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XMR-USD vs. GME
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XMR-USD and GME 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.


-0.50.00.51.0
Correlation: 0.1

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.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
79.42%
612.06%
XMR-USD
GME

Key characteristics

Sharpe Ratio

XMR-USD:

0.90

GME:

1.05

Sortino Ratio

XMR-USD:

1.45

GME:

2.55

Omega Ratio

XMR-USD:

1.17

GME:

1.39

Calmar Ratio

XMR-USD:

0.33

GME:

1.79

Martin Ratio

XMR-USD:

5.94

GME:

3.35

Ulcer Index

XMR-USD:

9.72%

GME:

47.28%

Daily Std Dev

XMR-USD:

50.34%

GME:

150.31%

Max Drawdown

XMR-USD:

-92.96%

GME:

-93.43%

Current Drawdown

XMR-USD:

-55.19%

GME:

-69.17%

Returns By Period

In the year-to-date period, XMR-USD achieves a 12.05% return, which is significantly higher than GME's -14.55% return.


XMR-USD

YTD

12.05%

1M

4.57%

6M

35.45%

1Y

86.13%

5Y*

30.43%

10Y*

N/A

GME

YTD

-14.55%

1M

12.95%

6M

26.20%

1Y

159.75%

5Y*

85.75%

10Y*

13.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XMR-USD vs. GME — Risk-Adjusted Performance Rank

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

XMR-USD
The Risk-Adjusted Performance Rank of XMR-USD is 8585
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9292
Martin Ratio Rank

GME
The Risk-Adjusted Performance Rank of GME is 8989
Overall Rank
The Sharpe Ratio Rank of GME is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GME is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GME is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GME is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GME is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for XMR-USD, currently valued at 0.90, compared to the broader market0.001.002.003.00
XMR-USD: 0.90
GME: 0.53
The chart of Sortino ratio for XMR-USD, currently valued at 1.45, compared to the broader market-1.000.001.002.003.00
XMR-USD: 1.45
GME: 1.16
The chart of Omega ratio for XMR-USD, currently valued at 1.17, compared to the broader market0.901.001.101.201.301.40
XMR-USD: 1.17
GME: 1.15
The chart of Calmar ratio for XMR-USD, currently valued at 0.33, compared to the broader market0.501.001.502.002.503.00
XMR-USD: 0.33
GME: 0.15
The chart of Martin ratio for XMR-USD, currently valued at 5.93, compared to the broader market0.005.0010.0015.0020.00
XMR-USD: 5.94
GME: 2.13

The current XMR-USD Sharpe Ratio is 0.90, which is comparable to the GME Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of XMR-USD and GME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.90
0.53
XMR-USD
GME

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.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-55.19%
-69.17%
XMR-USD
GME

Volatility

XMR-USD vs. GME - Volatility Comparison

The current volatility for Monero (XMR-USD) is 13.16%, while GameStop Corp. (GME) has a volatility of 33.71%. This indicates that XMR-USD experiences smaller price fluctuations and is considered to be less risky than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
13.16%
33.71%
XMR-USD
GME
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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