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

Correlation

The correlation between XLM-USD and ETH-USD is 0.18, 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. ETH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XLM-USD:

1.66

ETH-USD:

-0.18

Sortino Ratio

XLM-USD:

4.20

ETH-USD:

0.67

Omega Ratio

XLM-USD:

1.44

ETH-USD:

1.07

Calmar Ratio

XLM-USD:

3.94

ETH-USD:

0.01

Martin Ratio

XLM-USD:

14.17

ETH-USD:

0.16

Ulcer Index

XLM-USD:

34.46%

ETH-USD:

31.72%

Daily Std Dev

XLM-USD:

94.68%

ETH-USD:

62.32%

Max Drawdown

XLM-USD:

-96.27%

ETH-USD:

-93.96%

Current Drawdown

XLM-USD:

-65.85%

ETH-USD:

-47.83%

Returns By Period

In the year-to-date period, XLM-USD achieves a -7.71% return, which is significantly higher than ETH-USD's -24.67% return.


XLM-USD

YTD

-7.71%

1M

24.31%

6M

167.43%

1Y

192.47%

5Y*

34.42%

10Y*

59.49%

ETH-USD

YTD

-24.67%

1M

52.73%

6M

-25.62%

1Y

-14.29%

5Y*

66.04%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XLM-USD vs. ETH-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 9393
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 3333
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 3232
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. ETH-USD - Risk-Adjusted Performance 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.


The current XLM-USD Sharpe Ratio is 1.66, which is higher than the ETH-USD Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of XLM-USD and ETH-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. ETH-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ETH-USD. For additional features, visit the drawdowns tool.


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Volatility

XLM-USD vs. ETH-USD - Volatility Comparison

The current volatility for Stellar (XLM-USD) is 18.96%, while Ethereum (ETH-USD) has a volatility of 25.60%. This indicates that XLM-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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