XLM-USD vs. ADA-USD
XLM-USD (Stellar) and ADA-USD (Cardano) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -11.64%/yr vs -35.04%/yr for ADA-USD. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. ADA-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XLM-USD achieves a 3.24% return, which is significantly higher than ADA-USD's -40.61% return.
XLM-USD
- 1D
- -6.81%
- 1M
- 31.58%
- YTD
- 3.24%
- 6M
- -19.68%
- 1Y
- -24.06%
- 3Y*
- 31.33%
- 5Y*
- -11.64%
- 10Y*
- 63.68%
ADA-USD
- 1D
- -6.99%
- 1M
- -20.86%
- YTD
- -40.61%
- 6M
- -56.08%
- 1Y
- -71.10%
- 3Y*
- -19.39%
- 5Y*
- -35.04%
- 10Y*
- —
XLM-USD vs. ADA-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and ADA-USD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.77 |
The correlation between XLM-USD and ADA-USD has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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
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 | -0.28 | -0.94 | +0.66 |
Sortino ratioReturn per unit of downside risk | 0.14 | -1.75 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.84 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.90 | +0.56 |
Martin ratioReturn relative to average drawdown | -0.49 | -1.36 | +0.87 |
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
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.94 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | -0.39 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.19 | +0.15 |
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.
Loading charts...
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 | -71.19% | -79.43% | +8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -83.92% | +9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -93.34% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -76.50% | -93.34% | +16.84% |
Average DrawdownAverage peak-to-trough decline | -72.13% | -77.52% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.44% | 58.96% | -9.52% |
Volatility
XLM-USD vs. ADA-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.26% compared to Cardano (ADA-USD) at 15.58%. 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.
Loading charts...
Volatility by Period
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.26% | 15.58% | +27.68% |
Volatility (6M)Calculated over the trailing 6-month period | 59.38% | 50.89% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 62.92% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.98% | 74.79% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.83% | 102.94% | +9.89% |
Frequently Asked Questions
XLM-USD and ADA-USD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.26%) compared to ADA-USD (15.58%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs ADA-USD's -97.85%.
XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.94), 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 XLM-USD and ADA-USD
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