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

Performance

XLM-USD vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Johnson & Johnson (JNJ). 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 JNJ's 17.68% return. Over the past 10 years, XLM-USD has outperformed JNJ with an annualized return of 60.23%, while JNJ has yielded a comparatively lower 10.46% 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%

JNJ

1D
1.07%
1M
4.96%
YTD
17.68%
6M
15.11%
1Y
57.15%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. JNJ - 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%
JNJ
Johnson & Johnson
17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Correlation

The correlation between XLM-USD and JNJ is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.02

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

0.02

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

0.02

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

0.02

The correlation between XLM-USD and JNJ shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XLM-USD vs. JNJ — 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

JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
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. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Johnson & Johnson (JNJ). 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-USDJNJDifference
Sharpe ratioReturn per unit of total volatility

-3.75

Sortino ratioReturn per unit of downside risk

-4.91

Omega ratioGain probability vs. loss probability

1.00

1.61

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.40

5.28

-5.68

Martin ratioReturn relative to average drawdown

-0.57

15.52

-16.09

XLM-USD vs. JNJ - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the JNJ Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of XLM-USD and JNJ, 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. JNJ - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for XLM-USD and JNJ.


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Drawdown Indicators


XLM-USDJNJDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-50.67%

-45.54%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-10.96%

-60.23%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-15.95%

-58.42%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-18.41%

-64.84%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-27.37%

-68.84%

Current Drawdown

Current decline from peak

-78.80%

-2.54%

-76.26%

Average Drawdown

Average peak-to-trough decline

-72.14%

-11.90%

-60.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

3.72%

+46.76%

Volatility

XLM-USD vs. JNJ - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

5.47%

+38.01%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

12.16%

+47.12%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

16.94%

+53.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

16.87%

+57.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

18.48%

+94.31%

Frequently Asked Questions


XLM-USD and JNJ have a correlation of -0.09, 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 JNJ (5.47%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs JNJ's -50.67%.

JNJ currently has the higher Sharpe Ratio (3.42 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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