XMR-USD vs. DOW
XMR-USD (Monero) is a cryptocurrency, while DOW (Dow Inc.) is a stock. Over the past 5 years, XMR-USD returned 6.37%/yr vs -8.27%/yr for DOW. At a 0.09 correlation, their price movements are largely independent.
Performance
XMR-USD vs. DOW - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -16.91% return, which is significantly lower than DOW's 52.10% return.
XMR-USD
- 1D
- -0.84%
- 1M
- -12.63%
- YTD
- -16.91%
- 6M
- -10.66%
- 1Y
- 15.06%
- 3Y*
- 36.62%
- 5Y*
- 6.37%
- 10Y*
- 80.18%
DOW
- 1D
- -1.72%
- 1M
- -13.86%
- YTD
- 52.10%
- 6M
- 55.49%
- 1Y
- 29.45%
- 3Y*
- -7.02%
- 5Y*
- -8.27%
- 10Y*
- —
XMR-USD vs. DOW - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and DOW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019 | 0.09 |
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Return for Risk
XMR-USD vs. DOW — Risk / Return Rank
XMR-USD
DOW
XMR-USD vs. DOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Dow Inc. (DOW). 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 | DOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.92 | -0.67 |
| Martin ratioReturn relative to average drawdown | 0.48 | 1.75 | -1.27 |
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 | DOW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.60 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.25 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.01 | +0.47 |
Drawdowns
XMR-USD vs. DOW - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, which is greater than DOW's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for XMR-USD and DOW.
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Drawdown Indicators
| XMR-USD | DOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -64.37% | -31.31% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -32.02% | -26.95% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -62.16% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -64.37% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -49.40% | -37.50% | -11.90% |
Average DrawdownAverage peak-to-trough decline | -62.54% | -22.73% | -39.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.06% | 16.86% | +19.20% |
Volatility
XMR-USD vs. DOW - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 24.76% compared to Dow Inc. (DOW) at 10.96%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than DOW 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 | DOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.76% | 10.96% | +13.80% |
Volatility (6M)Calculated over the trailing 6-month period | 64.88% | 33.17% | +31.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.13% | 49.38% | +16.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.92% | 33.51% | +28.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.68% | 38.66% | +49.02% |
Frequently Asked Questions
XMR-USD and DOW have a correlation of 0.12, 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 (24.76%) compared to DOW (10.96%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs DOW's -64.37%.
DOW currently has the higher Sharpe Ratio (0.60 vs 0.19), 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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