XLM-USD vs. XRP-USD
XLM-USD (Stellar) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, XLM-USD returned -9.04%/yr vs 7.51%/yr for XRP-USD. Their 0.75 correlation means they have sometimes moved together and sometimes differently.
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 -14.93% return, which is significantly higher than XRP-USD's -42.26% return.
XLM-USD
- 1D
- -0.78%
- 1M
- -14.22%
- 6M
- -5.58%
- YTD
- -14.93%
- 1Y
- -55.29%
- 3Y*
- 5.85%
- 5Y*
- -9.04%
- 10Y*
- 57.79%
- ALL TIME*
- 40.17%
XRP-USD
- 1D
- 0.08%
- 1M
- -2.32%
- 6M
- -35.47%
- YTD
- -42.26%
- 1Y
- -64.12%
- 3Y*
- 15.75%
- 5Y*
- 7.51%
- 10Y*
- —
- ALL TIME*
- 71.68%
Liquidity Comparison
XLM-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between XLM-USD and XRP-USD is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.82 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.93 | +0.12 |
| Martin ratioReturn relative to average drawdown | -1.09 | -1.34 | +0.25 |
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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 | -68.28% | -68.73% | +0.45% |
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 | -80.63% | -70.11% | -10.52% |
Average DrawdownAverage peak-to-trough decline | -72.21% | -70.96% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.72% | 38.87% | -9.15% |
Volatility
XLM-USD vs. XRP-USD - Volatility Comparison
Stellar (XLM-USD) has a higher volatility of 13.06% compared to XRP (XRP-USD) at 10.70%. 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 | 13.06% | 10.70% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 59.21% | 42.69% | +16.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.61% | 53.22% | +12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.97% | 70.99% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.04% | 111.05% | +0.99% |
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 (13.06%) compared to XRP-USD (10.70%). In terms of maximum drawdown, XLM-USD dropped -96.21% vs XRP-USD's -95.87%.
XLM-USD currently has the higher Sharpe Ratio (-0.70 vs -1.00), 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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