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

Performance

XLM-USD vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and The Procter & Gamble Company (PG). 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 PG's 5.93% return. Over the past 10 years, XLM-USD has outperformed PG with an annualized return of 60.23%, while PG has yielded a comparatively lower 8.96% 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%

PG

1D
0.86%
1M
4.83%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. PG - 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%
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between XLM-USD and PG 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

0.04

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

0.03

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

0.03

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Return for Risk

XLM-USD vs. PG — 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

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and The Procter & Gamble Company (PG). 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-USDPGDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.37

-0.03

Martin ratioReturn relative to average drawdown

-0.57

-0.68

+0.11

XLM-USD vs. PG - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is comparable to the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of XLM-USD and PG, 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. PG - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for XLM-USD and PG.


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Drawdown Indicators


XLM-USDPGDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-54.25%

-41.96%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-15.52%

-55.67%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-21.15%

-53.22%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-23.77%

-59.48%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-23.77%

-72.44%

Current Drawdown

Current decline from peak

-78.80%

-13.29%

-65.51%

Average Drawdown

Average peak-to-trough decline

-72.14%

-12.16%

-59.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

8.80%

+41.68%

Volatility

XLM-USD vs. PG - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

6.99%

+36.49%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

15.01%

+44.27%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

18.78%

+51.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

17.82%

+56.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

19.05%

+93.74%

Frequently Asked Questions


XLM-USD and PG 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 PG (6.99%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs PG's -54.25%.

PG currently has the higher Sharpe Ratio (-0.30 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 PG

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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