XMR-USD vs. BTC-USD
XMR-USD (Monero) is a cryptocurrency, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, XMR-USD returned 78.81%/yr vs 67.47%/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
In the year-to-date period, XMR-USD achieves a -20.99% return, which is significantly lower than BTC-USD's -14.52% return. Over the past 10 years, XMR-USD has outperformed BTC-USD with an annualized return of 78.81%, while BTC-USD has yielded a comparatively lower 67.47% annualized return.
XMR-USD
- 1D
- -0.58%
- 1M
- -8.43%
- YTD
- -20.99%
- 6M
- 7.94%
- 1Y
- 58.55%
- 3Y*
- 27.85%
- 5Y*
- 0.05%
- 10Y*
- 78.81%
BTC-USD
- 1D
- 0.82%
- 1M
- -0.13%
- YTD
- -14.52%
- 6M
- -32.50%
- 1Y
- -10.57%
- 3Y*
- 35.11%
- 5Y*
- 4.01%
- 10Y*
- 67.47%
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 | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 21, 2014 | 0.52 |
The correlation between XMR-USD and BTC-USD shifts across timeframes, from 0.42 (3 years) to 0.54 (5 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.
| XMR-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | -0.25 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.41 | -0.06 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.93 | +1.45 |
Martin ratioReturn relative to average drawdown | 1.01 | -1.58 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMR-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.25 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.07 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.99 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.20 | -0.71 |
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% | -49.65% | -9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -78.49% | -76.67% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | -83.80% | -9.29% |
Current DrawdownCurrent decline from peak | -51.89% | -40.03% | -11.86% |
Average DrawdownAverage peak-to-trough decline | -62.73% | -42.10% | -20.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.74% | 29.40% | +0.34% |
Volatility
XMR-USD vs. BTC-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 16.75% compared to Bitcoin (BTC-USD) at 12.50%. 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 | 16.75% | 12.50% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 66.16% | 35.69% | +30.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.55% | 35.65% | +29.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.14% | 46.87% | +20.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.66% | 56.74% | +30.92% |