XLM-USD vs. ADA-USD
Compare and contrast key facts about Stellar (XLM-USD) and Cardano (ADA-USD).
Performance
XLM-USD vs. ADA-USD - Performance Comparison
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XLM-USD vs. ADA-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a -18.72% return, which is significantly higher than ADA-USD's -28.06% return.
XLM-USD
- 1D
- -3.63%
- 1M
- 7.63%
- YTD
- -18.72%
- 6M
- -60.10%
- 1Y
- -36.80%
- 3Y*
- 15.25%
- 5Y*
- -16.77%
- 10Y*
- 53.22%
ADA-USD
- 1D
- -3.58%
- 1M
- -8.80%
- YTD
- -28.06%
- 6M
- -72.51%
- 1Y
- -62.58%
- 3Y*
- -14.79%
- 5Y*
- -27.11%
- 10Y*
- —
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Return for Risk
XLM-USD vs. ADA-USD — Risk / Return Rank
XLM-USD
ADA-USD
XLM-USD vs. ADA-USD - Risk-Adjusted Trends 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.
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | -0.79 | +0.30 |
Sortino ratioReturn per unit of downside risk | -0.37 | -1.20 | +0.83 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.89 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | -1.11 | -1.10 | -0.01 |
Martin ratioReturn relative to average drawdown | -1.69 | -1.63 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | -0.79 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.29 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.22 | +0.10 |
Correlation
The correlation between XLM-USD and ADA-USD is 0.77, 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.
Drawdowns
XLM-USD vs. ADA-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, 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.
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Drawdown Indicators
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -97.85% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -70.49% | -75.08% | +4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -90.35% | -91.93% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -81.50% | -91.93% | +10.43% |
Average DrawdownAverage peak-to-trough decline | -72.00% | -77.24% | +5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.31% | 50.64% | -6.33% |
Volatility
XLM-USD vs. ADA-USD - Volatility Comparison
The current volatility for Stellar (XLM-USD) is 15.66%, while Cardano (ADA-USD) has a volatility of 16.88%. This indicates that XLM-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.66% | 16.88% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 49.47% | 60.15% | -10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.78% | 66.36% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.57% | 78.61% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.23% | 103.79% | +8.44% |