XMR-USD vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Monero (XMR-USD) and S&P 500 Index (^GSPC).

Performance

XMR-USD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

XMR-USD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XMR-USD Monero	-24.54%	124.37%	16.94%	12.32%	-35.78%	46.22%	252.56%	-2.31%	-86.51%	2,339.73%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, XMR-USD achieves a -24.54% return, which is significantly lower than ^GSPC's -3.84% return. Over the past 10 years, XMR-USD has outperformed ^GSPC with an annualized return of 70.28%, while ^GSPC has yielded a comparatively lower 12.29% annualized return.

XMR-USD

• 1D: -3.14%
• 1M: -4.07%
• YTD: -24.54%
• 6M: -1.76%
• 1Y: 52.20%
• 3Y*: 27.80%
• 5Y*: 4.90%
• 10Y*: 70.28%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XMR-USD vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMR-USD

XMR-USD Risk / Return Rank: 88
XMR-USD Sharpe Ratio Rank: 93
XMR-USD Sortino Ratio Rank: 88
XMR-USD Omega Ratio Rank: 89
XMR-USD Calmar Ratio Rank: 86
XMR-USD Martin Ratio Rank: 86

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XMR-USD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and S&P 500 Index (^GSPC). 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.

	XMR-USD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.66	0.88	-0.22
Sortino ratio Return per unit of downside risk	1.33	1.37	-0.04
Omega ratio Gain probability vs. loss probability	1.15	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	0.00	1.39	-1.38
Martin ratio Return relative to average drawdown	0.01	6.43	-6.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMR-USD vs. ^GSPC - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is 0.66, which is comparable to the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XMR-USD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XMR-USD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	0.88	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.62	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.68	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.46	+0.03

Correlation

The correlation between XMR-USD and ^GSPC is 0.12, 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.

Drawdowns

XMR-USD vs. ^GSPC - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -95.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XMR-USD and ^GSPC.

Drawdown Indicators

	XMR-USD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-95.68%	-56.78%	-38.90%
Max Drawdown (1Y) Largest decline over 1 year	-58.97%	-9.10%	-49.87%
Max Drawdown (5Y) Largest decline over 5 years	-78.49%	-25.43%	-53.06%
Max Drawdown (10Y) Largest decline over 10 years	-93.09%	-33.92%	-59.17%
Current Drawdown Current decline from peak	-54.04%	-5.67%	-48.37%
Average Drawdown Average peak-to-trough decline	-62.76%	-10.75%	-52.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.06%	2.62%	+25.44%

Volatility

XMR-USD vs. ^GSPC - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 15.61% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XMR-USD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.61%	5.29%	+10.32%
Volatility (6M) Calculated over the trailing 6-month period	67.54%	9.55%	+57.99%
Volatility (1Y) Calculated over the trailing 1-year period	65.60%	18.33%	+47.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.36%	16.90%	+50.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.89%	18.04%	+69.85%