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XLM-USD vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

Performance

XLM-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
320.47%
12.35%
XLM-USD
VOO

Key characteristics

Sharpe Ratio

XLM-USD:

4.86

VOO:

2.12

Sortino Ratio

XLM-USD:

5.20

VOO:

2.82

Omega Ratio

XLM-USD:

1.55

VOO:

1.39

Calmar Ratio

XLM-USD:

5.05

VOO:

3.21

Martin Ratio

XLM-USD:

34.53

VOO:

13.50

Ulcer Index

XLM-USD:

17.57%

VOO:

2.01%

Daily Std Dev

XLM-USD:

91.40%

VOO:

12.80%

Max Drawdown

XLM-USD:

-96.27%

VOO:

-33.99%

Current Drawdown

XLM-USD:

-53.47%

VOO:

-0.30%

Returns By Period

In the year-to-date period, XLM-USD achieves a 25.75% return, which is significantly higher than VOO's 3.75% return.


XLM-USD

YTD

25.75%

1M

17.72%

6M

310.75%

1Y

260.17%

5Y*

47.54%

10Y*

N/A

VOO

YTD

3.75%

1M

1.12%

6M

12.44%

1Y

26.35%

5Y*

15.29%

10Y*

13.84%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XLM-USD vs. VOO — Risk-Adjusted Performance Rank

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

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9797
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9696
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for XLM-USD, currently valued at 4.86, compared to the broader market0.002.004.006.008.004.861.82
The chart of Sortino ratio for XLM-USD, currently valued at 5.20, compared to the broader market0.002.004.005.202.41
The chart of Omega ratio for XLM-USD, currently valued at 1.55, compared to the broader market1.001.201.401.601.551.35
The chart of Calmar ratio for XLM-USD, currently valued at 5.05, compared to the broader market2.004.006.005.050.83
The chart of Martin ratio for XLM-USD, currently valued at 34.53, compared to the broader market0.0010.0020.0030.0040.0050.0060.0034.5311.52
XLM-USD
VOO

The current XLM-USD Sharpe Ratio is 4.86, which is higher than the VOO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XLM-USD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00AugustSeptemberOctoberNovemberDecember2025
4.86
1.82
XLM-USD
VOO

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-53.47%
-0.30%
XLM-USD
VOO

Volatility

XLM-USD vs. VOO - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 35.93% compared to Vanguard S&P 500 ETF (VOO) at 3.80%. 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.


0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
35.93%
3.80%
XLM-USD
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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