XLM-USD vs. SPTM

In the year-to-date period, XLM-USD achieves a -5.11% return, which is significantly lower than SPTM's 0.25% return. Over the past 10 years, XLM-USD has outperformed SPTM with an annualized return of 61.72%, while SPTM has yielded a comparatively lower 12.36% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current XLM-USD Sharpe Ratio is 1.78, which is higher than the SPTM Sharpe Ratio of 0.66. 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.

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.

Stellar (XLM-USD) has a higher volatility of 18.02% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 6.14%. 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.