XMR-USD vs. DOW
Compare and contrast key facts about Monero (XMR-USD) and Dow Inc. (DOW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or DOW.
Key characteristics
XMR-USD | DOW | |
---|---|---|
YTD Return | -3.06% | 0.58% |
1Y Return | 4.97% | 13.08% |
3Y Return (Ann) | -14.39% | 1.48% |
5Y Return (Ann) | 23.18% | 7.50% |
Sharpe Ratio | 0.89 | 0.59 |
Sortino Ratio | 1.45 | 0.98 |
Omega Ratio | 1.15 | 1.11 |
Calmar Ratio | 0.24 | 0.43 |
Martin Ratio | 4.19 | 1.81 |
Ulcer Index | 11.50% | 6.45% |
Daily Std Dev | 55.63% | 19.79% |
Max Drawdown | -92.96% | -60.87% |
Current Drawdown | -66.92% | -14.49% |
Correlation
The correlation between XMR-USD and DOW is 0.10, 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. DOW - Performance Comparison
In the year-to-date period, XMR-USD achieves a -3.06% return, which is significantly lower than DOW's 0.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
XMR-USD vs. DOW - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 16.41% compared to Dow Inc. (DOW) at 7.07%. 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.