XLM-USD vs. XRP-USD
XLM-USD (Stellar) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -4.25%/yr vs 12.01%/yr for XRP-USD. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
XLM-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XLM-USD achieves a -6.88% return, which is significantly higher than XRP-USD's -40.61% return.
XLM-USD
- 1D
- 0.31%
- 1M
- -0.56%
- 6M
- -16.59%
- YTD
- -6.88%
- 1Y
- -52.45%
- 3Y*
- 6.40%
- 5Y*
- -4.25%
- 10Y*
- 57.14%
XRP-USD
- 1D
- -0.36%
- 1M
- -3.52%
- 6M
- -47.28%
- YTD
- -40.61%
- 1Y
- -60.14%
- 3Y*
- 10.13%
- 5Y*
- 12.01%
- 10Y*
- —
XLM-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and XRP-USD is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.75 |
The correlation between XLM-USD and XRP-USD has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
XLM-USD vs. XRP-USD — Risk / Return Rank
XLM-USD
XRP-USD
XLM-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and XRP (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLM-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.85 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.85 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.00 | -1.25 | +0.26 |
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Drawdowns
XLM-USD vs. XRP-USD - Drawdown Comparison
The maximum XLM-USD drawdown since its inception was -96.21%, 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.
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Drawdown Indicators
| XLM-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.21% | -95.87% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -71.19% | -70.77% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -74.37% | -70.77% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -77.83% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -96.21% | — | — |
Current DrawdownCurrent decline from peak | -78.80% | -69.25% | -9.55% |
Average DrawdownAverage peak-to-trough decline | -72.18% | -70.97% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.18% | 40.02% | -2.84% |
Volatility
XLM-USD vs. XRP-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 21.71% compared to XRP (XRP-USD) at 11.81%. 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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Volatility by Period
| XLM-USD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.71% | 11.81% | +9.90% |
Volatility (6M)Calculated over the trailing 6-month period | 60.54% | 43.94% | +16.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.19% | 55.39% | +13.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.29% | 71.25% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.21% | 111.35% | +0.86% |
Frequently Asked Questions
XLM-USD and XRP-USD have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (21.71%) compared to XRP-USD (11.81%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs XRP-USD's -95.87%.
XLM-USD currently has the higher Sharpe Ratio (-0.63 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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