XEM-USD vs. BTC-USD

In the year-to-date period, XEM-USD achieves a -57.05% return, which is significantly lower than BTC-USD's 13.33% return. Over the past 10 years, XEM-USD has underperformed BTC-USD with an annualized return of 49.85%, while BTC-USD has yielded a comparatively higher 85.04% annualized return.

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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.

The current XEM-USD Sharpe Ratio is -0.59, which is lower than the BTC-USD Sharpe Ratio of 1.13. 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.

The maximum XEM-USD drawdown since its inception was -99.63%, which is greater than BTC-USD's maximum drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for XEM-USD and BTC-USD.

NEM (XEM-USD) has a higher volatility of 62.53% compared to Bitcoin (BTC-USD) at 10.10%. 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.