XEM-USD vs. MIOTA-USD

Last updated Jun 23, 2026

XEM-USD (NEM) and MIOTA-USD (IOTA) are both cryptocurrencies. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

XEM-USD vs. MIOTA-USD - Performance Comparison

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

Returns By Period

XEM-USD

• 1D: -2.06%
• 1M: -10.83%
• YTD: -55.64%
• 6M: -59.39%
• 1Y: -88.69%
• 3Y*: -73.67%
• 5Y*: -65.69%
• 10Y*: —

MIOTA-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XEM-USD vs. MIOTA-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XEM-USD NEM	-55.64%	-95.00%	-39.05%	36.89%	-76.79%	-40.13%	542.53%	-49.78%	-93.76%	429.54%
MIOTA-USD IOTA	-26.81%	-76.93%	15.49%	76.20%	-87.61%	360.18%	85.39%	-55.09%	-89.96%	646.04%

Correlation

The correlation between XEM-USD and MIOTA-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.57

Over the past year, the correlation between XEM-USD and MIOTA-USD has dropped to 0.23 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

XEM-USD vs. MIOTA-USD — Risk / Return Rank

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

XEM-USD

XEM-USD Risk / Return Rank: 20
XEM-USD Sharpe Ratio Rank: 39
XEM-USD Sortino Ratio Rank: 14
XEM-USD Omega Ratio Rank: 4
XEM-USD Calmar Ratio Rank: 3
XEM-USD Martin Ratio Rank: 42

MIOTA-USD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XEM-USD vs. MIOTA-USD - Risk-Adjusted Trends Comparison

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

	XEM-USD	MIOTA-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	—	—
Sortino ratio: Return per unit of downside risk	-1.65	—	—
Omega ratio: Gain probability vs. loss probability	0.80	—	—
Calmar ratio: Return relative to maximum drawdown	-0.97	—	—
Martin ratio: Return relative to average drawdown	-1.13	—	—

Drawdowns

Drawdown Indicators

	XEM-USD	MIOTA-USD	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-91.43%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-99.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.79%	—	—
Current Drawdown Current decline from peak	-99.97%	—	—
Average Drawdown Average peak-to-trough decline	-90.11%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	44.37%	—	—

Volatility

Volatility by Period

	XEM-USD	MIOTA-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	51.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	101.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.24%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.56%	—	—

Frequently Asked Questions

Can I hold both XEM-USD and MIOTA-USD in my portfolio?

XEM-USD and MIOTA-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.