XLM-USD vs. BTC-USD
XLM-USD (Stellar) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, XLM-USD returned 57.36%/yr vs 59.66%/yr for BTC-USD. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
XLM-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -13.58% return, which is significantly higher than BTC-USD's -27.75% return. Both investments have delivered pretty close results over the past 10 years, with XLM-USD having a 57.36% annualized return and BTC-USD not far ahead at 59.66%.
XLM-USD
- 1D
- 1.60%
- 1M
- -14.93%
- 6M
- -0.79%
- YTD
- -13.58%
- 1Y
- -52.73%
- 3Y*
- 7.67%
- 5Y*
- -8.75%
- 10Y*
- 57.36%
- ALL TIME*
- 40.35%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
XLM-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and BTC-USD is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.54 |
The correlation between XLM-USD and BTC-USD shifts across timeframes, from 0.54 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XLM-USD vs. BTC-USD — Risk / Return Rank
XLM-USD
BTC-USD
XLM-USD vs. BTC-USD - Risk-Adjusted Trends 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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.85 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.83 | +0.05 |
| Martin ratioReturn relative to average drawdown | -1.04 | -1.27 | +0.23 |
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Drawdowns
XLM-USD vs. BTC-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XLM-USD and BTC-USD.
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Drawdown Indicators
| XLM-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -85.30% | -10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -68.28% | -53.08% | -15.20% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -53.08% | -21.29% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -76.67% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -83.80% | -12.41% |
Current DrawdownCurrent decline from peak | -80.33% | -49.31% | -31.02% |
Average DrawdownAverage peak-to-trough decline | -72.21% | -42.73% | -29.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.79% | 24.94% | +4.85% |
Volatility
XLM-USD vs. BTC-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 12.90% compared to Bitcoin (BTC-USD) at 8.45%. 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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Volatility by Period
| XLM-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 8.45% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 59.13% | 33.72% | +25.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.52% | 35.86% | +29.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.97% | 43.65% | +30.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.04% | 56.22% | +55.82% |
Frequently Asked Questions
XLM-USD and BTC-USD have a correlation of 0.73, 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 (12.90%) compared to BTC-USD (8.45%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs BTC-USD's -85.30%.
XLM-USD currently has the higher Sharpe Ratio (-0.67 vs -1.02), 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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