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XLM-USD vs. ADA-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XLM-USD and ADA-USD is 0.75, 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.


-0.50.00.51.00.8

Performance

XLM-USD vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Cardano (ADA-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
314.55%
144.66%
XLM-USD
ADA-USD

Key characteristics

Sharpe Ratio

XLM-USD:

4.28

ADA-USD:

2.10

Sortino Ratio

XLM-USD:

5.24

ADA-USD:

2.76

Omega Ratio

XLM-USD:

1.56

ADA-USD:

1.27

Calmar Ratio

XLM-USD:

4.01

ADA-USD:

1.13

Martin Ratio

XLM-USD:

28.23

ADA-USD:

7.33

Ulcer Index

XLM-USD:

17.64%

ADA-USD:

23.75%

Daily Std Dev

XLM-USD:

86.24%

ADA-USD:

68.87%

Max Drawdown

XLM-USD:

-96.27%

ADA-USD:

-97.85%

Current Drawdown

XLM-USD:

-58.72%

ADA-USD:

-68.86%

Returns By Period

In the year-to-date period, XLM-USD achieves a 186.85% return, which is significantly higher than ADA-USD's 55.54% return.


XLM-USD

YTD

186.85%

1M

-28.22%

6M

314.55%

1Y

193.29%

5Y*

53.48%

10Y*

N/A

ADA-USD

YTD

55.54%

1M

-13.32%

6M

144.66%

1Y

55.61%

5Y*

93.89%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 4.28, compared to the broader market0.002.004.006.008.004.282.10
The chart of Sortino ratio for XLM-USD, currently valued at 5.24, compared to the broader market-1.000.001.002.003.004.005.005.242.76
The chart of Omega ratio for XLM-USD, currently valued at 1.56, compared to the broader market1.001.201.401.601.561.27
The chart of Calmar ratio for XLM-USD, currently valued at 4.01, compared to the broader market2.004.006.004.011.13
The chart of Martin ratio for XLM-USD, currently valued at 28.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0028.237.33
XLM-USD
ADA-USD

The current XLM-USD Sharpe Ratio is 4.28, which is higher than the ADA-USD Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XLM-USD and ADA-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
4.28
2.10
XLM-USD
ADA-USD

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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-58.72%
-68.86%
XLM-USD
ADA-USD

Volatility

XLM-USD vs. ADA-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 34.09% compared to Cardano (ADA-USD) at 29.84%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
34.09%
29.84%
XLM-USD
ADA-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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