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XLM-USD vs. V
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. V - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly higher than V's -7.69% return. Over the past 10 years, XLM-USD has outperformed V with an annualized return of 60.23%, while V has yielded a comparatively lower 15.98% annualized return.


XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%

V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. V - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%

Correlation

The correlation between XLM-USD and V is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.07

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Return for Risk

XLM-USD vs. V — 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: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Visa Inc. (V). 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-USDVDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.00

0.92

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.73

+0.33

Martin ratioReturn relative to average drawdown

-0.57

-1.57

+1.00

XLM-USD vs. V - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is higher than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of XLM-USD and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLM-USD vs. V - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for XLM-USD and V.


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Drawdown Indicators


XLM-USDVDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-51.90%

-44.31%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-17.18%

-54.01%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-20.38%

-53.99%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-28.60%

-54.65%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-36.36%

-59.85%

Current Drawdown

Current decline from peak

-78.80%

-12.96%

-65.84%

Average Drawdown

Average peak-to-trough decline

-72.14%

-8.26%

-63.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

10.73%

+39.75%

Volatility

XLM-USD vs. V - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to Visa Inc. (V) at 5.57%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

5.57%

+37.91%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

17.57%

+41.71%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

22.35%

+48.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

22.82%

+51.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

24.45%

+88.34%

Frequently Asked Questions


XLM-USD and V have a correlation of 0.05, 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 (43.48%) compared to V (5.57%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs V's -51.90%.

XLM-USD currently has the higher Sharpe Ratio (-0.33 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for XLM-USD and V

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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