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

Correlation

The correlation between XLM-USD and XRP-USD is 0.17, 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. XRP-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XLM-USD:

1.66

XRP-USD:

3.76

Sortino Ratio

XLM-USD:

4.20

XRP-USD:

4.67

Omega Ratio

XLM-USD:

1.44

XRP-USD:

1.52

Calmar Ratio

XLM-USD:

3.94

XRP-USD:

6.67

Martin Ratio

XLM-USD:

14.17

XRP-USD:

34.01

Ulcer Index

XLM-USD:

34.46%

XRP-USD:

21.53%

Daily Std Dev

XLM-USD:

94.68%

XRP-USD:

81.15%

Max Drawdown

XLM-USD:

-96.27%

XRP-USD:

-95.87%

Current Drawdown

XLM-USD:

-65.85%

XRP-USD:

-29.94%

Returns By Period

In the year-to-date period, XLM-USD achieves a -7.71% return, which is significantly lower than XRP-USD's 13.77% return. Over the past 10 years, XLM-USD has underperformed XRP-USD with an annualized return of 59.49%, while XRP-USD has yielded a comparatively higher 79.96% annualized return.


XLM-USD

YTD

-7.71%

1M

24.31%

6M

167.43%

1Y

192.47%

5Y*

34.42%

10Y*

59.49%

XRP-USD

YTD

13.77%

1M

9.63%

6M

281.41%

1Y

373.80%

5Y*

63.72%

10Y*

79.96%

*Annualized

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Risk-Adjusted Performance

XLM-USD vs. XRP-USD — 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 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9393
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
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. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and Ripple (XRP-USD). 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.


The current XLM-USD Sharpe Ratio is 1.66, which is lower than the XRP-USD Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of XLM-USD and XRP-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

XLM-USD vs. XRP-USD - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.27%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for XLM-USD and XRP-USD. For additional features, visit the drawdowns tool.


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Volatility

XLM-USD vs. XRP-USD - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 18.96% compared to Ripple (XRP-USD) at 15.64%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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