XLM-USD vs. TRX-USD
XLM-USD (Stellar) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -11.64%/yr vs 33.89%/yr for TRX-USD. A 0.59 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 3.24% return, which is significantly lower than TRX-USD's 16.91% return.
XLM-USD
- 1D
- -6.81%
- 1M
- 31.58%
- YTD
- 3.24%
- 6M
- -19.68%
- 1Y
- -24.06%
- 3Y*
- 31.33%
- 5Y*
- -11.64%
- 10Y*
- 63.68%
TRX-USD
- 1D
- -0.05%
- 1M
- -2.61%
- YTD
- 16.91%
- 6M
- 18.41%
- 1Y
- 22.83%
- 3Y*
- 59.83%
- 5Y*
- 33.89%
- 10Y*
- —
XLM-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and TRX-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2017 | 0.59 |
The correlation between XLM-USD and TRX-USD shifts across timeframes, from 0.40 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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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.
| XLM-USD | TRX-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 0.78 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.14 | 1.19 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.86 | -1.20 |
Martin ratioReturn relative to average drawdown | -0.49 | 1.53 | -2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLM-USD | TRX-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.78 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.48 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.26 |
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 | -76.50% | -23.28% | -53.22% |
Average DrawdownAverage peak-to-trough decline | -72.13% | -62.60% | -9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.44% | 13.53% | +35.91% |
Volatility
XLM-USD vs. TRX-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 43.26% compared to Tronix (TRX-USD) at 7.79%. 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 | 43.26% | 7.79% | +35.47% |
Volatility (6M)Calculated over the trailing 6-month period | 59.38% | 17.78% | +41.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.60% | 24.38% | +46.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.98% | 58.62% | +16.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.83% | 110.38% | +2.45% |
Frequently Asked Questions
XLM-USD and TRX-USD have a correlation of 0.40, 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 (43.26%) compared to TRX-USD (7.79%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.78 vs -0.28), 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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