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.
Performance
XLM-USD vs. USDT-USD - Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a 79.91% return, which is significantly higher than USDT-USD's 0.16% return.
XLM-USD
79.91%
138.70%
106.71%
93.72%
30.34%
N/A
USDT-USD
0.16%
0.16%
0.15%
0.07%
0.02%
N/A
Key characteristics
| XLM-USD | USDT-USD | |
|---|---|---|
| Sharpe Ratio | 1.01 | 0.25 |
| Sortino Ratio | 2.37 | 0.37 |
| Omega Ratio | 1.25 | 1.04 |
| Calmar Ratio | 0.47 | 0.00 |
| Martin Ratio | 2.77 | 1.34 |
| Ulcer Index | 32.17% | 0.13% |
| Daily Std Dev | 66.09% | 0.62% |
| Max Drawdown | -96.27% | -10.32% |
| Current Drawdown | -74.11% | -7.10% |
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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.
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 49.94% compared to Tether (USDT-USD) at 0.29%. 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.