XMR-USD vs. ^GSPC
Compare and contrast key facts about Monero (XMR-USD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or ^GSPC.
Key characteristics
| XMR-USD | ^GSPC | |
|---|---|---|
| YTD Return | -6.07% | 22.73% |
| 1Y Return | -2.49% | 38.58% |
| 3Y Return (Ann) | -16.52% | 8.85% |
| 5Y Return (Ann) | 23.94% | 14.32% |
| Sharpe Ratio | 0.64 | 2.98 |
| Sortino Ratio | 1.18 | 3.95 |
| Omega Ratio | 1.12 | 1.55 |
| Calmar Ratio | 0.15 | 2.60 |
| Martin Ratio | 2.99 | 19.43 |
| Ulcer Index | 11.57% | 1.90% |
| Daily Std Dev | 55.75% | 12.32% |
| Max Drawdown | -92.96% | -56.78% |
| Current Drawdown | -67.95% | -0.18% |
Correlation
The correlation between XMR-USD and ^GSPC is 0.15, 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.
Performance
XMR-USD vs. ^GSPC - Performance Comparison
In the year-to-date period, XMR-USD achieves a -6.07% return, which is significantly lower than ^GSPC's 22.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XMR-USD vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and S&P 500 (^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.
Drawdowns
XMR-USD vs. ^GSPC - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -92.96%, 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. For additional features, visit the drawdowns tool.
Volatility
XMR-USD vs. ^GSPC - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 17.00% compared to S&P 500 (^GSPC) at 2.56%. 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.