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

Performance

XLM-USD vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Microsoft Corporation (MSFT). 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 higher than MSFT's -18.85% return. Over the past 10 years, XLM-USD has outperformed MSFT with an annualized return of 60.23%, while MSFT has yielded a comparatively lower 24.39% 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%

MSFT

1D
0.10%
1M
-4.36%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. MSFT - 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%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between XLM-USD and MSFT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.11

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

0.17

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

0.13

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

0.10

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Return for Risk

XLM-USD vs. MSFT — 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

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Microsoft Corporation (MSFT). 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-USDMSFTDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.00

0.89

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.53

+0.13

Martin ratioReturn relative to average drawdown

-0.57

-1.08

+0.51

XLM-USD vs. MSFT - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of XLM-USD and MSFT, 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. MSFT - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for XLM-USD and MSFT.


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Drawdown Indicators


XLM-USDMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-69.38%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-33.91%

-37.28%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-33.91%

-40.46%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-37.15%

-46.10%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-37.15%

-59.06%

Current Drawdown

Current decline from peak

-78.80%

-27.46%

-51.34%

Average Drawdown

Average peak-to-trough decline

-72.14%

-21.78%

-50.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

16.48%

+34.00%

Volatility

XLM-USD vs. MSFT - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

10.52%

+32.96%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

22.31%

+36.97%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

25.42%

+45.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

26.66%

+48.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

27.06%

+85.73%

Frequently Asked Questions


XLM-USD and MSFT have a correlation of 0.20, 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 MSFT (10.52%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs MSFT's -69.38%.

XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.70), 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

Find the right allocation for XLM-USD and MSFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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