XEM-USD vs. REVG
XEM-USD (NEM) is a cryptocurrency, while REVG (REV Group, Inc.) is a stock. Over the past 5 years, XEM-USD returned -68.64%/yr vs 32.82%/yr for REVG. At a 0.07 correlation, their price movements are largely independent.
Performance
XEM-USD vs. REVG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XEM-USD achieves a -53.98% return, which is significantly lower than REVG's 5.08% return.
XEM-USD
- 1D
- -5.42%
- 1M
- -19.11%
- YTD
- -53.98%
- 6M
- -62.10%
- 1Y
- -92.61%
- 3Y*
- -73.81%
- 5Y*
- -68.64%
- 10Y*
- —
REVG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.08%
- 6M
- 12.61%
- 1Y
- 49.31%
- 3Y*
- 92.62%
- 5Y*
- 32.82%
- 10Y*
- —
XEM-USD vs. REVG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEM-USD NEM | -53.98% | -95.00% | -39.05% | 36.89% | -76.79% | -40.13% | 542.53% | -49.78% | -93.76% | 465.78% |
REVG REV Group, Inc. | 5.08% | 91.79% | 108.93% | 46.01% | -9.35% | 62.15% | -26.83% | 65.71% | -76.63% | 21.61% |
Correlation
The correlation between XEM-USD and REVG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2017 | 0.07 |
The correlation between XEM-USD and REVG shifts across timeframes, from -0.06 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XEM-USD vs. REVG — Risk / Return Rank
XEM-USD
REVG
XEM-USD vs. REVG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEM (XEM-USD) and REV Group, Inc. (REVG). 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.
| XEM-USD | REVG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -4.26 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.40 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.19 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.11 | 6.08 | -7.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XEM-USD | REVG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 1.73 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.64 | 0.76 | -1.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.27 | -0.65 |
Drawdowns
XEM-USD vs. REVG - Drawdown Comparison
The maximum XEM-USD drawdown since its inception was -99.97%, which is greater than REVG's maximum drawdown of -88.07%. Use the drawdown chart below to compare losses from any high point for XEM-USD and REVG.
Loading charts...
Drawdown Indicators
| XEM-USD | REVG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -88.07% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -94.44% | -23.48% | -70.96% |
Max Drawdown (3Y)Largest decline over 3 years | -99.14% | -23.48% | -75.66% |
Max Drawdown (5Y)Largest decline over 5 years | -99.79% | -48.36% | -51.43% |
Current DrawdownCurrent decline from peak | -99.97% | -7.32% | -92.65% |
Average DrawdownAverage peak-to-trough decline | -90.08% | -40.93% | -49.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.04% | 8.33% | +43.71% |
Volatility
XEM-USD vs. REVG - Volatility Comparison
NEM (XEM-USD) has a higher volatility of 22.34% compared to REV Group, Inc. (REVG) at 0.00%. This indicates that XEM-USD's price experiences larger fluctuations and is considered to be riskier than REVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XEM-USD | REVG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.34% | 0.00% | +22.34% |
Volatility (6M)Calculated over the trailing 6-month period | 56.08% | 13.98% | +42.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.11% | 33.48% | +79.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.89% | 43.96% | +44.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.79% | 51.59% | +52.20% |
Frequently Asked Questions
XEM-USD and REVG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XEM-USD has higher volatility (22.34%) compared to REVG (0.00%). In terms of maximum drawdown, XEM-USD dropped -99.97% vs REVG's -88.07%.
REVG currently has the higher Sharpe Ratio (1.73 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XEM-USD and REVG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer