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

Correlation

The correlation between XMR-USD and VTI is 0.16, 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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.58%
10.22%
XMR-USD
VTI

Key characteristics

Sharpe Ratio

XMR-USD:

1.53

VTI:

2.10

Sortino Ratio

XMR-USD:

2.03

VTI:

2.80

Omega Ratio

XMR-USD:

1.24

VTI:

1.39

Calmar Ratio

XMR-USD:

0.62

VTI:

3.14

Martin Ratio

XMR-USD:

9.34

VTI:

13.44

Ulcer Index

XMR-USD:

10.40%

VTI:

2.00%

Daily Std Dev

XMR-USD:

62.57%

VTI:

12.79%

Max Drawdown

XMR-USD:

-92.96%

VTI:

-55.45%

Current Drawdown

XMR-USD:

-59.36%

VTI:

-3.03%

Returns By Period

In the year-to-date period, XMR-USD achieves a 19.08% return, which is significantly lower than VTI's 24.89% return.


XMR-USD

YTD

19.08%

1M

22.29%

6M

17.85%

1Y

11.12%

5Y*

32.95%

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for XMR-USD, currently valued at 1.53, compared to the broader market0.001.002.003.004.005.001.531.87
The chart of Sortino ratio for XMR-USD, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.032.47
The chart of Omega ratio for XMR-USD, currently valued at 1.24, compared to the broader market1.001.201.401.241.35
The chart of Calmar ratio for XMR-USD, currently valued at 0.62, compared to the broader market1.002.003.004.000.620.87
The chart of Martin ratio for XMR-USD, currently valued at 9.34, compared to the broader market0.0010.0020.0030.0040.009.3412.52
XMR-USD
VTI

The current XMR-USD Sharpe Ratio is 1.53, which is comparable to the VTI Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.53
1.87
XMR-USD
VTI

Drawdowns

XMR-USD vs. VTI - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -92.96%, 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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.36%
-3.03%
XMR-USD
VTI

Volatility

XMR-USD vs. VTI - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 35.85% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.85%
3.97%
XMR-USD
VTI
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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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