XLM-USD vs. USDT-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Stellar (XLM-USD) and Tether (USDT-USD).

Performance

XLM-USD vs. USDT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Tether (USDT-USD). The values are adjusted to include any dividend payments, if applicable.

XLM-USD vs. USDT-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLM-USD Stellar	-18.72%	-39.55%	157.40%	81.66%	-73.35%	108.68%	184.76%	-60.36%	-68.37%	17,331.63%
USDT-USD Tether	0.13%	0.07%	-0.18%	0.03%	-0.07%	-0.05%	0.09%	-1.38%	0.14%	1.32%

Returns By Period

In the year-to-date period, XLM-USD achieves a -18.72% return, which is significantly lower than USDT-USD's 0.13% return.

XLM-USD

• 1D: -3.63%
• 1M: 7.63%
• YTD: -18.72%
• 6M: -60.10%
• 1Y: -36.80%
• 3Y*: 15.25%
• 5Y*: -16.77%
• 10Y*: 53.22%

USDT-USD

• 1D: 0.00%
• 1M: -0.00%
• YTD: 0.13%
• 6M: -0.08%
• 1Y: 0.01%
• 3Y*: -0.01%
• 5Y*: -0.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XLM-USD vs. USDT-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLM-USD

XLM-USD Risk / Return Rank: 46
XLM-USD Sharpe Ratio Rank: 59
XLM-USD Sortino Ratio Rank: 57
XLM-USD Omega Ratio Rank: 60
XLM-USD Calmar Ratio Rank: 27
XLM-USD Martin Ratio Rank: 25

USDT-USD

USDT-USD Risk / Return Rank: 79
USDT-USD Sharpe Ratio Rank: 81
USDT-USD Sortino Ratio Rank: 75
USDT-USD Omega Ratio Rank: 75
USDT-USD Calmar Ratio Rank: 82
USDT-USD Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLM-USD vs. USDT-USD - Risk-Adjusted Trends 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.

	XLM-USD	USDT-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.49	0.03	-0.52
Sortino ratio Return per unit of downside risk	-0.37	0.05	-0.42
Omega ratio Gain probability vs. loss probability	0.97	1.00	-0.04
Calmar ratio Return relative to maximum drawdown	-1.11	-0.20	-0.91
Martin ratio Return relative to average drawdown	-1.69	-0.44	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLM-USD vs. USDT-USD - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.49, which is lower than the USDT-USD Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of XLM-USD and USDT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XLM-USD	USDT-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	0.03	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	-0.06	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.00	+0.32

Correlation

The correlation between XLM-USD and USDT-USD is 0.07, 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.

Drawdowns

XLM-USD vs. USDT-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, 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.

Drawdown Indicators

	XLM-USD	USDT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-96.21%	-10.32%	-85.89%
Max Drawdown (1Y) Largest decline over 1 year	-70.49%	-0.39%	-70.10%
Max Drawdown (5Y) Largest decline over 5 years	-90.35%	-1.54%	-88.81%
Max Drawdown (10Y) Largest decline over 10 years	-96.21%	—	—
Current Drawdown Current decline from peak	-81.50%	-7.23%	-74.27%
Average Drawdown Average peak-to-trough decline	-72.00%	-6.93%	-65.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.31%	0.18%	+44.13%

Volatility

XLM-USD vs. USDT-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 15.66% 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.

Volatility by Period

	XLM-USD	USDT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.66%	0.13%	+15.53%
Volatility (6M) Calculated over the trailing 6-month period	49.47%	0.39%	+49.08%
Volatility (1Y) Calculated over the trailing 1-year period	62.78%	0.40%	+62.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.57%	0.82%	+76.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	112.23%	6.85%	+105.38%