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.
Performance
XLM-USD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a 164.48% return, which is significantly higher than VOO's 26.58% return.
XLM-USD
164.48%
261.45%
209.45%
190.91%
43.08%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| XLM-USD | VOO | |
|---|---|---|
| Sharpe Ratio | 2.89 | 2.69 |
| Sortino Ratio | 4.25 | 3.59 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 1.97 | 3.88 |
| Martin Ratio | 9.62 | 17.58 |
| Ulcer Index | 28.65% | 1.86% |
| Daily Std Dev | 70.59% | 12.19% |
| Max Drawdown | -96.27% | -33.99% |
| Current Drawdown | -61.94% | -0.53% |
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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.
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 54.38% compared to Vanguard S&P 500 ETF (VOO) at 3.98%. 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.