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

Correlation

The correlation between XMR-USD and VTI is 0.15, 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. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XMR-USD:

2.50

VTI:

0.65

Sortino Ratio

XMR-USD:

2.69

VTI:

1.08

Omega Ratio

XMR-USD:

1.32

VTI:

1.16

Calmar Ratio

XMR-USD:

1.35

VTI:

0.71

Martin Ratio

XMR-USD:

17.24

VTI:

2.68

Ulcer Index

XMR-USD:

9.76%

VTI:

5.10%

Daily Std Dev

XMR-USD:

50.58%

VTI:

20.25%

Max Drawdown

XMR-USD:

-95.54%

VTI:

-55.45%

Current Drawdown

XMR-USD:

-29.31%

VTI:

-4.19%

Returns By Period

In the year-to-date period, XMR-USD achieves a 76.76% return, which is significantly higher than VTI's 0.21% return. Over the past 10 years, XMR-USD has outperformed VTI with an annualized return of 90.05%, while VTI has yielded a comparatively lower 12.09% annualized return.


XMR-USD

YTD

76.76%

1M

59.07%

6M

126.92%

1Y

159.11%

5Y*

40.33%

10Y*

90.05%

VTI

YTD

0.21%

1M

9.56%

6M

-1.64%

1Y

13.05%

5Y*

16.81%

10Y*

12.09%

*Annualized

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Risk-Adjusted Performance

XMR-USD vs. VTI — 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 9090
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9595
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6565
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Vanguard Total Stock Market ETF (VTI). 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.


The current XMR-USD Sharpe Ratio is 2.50, which is higher than the VTI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XMR-USD and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

XMR-USD vs. VTI - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -95.54%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XMR-USD and VTI. For additional features, visit the drawdowns tool.


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Volatility

XMR-USD vs. VTI - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 15.37% compared to Vanguard Total Stock Market ETF (VTI) at 6.18%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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