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 8.83%/yr vs -9.46%/yr for DOW. At a 0.09 correlation, their price movements are largely independent.
Performance
XMR-USD vs. DOW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XMR-USD achieves a -28.67% return, which is significantly lower than DOW's 28.14% return.
XMR-USD
- 1D
- -1.92%
- 1M
- -18.61%
- YTD
- -28.67%
- 6M
- -30.48%
- 1Y
- -0.91%
- 3Y*
- 23.63%
- 5Y*
- 8.83%
- 10Y*
- 70.77%
DOW
- 1D
- -0.24%
- 1M
- -16.08%
- YTD
- 28.14%
- 6M
- 29.92%
- 1Y
- 15.00%
- 3Y*
- -12.43%
- 5Y*
- -9.46%
- 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 | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2019 | 0.09 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 | DOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.10 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.48 | -0.50 |
| Martin ratioReturn relative to average drawdown | -0.03 | 0.89 | -0.91 |
Loading charts...
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.
Loading charts...
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% | -31.28% | -27.69% |
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 | -56.56% | -47.35% | -9.21% |
Average DrawdownAverage peak-to-trough decline | -62.50% | -22.88% | -39.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.22% | 16.96% | +22.26% |
Volatility
XMR-USD vs. DOW - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.47% compared to Dow Inc. (DOW) at 8.58%. 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.
Loading charts...
Volatility by Period
| XMR-USD | DOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.47% | 8.58% | +27.89% |
Volatility (6M)Calculated over the trailing 6-month period | 68.86% | 33.07% | +35.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 49.12% | +20.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.38% | 33.60% | +27.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.57% | 38.67% | +48.90% |
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 (36.47%) compared to DOW (8.58%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs DOW's -64.37%.
DOW currently has the higher Sharpe Ratio (0.31 vs -0.01), 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.
Find the right allocation for XMR-USD and DOW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer