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XMR-USD vs. GME
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMR-USD vs. GME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) and GameStop Corp. (GME). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XMR-USD achieves a -28.67% return, which is significantly lower than GME's 4.63% return. Over the past 10 years, XMR-USD has outperformed GME with an annualized return of 70.77%, while GME has yielded a comparatively lower 15.34% annualized return.


XMR-USD

1D
-1.92%
1M
-18.61%
YTD
-28.67%
6M
-30.48%
1Y
-0.91%
3Y*
23.63%
5Y*
8.83%
10Y*
70.77%

GME

1D
-2.01%
1M
-4.11%
YTD
4.63%
6M
-2.42%
1Y
-10.79%
3Y*
-3.00%
5Y*
-16.70%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. GME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-28.67%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
GME
GameStop Corp.
4.63%-35.93%78.78%-5.04%-50.24%687.63%209.87%-50.19%-22.17%-23.66%

Correlation

The correlation between XMR-USD and GME is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.08

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Return for Risk

XMR-USD vs. GME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMR-USD
XMR-USD Risk / Return Rank: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8787
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
Martin Ratio Rank

GME
GME Risk / Return Rank: 3030
Overall Rank
GME Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GME Sortino Ratio Rank: 2828
Sortino Ratio Rank
GME Omega Ratio Rank: 2828
Omega Ratio Rank
GME Calmar Ratio Rank: 3131
Calmar Ratio Rank
GME Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XMR-USD vs. GME - Risk-Adjusted Trends 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.

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-USDGMEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.39

+0.37

Martin ratioReturn relative to average drawdown

-0.03

-0.68

+0.66

XMR-USD vs. GME - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is -0.01, which is higher than the GME Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of XMR-USD and GME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XMR-USD vs. GME - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -95.68%, 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.


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Drawdown Indicators


XMR-USDGMEDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-93.43%

-2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

-27.99%

-30.98%

Max Drawdown (3Y)

Largest decline over 3 years

-58.97%

-62.42%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-67.28%

-83.83%

+16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

-88.99%

-4.10%

Current Drawdown

Current decline from peak

-56.56%

-75.82%

+19.26%

Average Drawdown

Average peak-to-trough decline

-62.50%

-49.32%

-13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.22%

15.80%

+23.42%

Volatility

XMR-USD vs. GME - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 36.47% compared to GameStop Corp. (GME) at 8.64%. 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.


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Volatility by Period


XMR-USDGMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.47%

8.64%

+27.83%

Volatility (6M)

Calculated over the trailing 6-month period

68.86%

27.75%

+41.11%

Volatility (1Y)

Calculated over the trailing 1-year period

69.27%

35.97%

+33.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.38%

94.89%

-33.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.57%

117.87%

-30.30%

Frequently Asked Questions


XMR-USD and GME have a correlation of 0.16, 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 (36.47%) compared to GME (8.64%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs GME's -93.43%.

XMR-USD currently has the higher Sharpe Ratio (-0.01 vs -0.30), 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.

Portfolio Optimizer

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