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XLM-USD vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly lower than AMZN's 3.35% return. Over the past 10 years, XLM-USD has outperformed AMZN with an annualized return of 60.23%, while AMZN has yielded a comparatively lower 20.83% 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%

AMZN

1D
-1.23%
1M
-10.73%
YTD
3.35%
6M
5.46%
1Y
12.47%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Correlation

The correlation between XLM-USD and AMZN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.10

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Return for Risk

XLM-USD vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLM-USD vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Amazon.com, Inc (AMZN). 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-USDAMZNDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.00

1.09

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.40

0.55

-0.95

Martin ratioReturn relative to average drawdown

-0.57

1.29

-1.86

XLM-USD vs. AMZN - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XLM-USD and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLM-USD vs. AMZN - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for XLM-USD and AMZN.


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Drawdown Indicators


XLM-USDAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-94.40%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-21.74%

-49.45%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-30.88%

-43.49%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-56.15%

-27.10%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-56.15%

-40.06%

Current Drawdown

Current decline from peak

-78.80%

-13.25%

-65.55%

Average Drawdown

Average peak-to-trough decline

-72.14%

-28.19%

-43.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

9.21%

+41.27%

Volatility

XLM-USD vs. AMZN - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Amazon.com, Inc (AMZN) at 7.92%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

7.92%

+35.56%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

20.73%

+38.55%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

30.13%

+40.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

35.53%

+39.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

32.48%

+80.31%

Frequently Asked Questions


XLM-USD and AMZN have a correlation of 0.20, 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 AMZN (7.92%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.33), 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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