XLM-USD vs. XRP-USD
Compare and contrast key facts about Stellar (XLM-USD) and Ripple (XRP-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLM-USD or XRP-USD.
Performance
XLM-USD vs. XRP-USD - Performance Comparison
Returns By Period
In the year-to-date period, XLM-USD achieves a 164.48% return, which is significantly higher than XRP-USD's 138.89% return.
XLM-USD
164.48%
261.45%
209.45%
190.91%
43.08%
N/A
XRP-USD
138.89%
179.70%
174.20%
136.85%
45.77%
N/A
Key characteristics
| XLM-USD | XRP-USD | |
|---|---|---|
| Sharpe Ratio | 2.89 | 2.99 |
| Sortino Ratio | 4.25 | 3.52 |
| Omega Ratio | 1.45 | 1.38 |
| Calmar Ratio | 1.97 | 1.70 |
| Martin Ratio | 9.62 | 13.91 |
| Ulcer Index | 28.65% | 17.11% |
| Daily Std Dev | 70.59% | 61.36% |
| Max Drawdown | -96.27% | -95.87% |
| Current Drawdown | -61.94% | -56.51% |
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Correlation
The correlation between XLM-USD and XRP-USD is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
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.
Volatility
XLM-USD vs. XRP-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 54.38% compared to Ripple (XRP-USD) at 36.83%. 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.