XLM-USD vs. USDT-USD
Compare and contrast key facts about Stellar (XLM-USD) and Tether (USDT-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLM-USD or USDT-USD.
Key characteristics
| XLM-USD | USDT-USD | |
|---|---|---|
| YTD Return | -25.05% | 0.02% |
| 1Y Return | -9.98% | -0.06% |
| 3Y Return (Ann) | -36.30% | -0.01% |
| 5Y Return (Ann) | 8.85% | -0.06% |
| Sharpe Ratio | -0.33 | -0.12 |
| Sortino Ratio | -0.12 | -0.17 |
| Omega Ratio | 0.99 | 0.98 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -0.59 | -0.39 |
| Ulcer Index | 32.49% | 0.22% |
| Daily Std Dev | 44.82% | 0.58% |
| Max Drawdown | -96.27% | -10.32% |
| Current Drawdown | -89.22% | -7.23% |
Correlation
The correlation between XLM-USD and USDT-USD is 0.06, 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.
Performance
XLM-USD vs. USDT-USD - Performance Comparison
In the year-to-date period, XLM-USD achieves a -25.05% return, which is significantly lower than USDT-USD's 0.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XLM-USD vs. USDT-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Tether (USDT-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.
Drawdowns
XLM-USD vs. USDT-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.27%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for XLM-USD and USDT-USD. For additional features, visit the drawdowns tool.
Volatility
XLM-USD vs. USDT-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 10.18% compared to Tether (USDT-USD) at 0.13%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.