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.
Performance
XMR-USD vs. GME - Performance Comparison
Returns By Period
In the year-to-date period, XMR-USD achieves a -2.62% return, which is significantly lower than GME's 58.70% return.
XMR-USD
-2.62%
2.39%
15.91%
-1.58%
25.26%
N/A
GME
58.70%
32.92%
51.86%
126.36%
81.69%
14.78%
Key characteristics
| XMR-USD | GME | |
|---|---|---|
| Sharpe Ratio | 0.27 | 0.80 |
| Sortino Ratio | 0.73 | 2.38 |
| Omega Ratio | 1.07 | 1.35 |
| Calmar Ratio | 0.04 | 1.38 |
| Martin Ratio | 1.27 | 2.95 |
| Ulcer Index | 11.17% | 41.24% |
| Daily Std Dev | 55.97% | 151.97% |
| Max Drawdown | -92.96% | -93.43% |
| Current Drawdown | -66.77% | -67.98% |
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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.
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
The current volatility for Monero (XMR-USD) is 12.49%, while GameStop Corp. (GME) has a volatility of 17.45%. 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.