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XMR-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XMR-USD and BTC-USD is 0.17, 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. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XMR-USD:

2.49

BTC-USD:

1.40

Sortino Ratio

XMR-USD:

2.66

BTC-USD:

3.20

Omega Ratio

XMR-USD:

1.31

BTC-USD:

1.33

Calmar Ratio

XMR-USD:

1.31

BTC-USD:

2.65

Martin Ratio

XMR-USD:

16.83

BTC-USD:

12.24

Ulcer Index

XMR-USD:

9.76%

BTC-USD:

11.22%

Daily Std Dev

XMR-USD:

50.58%

BTC-USD:

42.23%

Max Drawdown

XMR-USD:

-95.54%

BTC-USD:

-93.18%

Current Drawdown

XMR-USD:

-31.35%

BTC-USD:

-1.92%

Returns By Period

In the year-to-date period, XMR-USD achieves a 71.64% return, which is significantly higher than BTC-USD's 11.43% return. Over the past 10 years, XMR-USD has outperformed BTC-USD with an annualized return of 89.91%, while BTC-USD has yielded a comparatively lower 83.75% annualized return.


XMR-USD

YTD

71.64%

1M

60.12%

6M

110.84%

1Y

149.24%

5Y*

38.64%

10Y*

89.91%

BTC-USD

YTD

11.43%

1M

22.07%

6M

17.37%

1Y

69.42%

5Y*

62.25%

10Y*

83.75%

*Annualized

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Risk-Adjusted Performance

XMR-USD vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMR-USD
The Risk-Adjusted Performance Rank of XMR-USD is 9090
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9595
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMR-USD vs. BTC-USD - Risk-Adjusted Performance 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.


The current XMR-USD Sharpe Ratio is 2.49, which is higher than the BTC-USD Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of XMR-USD and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

XMR-USD vs. BTC-USD - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -95.54%, roughly equal to the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for XMR-USD and BTC-USD. For additional features, visit the drawdowns tool.


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Volatility

XMR-USD vs. BTC-USD - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 15.87% compared to Bitcoin (BTC-USD) at 10.51%. 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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