XLM-USD vs. BTC-USD
XLM-USD (Stellar) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, XLM-USD returned 63.68%/yr vs 60.00%/yr for BTC-USD. A 0.54 correlation means they provide meaningful diversification when combined.
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 3.24% return, which is significantly higher than BTC-USD's -27.71% return. Over the past 10 years, XLM-USD has outperformed BTC-USD with an annualized return of 63.68%, while BTC-USD has yielded a comparatively lower 60.00% annualized return.
XLM-USD
- 1D
- -6.81%
- 1M
- 31.58%
- YTD
- 3.24%
- 6M
- -19.68%
- 1Y
- -24.06%
- 3Y*
- 31.33%
- 5Y*
- -11.64%
- 10Y*
- 63.68%
BTC-USD
- 1D
- -5.18%
- 1M
- -20.79%
- YTD
- -27.71%
- 6M
- -32.32%
- 1Y
- -40.02%
- 3Y*
- 32.61%
- 5Y*
- 11.41%
- 10Y*
- 60.00%
XLM-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and BTC-USD is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2014 | 0.54 |
Over the past year, XLM-USD and BTC-USD have become more correlated (0.79) than their long-term average of 0.54, meaning their price movements have been converging.
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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.
| XLM-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | -0.93 | +0.65 |
Sortino ratioReturn per unit of downside risk | 0.14 | -1.31 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.87 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.81 | +0.47 |
Martin ratioReturn relative to average drawdown | -0.49 | -1.42 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLM-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.93 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.21 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.88 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.13 | -0.79 |
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 | -71.19% | -49.65% | -21.54% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -49.65% | -24.72% |
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 | -76.50% | -49.29% | -27.21% |
Average DrawdownAverage peak-to-trough decline | -72.13% | -42.27% | -29.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.44% | 33.73% | +15.71% |
Volatility
XLM-USD vs. BTC-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.26% compared to Bitcoin (BTC-USD) at 10.81%. 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 | 43.26% | 10.81% | +32.45% |
Volatility (6M)Calculated over the trailing 6-month period | 59.38% | 34.33% | +25.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 35.60% | +35.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.98% | 45.05% | +29.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.83% | 56.69% | +56.14% |
Frequently Asked Questions
XLM-USD and BTC-USD have a correlation of 0.79, 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 (43.26%) compared to BTC-USD (10.81%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs BTC-USD's -85.30%.
XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.93), 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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