XMR-USD vs. ETH-USD
Compare and contrast key facts about Monero (XMR-USD) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or ETH-USD.
Key characteristics
| XMR-USD | ETH-USD | |
|---|---|---|
| YTD Return | -6.07% | 16.84% |
| 1Y Return | -2.49% | 60.25% |
| 3Y Return (Ann) | -16.52% | -12.43% |
| 5Y Return (Ann) | 23.94% | 75.00% |
| Sharpe Ratio | 0.64 | 0.01 |
| Sortino Ratio | 1.18 | 0.49 |
| Omega Ratio | 1.12 | 1.05 |
| Calmar Ratio | 0.15 | 0.00 |
| Martin Ratio | 2.99 | 0.02 |
| Ulcer Index | 11.57% | 25.47% |
| Daily Std Dev | 55.75% | 51.41% |
| Max Drawdown | -92.96% | -93.96% |
| Current Drawdown | -67.95% | -44.60% |
Correlation
The correlation between XMR-USD and ETH-USD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XMR-USD vs. ETH-USD - Performance Comparison
In the year-to-date period, XMR-USD achieves a -6.07% return, which is significantly lower than ETH-USD's 16.84% 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. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Ethereum (ETH-USD). 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. ETH-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -92.96%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for XMR-USD and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
XMR-USD vs. ETH-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 17.00% compared to Ethereum (ETH-USD) at 13.36%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.