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

Performance

XLM-USD vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Invesco QQQ ETF (QQQ). 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 QQQ's 17.57% return. Over the past 10 years, XLM-USD has outperformed QQQ with an annualized return of 60.23%, while QQQ has yielded a comparatively lower 21.79% 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%

QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. QQQ - 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%
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between XLM-USD and QQQ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.22

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

0.25

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

0.16

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

0.13

Over the past year, XLM-USD and QQQ have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

XLM-USD vs. QQQ — 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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Invesco QQQ ETF (QQQ). 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-USDQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

1.00

1.37

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.40

3.01

-3.41

Martin ratioReturn relative to average drawdown

-0.57

11.22

-11.79

XLM-USD vs. QQQ - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of XLM-USD and QQQ, 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. QQQ - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for XLM-USD and QQQ.


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Drawdown Indicators


XLM-USDQQQDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-82.97%

-13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-11.96%

-59.23%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-22.77%

-51.60%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-35.12%

-48.13%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-35.12%

-61.09%

Current Drawdown

Current decline from peak

-78.80%

-3.33%

-75.47%

Average Drawdown

Average peak-to-trough decline

-72.14%

-32.75%

-39.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

3.20%

+47.28%

Volatility

XLM-USD vs. QQQ - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

7.56%

+35.92%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

13.81%

+45.47%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

17.19%

+53.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

22.55%

+52.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

22.38%

+90.41%

Frequently Asked Questions


XLM-USD and QQQ have a correlation of 0.35, 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 QQQ (7.56%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.09 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

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