XMR-USD vs. AVAX-USD
XMR-USD (Monero) and AVAX-USD (Avalanche) are both cryptocurrencies. Over the past 5 years, XMR-USD returned 5.92%/yr vs -13.46%/yr for AVAX-USD. At a 0.43 correlation, their price movements are largely independent.
Performance
XMR-USD vs. AVAX-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -19.20% return, which is significantly higher than AVAX-USD's -44.47% return.
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
AVAX-USD
- 1D
- 0.74%
- 1M
- -26.48%
- YTD
- -44.47%
- 6M
- -44.65%
- 1Y
- -64.26%
- 3Y*
- -16.04%
- 5Y*
- -13.46%
- 10Y*
- —
XMR-USD vs. AVAX-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and AVAX-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.43 |
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Return for Risk
XMR-USD vs. AVAX-USD — Risk / Return Rank
XMR-USD
AVAX-USD
XMR-USD vs. AVAX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Avalanche (AVAX-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.
| XMR-USD | AVAX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.88 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.78 | +0.98 |
| Martin ratioReturn relative to average drawdown | 0.35 | -1.15 | +1.50 |
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Drawdowns
XMR-USD vs. AVAX-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum AVAX-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for XMR-USD and AVAX-USD.
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Drawdown Indicators
| XMR-USD | AVAX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -95.28% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -81.88% | +22.91% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -89.49% | +30.52% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -95.28% | +28.00% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -50.80% | -94.95% | +44.15% |
Average DrawdownAverage peak-to-trough decline | -62.52% | -70.21% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.75% | 60.06% | -22.31% |
Volatility
XMR-USD vs. AVAX-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.71% compared to Avalanche (AVAX-USD) at 18.73%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than AVAX-USD 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 | AVAX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.71% | 18.73% | +17.98% |
Volatility (6M)Calculated over the trailing 6-month period | 69.75% | 47.39% | +22.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 65.60% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.31% | 84.30% | -21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.78% | 96.73% | -8.95% |
Frequently Asked Questions
XMR-USD and AVAX-USD have a correlation of 0.36, 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 (36.71%) compared to AVAX-USD (18.73%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs AVAX-USD's -95.28%.
XMR-USD currently has the higher Sharpe Ratio (0.14 vs -0.81), 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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