XLM-USD vs. PEP
XLM-USD (Stellar) is a cryptocurrency, while PEP (PepsiCo, Inc.) is a stock. Over the past 10 years, XLM-USD returned 60.23%/yr vs 6.62%/yr for PEP. At a 0.05 correlation, their price movements are largely independent.
Performance
XLM-USD vs. PEP - Performance Comparison
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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 PEP's 2.49% return. Over the past 10 years, XLM-USD has outperformed PEP with an annualized return of 60.23%, while PEP has yielded a comparatively lower 6.62% 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%
PEP
- 1D
- 0.38%
- 1M
- -1.94%
- YTD
- 2.49%
- 6M
- -2.36%
- 1Y
- 14.62%
- 3Y*
- -4.09%
- 5Y*
- 2.73%
- 10Y*
- 6.62%
XLM-USD vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between XLM-USD and PEP is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.05 |
The correlation between XLM-USD and PEP shifts across timeframes, from -0.05 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XLM-USD vs. PEP — Risk / Return Rank
XLM-USD
PEP
XLM-USD vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and PepsiCo, Inc. (PEP). 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-USD | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.83 | -1.22 |
| Martin ratioReturn relative to average drawdown | -0.57 | 2.11 | -2.68 |
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Drawdowns
XLM-USD vs. PEP - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than PEP's maximum drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for XLM-USD and PEP.
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Drawdown Indicators
| XLM-USD | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -73.92% | -22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -16.25% | -54.94% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -29.17% | -45.20% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -30.32% | -52.93% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | -30.32% | -65.89% |
Current DrawdownCurrent decline from peak | -78.80% | -17.75% | -61.05% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -13.65% | -58.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.48% | 6.37% | +44.11% |
Volatility
XLM-USD vs. PEP - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.48% compared to PepsiCo, Inc. (PEP) at 5.39%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than PEP 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 | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.48% | 5.39% | +38.09% |
Volatility (6M)Calculated over the trailing 6-month period | 59.28% | 14.62% | +44.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 21.71% | +48.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.72% | 18.39% | +56.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.79% | 19.67% | +93.12% |
Frequently Asked Questions
XLM-USD and PEP have a correlation of -0.05, 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 PEP (5.39%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs PEP's -73.92%.
PEP currently has the higher Sharpe Ratio (0.62 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.
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