XLM-USD vs. ETH-USD
XLM-USD (Stellar) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 10 years, XLM-USD returned 56.71%/yr vs 66.67%/yr for ETH-USD. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
XLM-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -15.10% return, which is significantly higher than ETH-USD's -37.66% return. Over the past 10 years, XLM-USD has underperformed ETH-USD with an annualized return of 56.71%, while ETH-USD has yielded a comparatively higher 66.67% annualized return.
XLM-USD
- 1D
- -2.09%
- 1M
- -17.48%
- 6M
- -4.53%
- YTD
- -15.10%
- 1Y
- -57.33%
- 3Y*
- 7.76%
- 5Y*
- -9.49%
- 10Y*
- 56.71%
- ALL TIME*
- 40.13%
ETH-USD
- 1D
- -1.80%
- 1M
- 3.94%
- 6M
- -21.14%
- YTD
- -37.66%
- 1Y
- -47.12%
- 3Y*
- 0.40%
- 5Y*
- -7.46%
- 10Y*
- 66.67%
- ALL TIME*
- 79.42%
Liquidity Comparison
XLM-USD vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and ETH-USD is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.57 |
The correlation between XLM-USD and ETH-USD shifts across timeframes, from 0.57 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XLM-USD vs. ETH-USD — Risk / Return Rank
XLM-USD
ETH-USD
XLM-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.91 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.70 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.13 | -1.03 | -0.10 |
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Drawdowns
XLM-USD vs. ETH-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ETH-USD.
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Drawdown Indicators
| XLM-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -94.01% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -68.28% | -67.60% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -67.60% | -6.77% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -79.35% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -94.01% | -2.20% |
Current DrawdownCurrent decline from peak | -80.67% | -61.72% | -18.95% |
Average DrawdownAverage peak-to-trough decline | -72.21% | -51.05% | -21.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.87% | 35.03% | -5.16% |
Volatility
XLM-USD vs. ETH-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 12.92% compared to Ethereum (ETH-USD) at 11.81%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.92% | 11.81% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 59.14% | 43.61% | +15.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.47% | 54.70% | +10.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.98% | 58.50% | +15.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.04% | 76.00% | +36.04% |
Frequently Asked Questions
XLM-USD and ETH-USD have a correlation of 0.74, 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 (12.92%) compared to ETH-USD (11.81%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.72 vs -0.73), 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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