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XMR-USD vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, XMR-USD achieves a -28.67% return, which is significantly lower than ^GSPC's 7.48% return. Over the past 10 years, XMR-USD has outperformed ^GSPC with an annualized return of 70.77%, while ^GSPC has yielded a comparatively lower 13.91% annualized return.


XMR-USD

1D
-1.92%
1M
-18.61%
YTD
-28.67%
6M
-30.48%
1Y
-0.91%
3Y*
23.63%
5Y*
8.83%
10Y*
70.77%

^GSPC

1D
-0.01%
1M
-2.15%
YTD
7.48%
6M
6.14%
1Y
20.77%
3Y*
19.34%
5Y*
11.44%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-28.67%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
^GSPC
S&P 500 Index
7.48%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between XMR-USD and ^GSPC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.12

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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: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8787
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
Martin Ratio Rank
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.

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.


XMR-USD^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.02

2.29

-2.31

Martin ratioReturn relative to average drawdown

-0.03

10.09

-10.12

XMR-USD vs. ^GSPC - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is -0.01, which is lower than the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of XMR-USD and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


XMR-USD^GSPCDifference

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 (3Y)

Largest decline over 3 years

-58.97%

-18.90%

-40.07%

Max Drawdown (5Y)

Largest decline over 5 years

-67.28%

-25.43%

-41.85%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

-33.92%

-59.17%

Current Drawdown

Current decline from peak

-56.56%

-3.32%

-53.24%

Average Drawdown

Average peak-to-trough decline

-62.50%

-10.71%

-51.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.22%

2.06%

+37.16%

Volatility

XMR-USD vs. ^GSPC - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 36.47% compared to S&P 500 Index (^GSPC) at 4.82%. 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.


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Volatility by Period


XMR-USD^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.47%

4.82%

+31.65%

Volatility (6M)

Calculated over the trailing 6-month period

68.86%

9.88%

+58.98%

Volatility (1Y)

Calculated over the trailing 1-year period

69.27%

12.50%

+56.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.38%

17.00%

+44.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.57%

18.07%

+69.50%

Frequently Asked Questions


XMR-USD and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMR-USD has higher volatility (36.47%) compared to ^GSPC (4.82%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.67 vs -0.01), 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.

Portfolio Optimizer

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