XLM-USD vs. LINK-USD
XLM-USD (Stellar) and LINK-USD (ChainLink) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -11.64%/yr vs -22.19%/yr for LINK-USD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. LINK-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a 3.24% return, which is significantly higher than LINK-USD's -32.49% 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%
LINK-USD
- 1D
- -1.64%
- 1M
- -12.11%
- YTD
- -32.49%
- 6M
- -43.81%
- 1Y
- -41.77%
- 3Y*
- 8.44%
- 5Y*
- -22.19%
- 10Y*
- —
XLM-USD vs. LINK-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and LINK-USD is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.63 |
Over the past year, XLM-USD and LINK-USD have become more correlated (0.83) than their long-term average of 0.63, meaning their price movements have been converging.
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Return for Risk
XLM-USD vs. LINK-USD — Risk / Return Rank
XLM-USD
LINK-USD
XLM-USD vs. LINK-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and ChainLink (LINK-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 | LINK-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | -0.53 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.14 | -0.42 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.96 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.59 | +0.25 |
Martin ratioReturn relative to average drawdown | -0.49 | -0.89 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLM-USD | LINK-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.53 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | -0.24 | +0.11 |
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 | 0.45 | -0.11 |
Drawdowns
XLM-USD vs. LINK-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than LINK-USD's maximum drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for XLM-USD and LINK-USD.
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Drawdown Indicators
| XLM-USD | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -90.19% | -6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -70.48% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -72.98% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -85.26% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -76.50% | -84.29% | +7.79% |
Average DrawdownAverage peak-to-trough decline | -72.13% | -60.36% | -11.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.44% | 50.46% | -1.02% |
Volatility
XLM-USD vs. LINK-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.26% compared to ChainLink (LINK-USD) at 14.65%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLM-USD | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.26% | 14.65% | +28.61% |
Volatility (6M)Calculated over the trailing 6-month period | 59.38% | 44.37% | +15.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 65.18% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.98% | 75.69% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.83% | 100.88% | +11.95% |
Frequently Asked Questions
XLM-USD and LINK-USD have a correlation of 0.83, 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 (43.26%) compared to LINK-USD (14.65%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs LINK-USD's -90.19%.
XLM-USD currently has the higher Sharpe Ratio (-0.28 vs -0.53), 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.
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