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XLM-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XLM-USD and BTC-USD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

XLM-USD vs. BTC-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XLM-USD:

1.52

BTC-USD:

1.24

Sortino Ratio

XLM-USD:

4.03

BTC-USD:

2.99

Omega Ratio

XLM-USD:

1.42

BTC-USD:

1.31

Calmar Ratio

XLM-USD:

3.40

BTC-USD:

2.31

Martin Ratio

XLM-USD:

12.60

BTC-USD:

10.99

Ulcer Index

XLM-USD:

34.23%

BTC-USD:

11.22%

Daily Std Dev

XLM-USD:

94.37%

BTC-USD:

42.39%

Max Drawdown

XLM-USD:

-96.27%

BTC-USD:

-93.07%

Current Drawdown

XLM-USD:

-67.04%

BTC-USD:

-2.99%

Returns By Period

In the year-to-date period, XLM-USD achieves a -10.93% return, which is significantly lower than BTC-USD's 10.21% return.


XLM-USD

YTD

-10.93%

1M

28.31%

6M

189.08%

1Y

177.77%

5Y*

36.32%

10Y*

N/A

BTC-USD

YTD

10.21%

1M

29.32%

6M

34.11%

1Y

69.38%

5Y*

64.34%

10Y*

83.65%

*Annualized

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Risk-Adjusted Performance

XLM-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9292
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLM-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Bitcoin (BTC-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.


The current XLM-USD Sharpe Ratio is 1.52, which is comparable to the BTC-USD Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XLM-USD and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

XLM-USD vs. BTC-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XLM-USD and BTC-USD. For additional features, visit the drawdowns tool.


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Volatility

XLM-USD vs. BTC-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 17.55% compared to Bitcoin (BTC-USD) at 11.97%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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