XLM-USD vs. TRX-USD
XLM-USD (Stellar) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -5.50%/yr vs 40.18%/yr for TRX-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. TRX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -9.88% return, which is significantly lower than TRX-USD's 13.96% return.
XLM-USD
- 1D
- -2.92%
- 1M
- -3.26%
- 6M
- -17.43%
- YTD
- -9.88%
- 1Y
- -61.58%
- 3Y*
- 10.26%
- 5Y*
- -5.50%
- 10Y*
- 57.08%
TRX-USD
- 1D
- -2.26%
- 1M
- 2.08%
- 6M
- 8.11%
- YTD
- 13.96%
- 1Y
- 6.87%
- 3Y*
- 59.43%
- 5Y*
- 40.18%
- 10Y*
- —
XLM-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and TRX-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.58 |
Over the past year, the correlation between XLM-USD and TRX-USD has dropped to 0.34 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
XLM-USD vs. TRX-USD — Risk / Return Rank
XLM-USD
TRX-USD
XLM-USD vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Tronix (TRX-USD). 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 | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.06 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.26 | -1.12 |
| Martin ratioReturn relative to average drawdown | -1.17 | 0.44 | -1.61 |
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Drawdowns
XLM-USD vs. TRX-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, roughly equal to the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for XLM-USD and TRX-USD.
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Drawdown Indicators
| XLM-USD | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -95.89% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -26.58% | -44.61% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -50.98% | -23.39% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -59.60% | -23.65% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -79.49% | -25.21% | -54.28% |
Average DrawdownAverage peak-to-trough decline | -72.18% | -62.12% | -10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.26% | 7.85% | +29.41% |
Volatility
XLM-USD vs. TRX-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 21.90% compared to Tronix (TRX-USD) at 5.89%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than TRX-USD 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 | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.90% | 5.89% | +16.01% |
Volatility (6M)Calculated over the trailing 6-month period | 60.57% | 17.94% | +42.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.81% | 23.65% | +45.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 57.10% | +17.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.20% | 109.70% | +2.50% |
Frequently Asked Questions
XLM-USD and TRX-USD have a correlation of 0.34, 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 (21.90%) compared to TRX-USD (5.89%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.24 vs -0.77), 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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