XLM-USD vs. V
XLM-USD (Stellar) is a cryptocurrency, while V (Visa Inc.) is a stock. Over the past 10 years, XLM-USD returned 60.23%/yr vs 15.98%/yr for V. At a 0.07 correlation, their price movements are largely independent.
Performance
XLM-USD vs. V - Performance Comparison
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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%
XLM-USD vs. V - Yearly Performance Comparison
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
XLM-USD
V
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-USD | V | Difference | |
|---|---|---|---|
| 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 |
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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-USD | V | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -78.80% | -12.96% | -65.84% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -8.26% | -63.88% |
Ulcer IndexDepth 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-USD | V | Difference | |
|---|---|---|---|
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.
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