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

Performance

XLM-USD vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Realty Income Corporation (O). 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 O's 13.70% return. Over the past 10 years, XLM-USD has outperformed O with an annualized return of 60.23%, while O has yielded a comparatively lower 4.89% 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%

O

1D
1.31%
1M
1.67%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. O - 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%
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between XLM-USD and O is -0.03, 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

-0.03

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

0.02

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

0.07

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

0.05

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

0.04

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Return for Risk

XLM-USD vs. O — 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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Realty Income Corporation (O). 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-USDODifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.40

1.29

-1.69

Martin ratioReturn relative to average drawdown

-0.57

3.12

-3.69

XLM-USD vs. O - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XLM-USD and O, 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. O - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for XLM-USD and O.


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Drawdown Indicators


XLM-USDODifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-48.45%

-47.76%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-11.10%

-60.09%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-26.49%

-47.88%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-34.48%

-48.77%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-48.28%

-47.93%

Current Drawdown

Current decline from peak

-78.80%

-5.94%

-72.86%

Average Drawdown

Average peak-to-trough decline

-72.14%

-9.20%

-62.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

4.58%

+45.90%

Volatility

XLM-USD vs. O - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Realty Income Corporation (O) at 5.29%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDODifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

5.29%

+38.19%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

11.98%

+47.30%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

16.21%

+54.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

18.92%

+55.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

25.64%

+87.15%

Frequently Asked Questions


XLM-USD and O have a correlation of -0.03, 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 O (5.29%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.88 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

Find the right allocation for XLM-USD and O

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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