XEM-USD vs. MIOTA-USD

Last updated Jul 14, 2026

XEM-USD (NEM) and MIOTA-USD (IOTA) are both cryptocurrencies. A 0.56 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: 0.80%
• 1M: -7.06%
• 6M: -51.96%
• YTD: -56.97%
• 1Y: -75.18%
• 3Y*: -74.11%
• 5Y*: -66.14%
• 10Y*: —

MIOTA-USD

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 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	-56.97%	-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 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.50
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 0.20 - 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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEM-USD

XEM-USD Risk / Return Rank: 60
XEM-USD Sharpe Ratio Rank: 71
XEM-USD Sortino Ratio Rank: 61
XEM-USD Omega Ratio Rank: 59
XEM-USD Calmar Ratio Rank: 47
XEM-USD Martin Ratio Rank: 61

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	-0.53	—	—
Sortino ratio: Return per unit of downside risk	-0.80	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.85	—	—
Martin ratio: Return relative to average drawdown	-1.13	—	—

Drawdowns

Drawdown Indicators

	XEM-USD	MIOTA-USD	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-88.28%	—	—
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	-90.17%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	48.16%	—	—

Volatility

Volatility by Period

	XEM-USD	MIOTA-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	83.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	94.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	116.80%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	96.17%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.27%	—	—

Frequently Asked Questions

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

XEM-USD and MIOTA-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.