XLM-USD vs. ADA-USD
Compare and contrast key facts about Stellar (XLM-USD) and Cardano (ADA-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLM-USD or ADA-USD.
Performance
XLM-USD vs. ADA-USD - Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a 164.48% return, which is significantly higher than ADA-USD's 70.05% return.
XLM-USD
164.48%
261.45%
209.45%
190.91%
43.08%
N/A
ADA-USD
70.05%
189.84%
119.90%
161.31%
95.27%
N/A
Key characteristics
| XLM-USD | ADA-USD | |
|---|---|---|
| Sharpe Ratio | 2.89 | 0.74 |
| Sortino Ratio | 4.25 | 1.61 |
| Omega Ratio | 1.45 | 1.16 |
| Calmar Ratio | 1.97 | 0.29 |
| Martin Ratio | 9.62 | 1.56 |
| Ulcer Index | 28.65% | 39.21% |
| Daily Std Dev | 70.59% | 69.55% |
| Max Drawdown | -96.27% | -97.85% |
| Current Drawdown | -61.94% | -65.96% |
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Correlation
The correlation between XLM-USD and ADA-USD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XLM-USD vs. ADA-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Cardano (ADA-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.
Drawdowns
XLM-USD vs. ADA-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.27%, roughly equal to the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ADA-USD. For additional features, visit the drawdowns tool.
Volatility
XLM-USD vs. ADA-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 54.38% compared to Cardano (ADA-USD) at 37.82%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.