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

Correlation

The correlation between XMR-USD and DOW is 0.09, 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.


-0.50.00.51.00.1

Performance

XMR-USD vs. DOW - Performance Comparison

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

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
48.75%
-22.45%
XMR-USD
DOW

Key characteristics

Sharpe Ratio

XMR-USD:

0.88

DOW:

-0.99

Sortino Ratio

XMR-USD:

1.44

DOW:

-1.32

Omega Ratio

XMR-USD:

1.17

DOW:

0.85

Calmar Ratio

XMR-USD:

0.32

DOW:

-0.56

Martin Ratio

XMR-USD:

4.95

DOW:

-1.32

Ulcer Index

XMR-USD:

11.29%

DOW:

16.53%

Daily Std Dev

XMR-USD:

51.84%

DOW:

21.78%

Max Drawdown

XMR-USD:

-92.96%

DOW:

-60.87%

Current Drawdown

XMR-USD:

-50.96%

DOW:

-35.03%

Returns By Period

In the year-to-date period, XMR-USD achieves a 22.63% return, which is significantly higher than DOW's -1.02% return.


XMR-USD

YTD

22.63%

1M

16.31%

6M

48.75%

1Y

110.04%

5Y*

25.36%

10Y*

N/A

DOW

YTD

-1.02%

1M

-3.22%

6M

-22.45%

1Y

-24.46%

5Y*

1.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XMR-USD vs. DOW — 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 7878
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 8181
Martin Ratio Rank

DOW
The Risk-Adjusted Performance Rank of DOW is 88
Overall Rank
The Sharpe Ratio Rank of DOW is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of DOW is 66
Sortino Ratio Rank
The Omega Ratio Rank of DOW is 88
Omega Ratio Rank
The Calmar Ratio Rank of DOW is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DOW is 1010
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. DOW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XMR-USD, currently valued at 0.88, compared to the broader market00.002.004.006.000.88
The chart of Sortino ratio for XMR-USD, currently valued at 1.44, compared to the broader market0-1.000.001.002.003.004.005.001.44
The chart of Omega ratio for XMR-USD, currently valued at 1.17, compared to the broader market00.901.001.101.201.301.401.501.17
The chart of Calmar ratio for XMR-USD, currently valued at 0.32, compared to the broader market1.002.003.004.005.006.000.32
The chart of Martin ratio for XMR-USD, currently valued at 4.95, compared to the broader market0.0010.0020.0030.0040.0050.004.95-2.19
XMR-USD
DOW

The current XMR-USD Sharpe Ratio is 0.88, which is higher than the DOW Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of XMR-USD and DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
0.88
-1.56
XMR-USD
DOW

Drawdowns

XMR-USD vs. DOW - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -92.96%, which is greater than DOW's maximum drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for XMR-USD and DOW. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-50.96%
-35.03%
XMR-USD
DOW

Volatility

XMR-USD vs. DOW - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 15.75% compared to Dow Inc. (DOW) at 10.03%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
15.75%
10.03%
XMR-USD
DOW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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