XLM-USD vs. HBAR-USD
XLM-USD (Stellar) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -6.05%/yr vs -16.49%/yr for HBAR-USD. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. HBAR-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XLM-USD achieves a -1.95% return, which is significantly higher than HBAR-USD's -26.57% return.
XLM-USD
- 1D
- -2.90%
- 1M
- 33.52%
- YTD
- -1.95%
- 6M
- -9.35%
- 1Y
- -19.96%
- 3Y*
- 29.58%
- 5Y*
- -6.05%
- 10Y*
- 59.98%
HBAR-USD
- 1D
- -0.90%
- 1M
- -11.73%
- YTD
- -26.57%
- 6M
- -29.38%
- 1Y
- -48.59%
- 3Y*
- 15.02%
- 5Y*
- -16.49%
- 10Y*
- —
XLM-USD vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XLM-USD Stellar | -1.95% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -23.68% |
HBAR-USD HederaHashgraph | -26.57% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between XLM-USD and HBAR-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.65 |
Over the past year, XLM-USD and HBAR-USD have become more correlated (0.85) than their long-term average of 0.65, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XLM-USD vs. HBAR-USD — Risk / Return Rank
XLM-USD
HBAR-USD
XLM-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and HederaHashgraph (HBAR-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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.93 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.66 | +0.38 |
| Martin ratioReturn relative to average drawdown | -0.39 | -0.92 | +0.52 |
Loading charts...
Drawdowns
XLM-USD vs. HBAR-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for XLM-USD and HBAR-USD.
Loading charts...
Drawdown Indicators
| XLM-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -97.58% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -73.39% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -79.29% | +4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -92.79% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -77.68% | -84.59% | +6.91% |
Average DrawdownAverage peak-to-trough decline | -72.15% | -74.54% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.82% | 47.04% | -6.22% |
Volatility
XLM-USD vs. HBAR-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 45.39% compared to HederaHashgraph (HBAR-USD) at 16.89%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XLM-USD | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 45.39% | 16.89% | +28.50% |
Volatility (6M)Calculated over the trailing 6-month period | 60.60% | 42.26% | +18.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.58% | 64.96% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.40% | 84.98% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.82% | 108.37% | +4.45% |
Frequently Asked Questions
XLM-USD and HBAR-USD have a correlation of 0.85, 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 (45.39%) compared to HBAR-USD (16.89%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs HBAR-USD's -97.58%.
XLM-USD currently has the higher Sharpe Ratio (-0.23 vs -0.63), 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.
Find the right allocation for XLM-USD and HBAR-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer