XMR-USD vs. GME
Compare and contrast key facts about Monero (XMR-USD) and GameStop Corp. (GME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or GME.
Key characteristics
| XMR-USD | GME | |
|---|---|---|
| YTD Return | -3.06% | 21.05% |
| 1Y Return | 4.97% | 61.25% |
| 3Y Return (Ann) | -14.39% | -23.17% |
| 5Y Return (Ann) | 23.18% | 70.36% |
| Sharpe Ratio | 0.89 | 0.35 |
| Sortino Ratio | 1.45 | 1.87 |
| Omega Ratio | 1.15 | 1.27 |
| Calmar Ratio | 0.24 | 0.60 |
| Martin Ratio | 4.19 | 1.39 |
| Ulcer Index | 11.50% | 38.23% |
| Daily Std Dev | 55.63% | 152.07% |
| Max Drawdown | -92.96% | -93.43% |
| Current Drawdown | -66.92% | -75.57% |
Correlation
The correlation between XMR-USD and GME 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.
Performance
XMR-USD vs. GME - Performance Comparison
In the year-to-date period, XMR-USD achieves a -3.06% return, which is significantly lower than GME's 21.05% 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. GME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and GameStop Corp. (GME). 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. GME - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -92.96%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for XMR-USD and GME. For additional features, visit the drawdowns tool.
Volatility
XMR-USD vs. GME - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 16.41% compared to GameStop Corp. (GME) at 14.05%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.