XLM-USD vs. TRX-USD
XLM-USD (Stellar) and TRX-USD (Tronix) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -6.05%/yr vs 37.84%/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 -1.95% return, which is significantly lower than TRX-USD's 15.74% return.
XLM-USD
- 1D
- -2.90%
- 1M
- 33.52%
- YTD
- -1.95%
- 6M
- -9.35%
- 1Y
- -19.96%
- 3Y*
- 29.58%
- 5Y*
- -6.05%
- 10Y*
- 59.98%
TRX-USD
- 1D
- -1.47%
- 1M
- -9.96%
- YTD
- 15.74%
- 6M
- 16.06%
- 1Y
- 20.52%
- 3Y*
- 65.77%
- 5Y*
- 37.84%
- 10Y*
- —
XLM-USD vs. TRX-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and TRX-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.59 |
Over the past year, the correlation between XLM-USD and TRX-USD has dropped to 0.37 - well below their long-term average of 0.59, 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 | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.77 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.39 | 1.35 | -1.74 |
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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 | -77.68% | -24.04% | -53.64% |
Average DrawdownAverage peak-to-trough decline | -72.15% | -62.35% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.82% | 9.47% | +31.35% |
Volatility
XLM-USD vs. TRX-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 45.39% compared to Tronix (TRX-USD) at 9.06%. 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 | 45.39% | 9.06% | +36.33% |
Volatility (6M)Calculated over the trailing 6-month period | 60.60% | 17.92% | +42.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.58% | 23.83% | +47.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.40% | 57.51% | +16.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.82% | 110.03% | +2.79% |
Frequently Asked Questions
XLM-USD and TRX-USD have a correlation of 0.37, 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 (45.39%) compared to TRX-USD (9.06%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.72 vs -0.23), 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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