XMR-USD vs. ^GSPC
Compare and contrast key facts about Monero (XMR-USD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or ^GSPC.
Performance
XMR-USD vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, XMR-USD achieves a -5.35% return, which is significantly lower than ^GSPC's 23.56% return.
XMR-USD
-5.35%
-2.68%
15.66%
-4.86%
21.81%
N/A
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| XMR-USD | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.21 | 2.51 |
| Sortino Ratio | 0.66 | 3.36 |
| Omega Ratio | 1.07 | 1.47 |
| Calmar Ratio | 0.03 | 3.62 |
| Martin Ratio | 0.90 | 16.12 |
| Ulcer Index | 12.34% | 1.91% |
| Daily Std Dev | 55.94% | 12.27% |
| Max Drawdown | -92.96% | -56.78% |
| Current Drawdown | -67.70% | -1.80% |
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Correlation
The correlation between XMR-USD and ^GSPC 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.
Risk-Adjusted Performance
XMR-USD vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -92.96%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XMR-USD and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XMR-USD vs. ^GSPC - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 13.13% compared to S&P 500 (^GSPC) at 4.03%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.