XMR-USD vs. BTC-USD
XMR-USD (Monero) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 10 years, XMR-USD returned 70.51%/yr vs 59.45%/yr for BTC-USD. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
XMR-USD vs. BTC-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XMR-USD having a -26.53% return and BTC-USD slightly lower at -26.61%. Over the past 10 years, XMR-USD has outperformed BTC-USD with an annualized return of 70.51%, while BTC-USD has yielded a comparatively lower 59.45% annualized return.
XMR-USD
- 1D
- 0.89%
- 1M
- -19.00%
- YTD
- -26.53%
- 6M
- -32.99%
- 1Y
- 2.49%
- 3Y*
- 29.93%
- 5Y*
- 9.38%
- 10Y*
- 70.51%
BTC-USD
- 1D
- 1.16%
- 1M
- -17.20%
- YTD
- -26.61%
- 6M
- -27.30%
- 1Y
- -37.85%
- 3Y*
- 28.88%
- 5Y*
- 15.23%
- 10Y*
- 59.45%
XMR-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and BTC-USD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.52 |
The correlation between XMR-USD and BTC-USD shifts across timeframes, from 0.41 (3 years) to 0.57 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XMR-USD vs. BTC-USD — Risk / Return Rank
XMR-USD
BTC-USD
XMR-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Bitcoin (BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.88 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.74 | +0.78 |
| Martin ratioReturn relative to average drawdown | 0.08 | -1.26 | +1.33 |
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Drawdowns
XMR-USD vs. BTC-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XMR-USD and BTC-USD.
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Drawdown Indicators
| XMR-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -85.30% | -10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -51.21% | -7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -51.21% | -7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -76.67% | +9.39% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | -83.80% | -9.29% |
Current DrawdownCurrent decline from peak | -55.26% | -48.51% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -62.51% | -42.42% | -20.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.44% | 31.31% | +7.13% |
Volatility
XMR-USD vs. BTC-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.65% compared to Bitcoin (BTC-USD) at 12.47%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.65% | 12.47% | +24.18% |
Volatility (6M)Calculated over the trailing 6-month period | 69.02% | 34.51% | +34.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.40% | 35.68% | +33.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.26% | 44.48% | +17.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.59% | 56.49% | +31.10% |
Frequently Asked Questions
XMR-USD and BTC-USD have a correlation of 0.43, 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 (36.65%) compared to BTC-USD (12.47%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs BTC-USD's -85.30%.
XMR-USD currently has the higher Sharpe Ratio (0.03 vs -0.88), 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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