XLM-USD vs. BNB-USD
XLM-USD (Stellar) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -5.50%/yr vs 12.94%/yr for BNB-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -9.88% return, which is significantly higher than BNB-USD's -34.16% return.
XLM-USD
- 1D
- -2.92%
- 1M
- -3.26%
- 6M
- -17.43%
- YTD
- -9.88%
- 1Y
- -61.58%
- 3Y*
- 10.26%
- 5Y*
- -5.50%
- 10Y*
- 57.08%
BNB-USD
- 1D
- -0.87%
- 1M
- -6.63%
- 6M
- -37.15%
- YTD
- -34.16%
- 1Y
- -17.84%
- 3Y*
- 31.83%
- 5Y*
- 12.94%
- 10Y*
- —
XLM-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and BNB-USD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.59 |
The correlation between XLM-USD and BNB-USD has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
XLM-USD vs. BNB-USD — Risk / Return Rank
XLM-USD
BNB-USD
XLM-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and BNB (BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.99 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.31 | -0.56 |
| Martin ratioReturn relative to average drawdown | -1.17 | -0.46 | -0.71 |
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Drawdowns
XLM-USD vs. BNB-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for XLM-USD and BNB-USD.
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Drawdown Indicators
| XLM-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -79.74% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -58.25% | -12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -58.25% | -16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -69.89% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -79.49% | -56.51% | -22.98% |
Average DrawdownAverage peak-to-trough decline | -72.18% | -38.87% | -33.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.26% | 31.01% | +6.25% |
Volatility
XLM-USD vs. BNB-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 21.90% compared to BNB (BNB-USD) at 8.57%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.90% | 8.57% | +13.33% |
Volatility (6M)Calculated over the trailing 6-month period | 60.57% | 34.71% | +25.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.81% | 44.56% | +24.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 49.24% | +25.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.20% | 79.72% | +32.48% |
Frequently Asked Questions
XLM-USD and BNB-USD have a correlation of 0.66, 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 (21.90%) compared to BNB-USD (8.57%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.33 vs -0.77), 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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