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XMR-USD vs. XAGUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMR-USD vs. XAGUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) and Silver Spot Price US Dollar (XAGUSD=X). 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 -19.20% return, which is significantly lower than XAGUSD=X's -2.84% return. Over the past 10 years, XMR-USD has outperformed XAGUSD=X with an annualized return of 69.46%, while XAGUSD=X has yielded a comparatively lower 14.87% annualized return.


XMR-USD

1D
2.72%
1M
-9.86%
YTD
-19.20%
6M
-14.39%
1Y
11.30%
3Y*
37.50%
5Y*
5.92%
10Y*
69.46%

XAGUSD=X

1D
-0.84%
1M
-8.15%
YTD
-2.84%
6M
8.99%
1Y
92.53%
3Y*
42.37%
5Y*
20.94%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. XAGUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-19.20%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
XAGUSD=X
Silver Spot Price US Dollar
-2.84%148.50%21.59%-0.79%2.85%-11.48%47.14%15.71%-8.76%6.61%

Correlation

The correlation between XMR-USD and XAGUSD=X is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.11

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

0.14

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

0.09

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Return for Risk

XMR-USD vs. XAGUSD=X — 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: 9292
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8888
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
Martin Ratio Rank

XAGUSD=X
XAGUSD=X Risk / Return Rank: 8686
Overall Rank
XAGUSD=X Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XAGUSD=X Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAGUSD=X Omega Ratio Rank: 9393
Omega Ratio Rank
XAGUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
XAGUSD=X Martin Ratio Rank: 7878
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. XAGUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and Silver Spot Price US Dollar (XAGUSD=X). 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-USDXAGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratioReturn relative to maximum drawdown

0.19

1.52

-1.32

Martin ratioReturn relative to average drawdown

0.35

3.28

-2.93

XMR-USD vs. XAGUSD=X - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is 0.14, which is lower than the XAGUSD=X Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XMR-USD and XAGUSD=X, 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. XAGUSD=X - Drawdown Comparison

The maximum XMR-USD drawdown since its inception was -95.68%, which is greater than XAGUSD=X's maximum drawdown of -75.36%. Use the drawdown chart below to compare losses from any high point for XMR-USD and XAGUSD=X.


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Drawdown Indicators


XMR-USDXAGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-75.36%

-20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

-45.83%

-13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-58.97%

-45.83%

-13.14%

Max Drawdown (5Y)

Largest decline over 5 years

-67.28%

-45.83%

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-93.09%

-45.83%

-47.26%

Current Drawdown

Current decline from peak

-50.80%

-40.23%

-10.57%

Average Drawdown

Average peak-to-trough decline

-62.52%

-44.71%

-17.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.75%

23.54%

+14.21%

Volatility

XMR-USD vs. XAGUSD=X - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 36.71% compared to Silver Spot Price US Dollar (XAGUSD=X) at 14.21%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than XAGUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMR-USDXAGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.71%

14.21%

+22.50%

Volatility (6M)

Calculated over the trailing 6-month period

69.75%

56.42%

+13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

69.27%

54.53%

+14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.31%

35.04%

+27.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.78%

31.24%

+56.54%

Frequently Asked Questions


XMR-USD and XAGUSD=X have a correlation of 0.06, 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 (36.71%) compared to XAGUSD=X (14.21%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs XAGUSD=X's -75.36%.

XAGUSD=X currently has the higher Sharpe Ratio (1.27 vs 0.14), 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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