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XLM-USD vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. GOOGL - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly lower than GOOGL's 15.06% return. Over the past 10 years, XLM-USD has outperformed GOOGL with an annualized return of 60.23%, while GOOGL has yielded a comparatively lower 25.76% annualized return.


XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%

GOOGL

1D
0.53%
1M
-10.27%
YTD
15.06%
6M
16.44%
1Y
106.51%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between XLM-USD and GOOGL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.10

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Return for Risk

XLM-USD vs. GOOGL — Risk / Return Rank

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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLM-USD vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Alphabet Inc. Class A (GOOGL). 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-USDGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-3.95

Sortino ratioReturn per unit of downside risk

-4.89

Omega ratioGain probability vs. loss probability

1.00

1.59

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.40

5.20

-5.60

Martin ratioReturn relative to average drawdown

-0.57

18.48

-19.05

XLM-USD vs. GOOGL - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of XLM-USD and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLM-USD vs. GOOGL - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for XLM-USD and GOOGL.


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Drawdown Indicators


XLM-USDGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-65.29%

-30.92%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-20.37%

-50.82%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-29.81%

-44.56%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-44.32%

-38.93%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-44.32%

-51.89%

Current Drawdown

Current decline from peak

-78.80%

-10.61%

-68.19%

Average Drawdown

Average peak-to-trough decline

-72.14%

-13.01%

-59.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

5.72%

+44.76%

Volatility

XLM-USD vs. GOOGL - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Alphabet Inc. Class A (GOOGL) at 7.24%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

7.24%

+36.24%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

20.82%

+38.46%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

29.31%

+41.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

31.33%

+43.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

29.13%

+83.66%

Frequently Asked Questions


XLM-USD and GOOGL have a correlation of 0.17, 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 (43.48%) compared to GOOGL (7.24%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs -0.33), 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.

Portfolio Optimizer

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