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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 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

XLM-USD:

1.78

LINK-USD:

0.31

Sortino Ratio

XLM-USD:

4.23

LINK-USD:

2.02

Omega Ratio

XLM-USD:

1.44

LINK-USD:

1.20

Calmar Ratio

XLM-USD:

4.04

LINK-USD:

0.72

Martin Ratio

XLM-USD:

14.38

LINK-USD:

3.46

Ulcer Index

XLM-USD:

34.69%

LINK-USD:

32.88%

Daily Std Dev

XLM-USD:

94.68%

LINK-USD:

82.13%

Max Drawdown

XLM-USD:

-96.27%

LINK-USD:

-90.19%

Current Drawdown

XLM-USD:

-64.88%

LINK-USD:

-66.60%

Returns By Period

In the year-to-date period, XLM-USD achieves a -5.11% return, which is significantly higher than LINK-USD's -12.84% return.


XLM-USD

YTD

-5.11%

1M

31.20%

6M

153.15%

1Y

209.01%

5Y*

36.12%

10Y*

61.72%

LINK-USD

YTD

-12.84%

1M

38.11%

6M

29.36%

1Y

34.35%

5Y*

36.55%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9292
Martin Ratio Rank

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7676
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7575
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current XLM-USD Sharpe Ratio is 1.78, which is higher than the LINK-USD Sharpe Ratio of 0.31. 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.


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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 -90.19%. 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.


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Volatility

XLM-USD vs. LINK-USD - Volatility Comparison

The current volatility for Stellar (XLM-USD) is 18.02%, while ChainLink (LINK-USD) has a volatility of 20.82%. 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.


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