XEM-USD vs. MIOTA-USD

Last updated Aug 3, 2026

XEM-USD (NEM) and MIOTA-USD (IOTA) are both cryptocurrencies. Their 0.56 correlation means they have sometimes moved together and sometimes differently.

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: 0.62%
• 1M: 9.44%
• 6M: -44.29%
• YTD: -61.19%
• 1Y: -80.73%
• 3Y*: -75.12%
• 5Y*: -69.03%
• 10Y*: —
• ALL TIME*: -47.82%

MIOTA-USD

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

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
XEM-USD NEM	$143.42	$158.94	$266.74

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XEM-USD NEM	-61.19%	-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 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.18
Correlation (3Y) Balances recent behavior with more history.	0.32
Correlation (5Y) Shows whether the relationship held over a longer period.	0.49
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.56

Over the past year, the correlation between XEM-USD and MIOTA-USD has dropped to 0.18 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

XEM-USD

XEM-USD Risk / Return Rank: 42
XEM-USD Sharpe Ratio Rank: 67
XEM-USD Sortino Ratio Rank: 49
XEM-USD Omega Ratio Rank: 41
XEM-USD Calmar Ratio Rank: 18
XEM-USD Martin Ratio Rank: 36

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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	-0.61	—	—
Sortino ratio: Return per unit of downside risk	-1.32	—	—
Omega ratio: Gain probability vs. loss probability	0.86	—	—
Calmar ratio: Return relative to maximum drawdown	-0.94	—	—
Martin ratio: Return relative to average drawdown	-1.25	—	—

Drawdowns

Drawdown Indicators

	XEM-USD	MIOTA-USD	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-85.86%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-99.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.83%	—	—
Current Drawdown Current decline from peak	-99.97%	—	—
Average Drawdown Average peak-to-trough decline	-90.23%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	51.97%	—	—

Volatility

Volatility by Period

	XEM-USD	MIOTA-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	82.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	94.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	111.00%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.97%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.12%	—	—

Frequently Asked Questions

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

XEM-USD and MIOTA-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.