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 10.61%/yr vs -8.12%/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 -23.79% return, which is significantly lower than DOW's 30.81% return.
XMR-USD
- 1D
- -1.37%
- 1M
- -2.11%
- 6M
- -46.69%
- YTD
- -23.79%
- 1Y
- -2.05%
- 3Y*
- 25.52%
- 5Y*
- 10.61%
- 10Y*
- 67.41%
DOW
- 1D
- 2.12%
- 1M
- -7.94%
- 6M
- 10.93%
- YTD
- 30.81%
- 1Y
- 10.63%
- 3Y*
- -12.41%
- 5Y*
- -8.12%
- 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 |
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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.
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 | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.08 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.31 | -0.34 |
| Martin ratioReturn relative to average drawdown | -0.06 | 0.58 | -0.63 |
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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% | -34.81% | -24.16% |
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 | -53.59% | -46.25% | -7.34% |
Average DrawdownAverage peak-to-trough decline | -62.47% | -23.09% | -39.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.43% | 18.51% | +23.92% |
Volatility
XMR-USD vs. DOW - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 13.05% compared to Dow Inc. (DOW) at 11.05%. 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 | 13.05% | 11.05% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 64.21% | 32.95% | +31.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.46% | 48.76% | +20.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.28% | 33.78% | +27.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.50% | 38.67% | +48.83% |
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 (13.05%) compared to DOW (11.05%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs DOW's -64.37%.
DOW currently has the higher Sharpe Ratio (0.22 vs -0.02), 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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