XLM-USD vs. QQQ
XLM-USD (Stellar) is a cryptocurrency, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, XLM-USD returned 60.23%/yr vs 21.79%/yr for QQQ. At a 0.13 correlation, their price movements are largely independent.
Performance
XLM-USD vs. QQQ - 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 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%
XLM-USD vs. QQQ - 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% |
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
XLM-USD
QQQ
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-USD | QQQ | Difference | |
|---|---|---|---|
| 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 |
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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-USD | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -78.80% | -3.33% | -75.47% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -32.75% | -39.39% |
Ulcer IndexDepth 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-USD | QQQ | Difference | |
|---|---|---|---|
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.
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