XEM-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

XEM-USD
The Risk-Adjusted Performance Rank of XEM-USD is 6969
Overall Rank
The Sharpe Ratio Rank of XEM-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of XEM-USD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of XEM-USD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of XEM-USD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of XEM-USD is 6969
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XEM-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEM (XEM-USD) and Bitcoin (BTC-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.


Sharpe ratio
The chart of Sharpe ratio for XEM-USD, currently valued at 0.28, compared to the broader market0.002.004.006.000.281.54
The chart of Sortino ratio for XEM-USD, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.005.001.032.25
The chart of Omega ratio for XEM-USD, currently valued at 1.10, compared to the broader market1.001.101.201.301.401.501.101.22
The chart of Calmar ratio for XEM-USD, currently valued at 0.08, compared to the broader market1.002.003.004.005.006.000.081.29
The chart of Martin ratio for XEM-USD, currently valued at 0.88, compared to the broader market0.0010.0020.0030.0040.0050.000.888.77
XEM-USD
BTC-USD

The current XEM-USD Sharpe Ratio is 0.28, which is lower than the BTC-USD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XEM-USD and BTC-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.28
1.54
XEM-USD
BTC-USD

Drawdowns

XEM-USD vs. BTC-USD - Drawdown Comparison

The maximum XEM-USD drawdown since its inception was -99.32%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XEM-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.75%
-7.36%
XEM-USD
BTC-USD

Volatility

XEM-USD vs. BTC-USD - Volatility Comparison

NEM (XEM-USD) has a higher volatility of 19.78% compared to Bitcoin (BTC-USD) at 9.03%. This indicates that XEM-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
19.78%
9.03%
XEM-USD
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab