XMR-USD vs. DOW
Compare and contrast key facts about Monero (XMR-USD) and Dow Inc. (DOW).
Performance
XMR-USD vs. DOW - Performance Comparison
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XMR-USD vs. DOW - Yearly Performance Comparison
Returns By Period
In the year-to-date period, XMR-USD achieves a -21.79% return, which is significantly lower than DOW's 76.10% return.
XMR-USD
- 1D
- 1.36%
- 1M
- -2.42%
- YTD
- -21.79%
- 6M
- 8.37%
- 1Y
- 56.43%
- 3Y*
- 28.36%
- 5Y*
- 5.63%
- 10Y*
- 71.34%
DOW
- 1D
- -2.30%
- 1M
- 32.97%
- YTD
- 76.10%
- 6M
- 81.27%
- 1Y
- 25.52%
- 3Y*
- -3.93%
- 5Y*
- -3.72%
- 10Y*
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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 | 0.72 | 0.48 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.03 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.63 | -0.43 |
Martin ratioReturn relative to average drawdown | 0.42 | 1.05 | -0.63 |
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 | 0.72 | 0.48 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | -0.11 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.07 | +0.42 |
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.
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% | -38.69% | -20.28% |
Max Drawdown (5Y)Largest decline over 5 years | -78.49% | -64.37% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -52.37% | -27.64% | -24.73% |
Average DrawdownAverage peak-to-trough decline | -62.76% | -22.49% | -40.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.89% | 23.27% | +4.62% |
Volatility
XMR-USD vs. DOW - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 15.43% compared to Dow Inc. (DOW) at 14.52%. 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 | 15.43% | 14.52% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 67.75% | 33.52% | +34.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.55% | 52.98% | +12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.36% | 32.82% | +34.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.89% | 38.45% | +49.44% |