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XLM-USD vs. LINK-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XLM-USD and LINK-USD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XLM-USD vs. LINK-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
319.60%
79.80%
XLM-USD
LINK-USD

Key characteristics

Sharpe Ratio

XLM-USD:

3.86

LINK-USD:

1.42

Sortino Ratio

XLM-USD:

4.98

LINK-USD:

2.37

Omega Ratio

XLM-USD:

1.53

LINK-USD:

1.22

Calmar Ratio

XLM-USD:

3.57

LINK-USD:

0.89

Martin Ratio

XLM-USD:

26.24

LINK-USD:

4.55

Ulcer Index

XLM-USD:

17.18%

LINK-USD:

29.59%

Daily Std Dev

XLM-USD:

86.10%

LINK-USD:

75.57%

Max Drawdown

XLM-USD:

-96.27%

LINK-USD:

-90.17%

Current Drawdown

XLM-USD:

-58.22%

LINK-USD:

-53.02%

Returns By Period

In the year-to-date period, XLM-USD achieves a 190.35% return, which is significantly higher than LINK-USD's 63.78% return.


XLM-USD

YTD

190.35%

1M

42.23%

6M

312.19%

1Y

195.66%

5Y*

52.91%

10Y*

N/A

LINK-USD

YTD

63.78%

1M

40.80%

6M

79.80%

1Y

59.89%

5Y*

68.59%

10Y*

N/A

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Risk-Adjusted Performance

XLM-USD vs. LINK-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 4.38, compared to the broader market0.002.004.006.004.381.42
The chart of Sortino ratio for XLM-USD, currently valued at 5.32, compared to the broader market-1.000.001.002.003.004.005.005.322.37
The chart of Omega ratio for XLM-USD, currently valued at 1.58, compared to the broader market1.001.201.401.581.22
The chart of Calmar ratio for XLM-USD, currently valued at 4.11, compared to the broader market1.002.003.004.005.006.004.110.89
The chart of Martin ratio for XLM-USD, currently valued at 28.93, compared to the broader market0.0010.0020.0030.0040.0050.0060.0028.934.55
XLM-USD
LINK-USD

The current XLM-USD Sharpe Ratio is 3.86, which is higher than the LINK-USD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of XLM-USD and LINK-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
4.38
1.42
XLM-USD
LINK-USD

Drawdowns

XLM-USD vs. LINK-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, which is greater than LINK-USD's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for XLM-USD and LINK-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-58.22%
-53.02%
XLM-USD
LINK-USD

Volatility

XLM-USD vs. LINK-USD - Volatility Comparison

The current volatility for Stellar (XLM-USD) is 33.52%, while ChainLink (LINK-USD) has a volatility of 46.46%. This indicates that XLM-USD experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
33.52%
46.46%
XLM-USD
LINK-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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