XMR-USD vs. ^GSPC
XMR-USD (Monero) is a cryptocurrency, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, XMR-USD returned 70.77%/yr vs 13.91%/yr for ^GSPC. At a 0.12 correlation, their price movements are largely independent.
Performance
XMR-USD vs. ^GSPC - Performance Comparison
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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%
XMR-USD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XMR-USD
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -56.56% | -3.32% | -53.24% |
Average DrawdownAverage peak-to-trough decline | -62.50% | -10.71% | -51.79% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
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