XLM-USD vs. VOO
Compare and contrast key facts about Stellar (XLM-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLM-USD or VOO.
Key characteristics
| XLM-USD | VOO | |
|---|---|---|
| YTD Return | -25.05% | 24.24% |
| 1Y Return | -9.98% | 39.06% |
| 3Y Return (Ann) | -36.30% | 10.77% |
| 5Y Return (Ann) | 8.85% | 16.30% |
| Sharpe Ratio | -0.33 | 3.06 |
| Sortino Ratio | -0.12 | 4.07 |
| Omega Ratio | 0.99 | 1.56 |
| Calmar Ratio | 0.00 | 3.26 |
| Martin Ratio | -0.59 | 20.25 |
| Ulcer Index | 32.49% | 1.87% |
| Daily Std Dev | 44.82% | 12.36% |
| Max Drawdown | -96.27% | -33.99% |
| Current Drawdown | -89.22% | 0.00% |
Correlation
The correlation between XLM-USD and VOO is 0.18, 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. VOO - Performance Comparison
In the year-to-date period, XLM-USD achieves a -25.05% return, which is significantly lower than VOO's 24.24% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XLM-USD and VOO. For additional features, visit the drawdowns tool.
Volatility
XLM-USD vs. VOO - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 10.18% compared to Vanguard S&P 500 ETF (VOO) at 3.02%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.