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XLM-USD vs. SPTM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XLM-USD and SPTM is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

XLM-USD vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
314.55%
9.85%
XLM-USD
SPTM

Key characteristics

Sharpe Ratio

XLM-USD:

4.28

SPTM:

2.08

Sortino Ratio

XLM-USD:

5.24

SPTM:

2.78

Omega Ratio

XLM-USD:

1.56

SPTM:

1.39

Calmar Ratio

XLM-USD:

4.01

SPTM:

3.10

Martin Ratio

XLM-USD:

28.23

SPTM:

13.34

Ulcer Index

XLM-USD:

17.64%

SPTM:

1.94%

Daily Std Dev

XLM-USD:

86.24%

SPTM:

12.48%

Max Drawdown

XLM-USD:

-96.27%

SPTM:

-54.80%

Current Drawdown

XLM-USD:

-58.72%

SPTM:

-2.49%

Returns By Period

In the year-to-date period, XLM-USD achieves a 186.85% return, which is significantly higher than SPTM's 25.21% return.


XLM-USD

YTD

186.85%

1M

-28.22%

6M

314.55%

1Y

193.29%

5Y*

53.48%

10Y*

N/A

SPTM

YTD

25.21%

1M

-0.62%

6M

9.85%

1Y

25.59%

5Y*

14.47%

10Y*

12.74%

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Risk-Adjusted Performance

XLM-USD vs. SPTM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 4.28, compared to the broader market0.002.004.006.008.004.282.09
The chart of Sortino ratio for XLM-USD, currently valued at 5.24, compared to the broader market-1.000.001.002.003.004.005.005.242.74
The chart of Omega ratio for XLM-USD, currently valued at 1.56, compared to the broader market1.001.201.401.601.561.40
The chart of Calmar ratio for XLM-USD, currently valued at 4.01, compared to the broader market2.004.006.004.011.01
The chart of Martin ratio for XLM-USD, currently valued at 28.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0028.2314.11
XLM-USD
SPTM

The current XLM-USD Sharpe Ratio is 4.28, which is higher than the SPTM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of XLM-USD and SPTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
4.28
2.09
XLM-USD
SPTM

Drawdowns

XLM-USD vs. SPTM - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, which is greater than SPTM's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for XLM-USD and SPTM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.72%
-2.49%
XLM-USD
SPTM

Volatility

XLM-USD vs. SPTM - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 34.09% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 3.76%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
34.09%
3.76%
XLM-USD
SPTM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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