XLM-USD vs. ADBE
XLM-USD (Stellar) is a cryptocurrency, while ADBE (Adobe Inc) is a stock. Over the past 10 years, XLM-USD returned 60.23%/yr vs 7.72%/yr for ADBE. At a 0.08 correlation, their price movements are largely independent.
Performance
XLM-USD vs. ADBE - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly higher than ADBE's -41.71% return. Over the past 10 years, XLM-USD has outperformed ADBE with an annualized return of 60.23%, while ADBE has yielded a comparatively lower 7.72% annualized return.
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
XLM-USD vs. ADBE - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and ADBE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.08 |
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Return for Risk
XLM-USD vs. ADBE — Risk / Return Rank
XLM-USD
ADBE
XLM-USD vs. ADBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Adobe Inc (ADBE). 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 | ADBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.73 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | -1.03 | +0.63 |
| Martin ratioReturn relative to average drawdown | -0.57 | -1.99 | +1.42 |
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Drawdowns
XLM-USD vs. ADBE - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than ADBE's maximum drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ADBE.
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Drawdown Indicators
| XLM-USD | ADBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -79.89% | -16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -49.21% | -21.98% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -67.86% | -6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -70.36% | -12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -70.36% | -25.85% |
Current DrawdownCurrent decline from peak | -78.80% | -70.36% | -8.44% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -25.99% | -46.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.48% | 27.31% | +23.17% |
Volatility
XLM-USD vs. ADBE - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.48% compared to Adobe Inc (ADBE) at 16.64%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than ADBE 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 | ADBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.48% | 16.64% | +26.84% |
Volatility (6M)Calculated over the trailing 6-month period | 59.28% | 29.17% | +30.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 35.08% | +35.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.72% | 36.54% | +38.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.79% | 34.48% | +78.31% |
Frequently Asked Questions
XLM-USD and ADBE have a correlation of 0.08, 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 (43.48%) compared to ADBE (16.64%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs ADBE's -79.89%.
XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -1.45), 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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