XLM-USD vs. HBAR-USD

Last updated Jun 4, 2026

XLM-USD (Stellar) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -11.64%/yr vs -18.24%/yr for HBAR-USD. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

XLM-USD vs. HBAR-USD - Performance Comparison

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

Returns By Period

In the year-to-date period, XLM-USD achieves a 3.24% return, which is significantly higher than HBAR-USD's -19.88% 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%

HBAR-USD

• 1D: -2.08%
• 1M: -3.05%
• YTD: -19.88%
• 6M: -41.77%
• 1Y: -50.54%
• 3Y*: 19.26%
• 5Y*: -18.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. HBAR-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XLM-USD Stellar	3.24%	-39.55%	157.40%	81.66%	-73.35%	108.68%	184.76%	-29.28%
HBAR-USD HederaHashgraph	-19.88%	-60.44%	212.23%	135.51%	-87.44%	812.76%	211.49%	-88.67%

Correlation

The correlation between XLM-USD and HBAR-USD is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019	0.65

Over the past year, XLM-USD and HBAR-USD have become more correlated (0.88) than their long-term average of 0.65, meaning their price movements have been converging.

Return for Risk

XLM-USD vs. HBAR-USD — 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: 78
XLM-USD Sharpe Ratio Rank: 74
XLM-USD Sortino Ratio Rank: 77
XLM-USD Omega Ratio Rank: 76
XLM-USD Calmar Ratio Rank: 81
XLM-USD Martin Ratio Rank: 82

HBAR-USD

HBAR-USD Risk / Return Rank: 59
HBAR-USD Sharpe Ratio Rank: 52
HBAR-USD Sortino Ratio Rank: 53
HBAR-USD Omega Ratio Rank: 54
HBAR-USD Calmar Ratio Rank: 66
HBAR-USD Martin Ratio Rank: 68

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. 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.

	XLM-USD	HBAR-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.28	-0.64	+0.36
Sortino ratio Return per unit of downside risk	0.14	-0.78	+0.92
Omega ratio Gain probability vs. loss probability	1.01	0.93	+0.08
Calmar ratio Return relative to maximum drawdown	-0.34	-0.69	+0.35
Martin ratio Return relative to average drawdown	-0.49	-1.00	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLM-USD vs. HBAR-USD - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.28, which is higher than the HBAR-USD Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of XLM-USD and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XLM-USD	HBAR-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	-0.64	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	-0.18	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	-0.01	+0.34

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 -92.79%. Use the drawdown chart below to compare losses from any high point for XLM-USD and HBAR-USD.

Drawdown Indicators

	XLM-USD	HBAR-USD	Difference
Max Drawdown Largest peak-to-trough decline	-96.21%	-92.79%	-3.42%
Max Drawdown (1Y) Largest decline over 1 year	-71.19%	-73.25%	+2.06%
Max Drawdown (3Y) Largest decline over 3 years	-74.37%	-79.18%	+4.81%
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 Drawdown Current decline from peak	-76.50%	-83.19%	+6.69%
Average Drawdown Average peak-to-trough decline	-72.13%	-67.01%	-5.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.44%	50.14%	-0.70%

Volatility

XLM-USD vs. HBAR-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.26% compared to HederaHashgraph (HBAR-USD) at 17.30%. 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.

Volatility by Period

	XLM-USD	HBAR-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.26%	17.30%	+25.96%
Volatility (6M) Calculated over the trailing 6-month period	59.38%	44.03%	+15.35%
Volatility (1Y) Calculated over the trailing 1-year period	70.60%	65.51%	+5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.98%	85.38%	-10.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	112.83%	105.84%	+6.99%

Frequently Asked Questions

Can I hold both XLM-USD and HBAR-USD in my portfolio?

XLM-USD and HBAR-USD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XLM-USD or HBAR-USD?

XLM-USD has higher volatility (43.26%) compared to HBAR-USD (17.30%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs HBAR-USD's -92.79%.

Which has better risk-adjusted returns?

XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.64), 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.