XLM-USD vs. ADA-USD
XLM-USD (Stellar) and ADA-USD (Cardano) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -6.05%/yr vs -35.43%/yr for ADA-USD. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -1.95% return, which is significantly higher than ADA-USD's -54.13% return.
XLM-USD
- 1D
- -2.90%
- 1M
- 33.52%
- YTD
- -1.95%
- 6M
- -9.35%
- 1Y
- -19.96%
- 3Y*
- 29.58%
- 5Y*
- -6.05%
- 10Y*
- 59.98%
ADA-USD
- 1D
- -3.60%
- 1M
- -36.90%
- YTD
- -54.13%
- 6M
- -57.89%
- 1Y
- -73.79%
- 3Y*
- -19.21%
- 5Y*
- -35.43%
- 10Y*
- —
XLM-USD vs. ADA-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and ADA-USD is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.77 |
The correlation between XLM-USD and ADA-USD has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.83 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.88 | +0.60 |
| Martin ratioReturn relative to average drawdown | -0.39 | -1.33 | +0.94 |
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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 | -71.19% | -84.11% | +12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -87.58% | +13.21% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -94.85% | +11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -77.68% | -94.85% | +17.17% |
Average DrawdownAverage peak-to-trough decline | -72.15% | -77.61% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.82% | 53.98% | -13.16% |
Volatility
XLM-USD vs. ADA-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 45.39% compared to Cardano (ADA-USD) at 23.69%. 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.
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Volatility by Period
| XLM-USD | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 45.39% | 23.69% | +21.70% |
Volatility (6M)Calculated over the trailing 6-month period | 60.60% | 52.53% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.58% | 64.30% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.40% | 74.60% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.82% | 103.07% | +9.75% |
Frequently Asked Questions
XLM-USD and ADA-USD have a correlation of 0.81, 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 (45.39%) compared to ADA-USD (23.69%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs ADA-USD's -97.85%.
XLM-USD currently has the higher Sharpe Ratio (-0.23 vs -0.96), 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.
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