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XRP-USD vs. XLM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and XLM-USD is 0.17, 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

XRP-USD vs. XLM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ripple (XRP-USD) and Stellar (XLM-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XRP-USD:

4.21

XLM-USD:

1.78

Sortino Ratio

XRP-USD:

4.86

XLM-USD:

4.23

Omega Ratio

XRP-USD:

1.54

XLM-USD:

1.44

Calmar Ratio

XRP-USD:

7.63

XLM-USD:

4.04

Martin Ratio

XRP-USD:

38.11

XLM-USD:

14.38

Ulcer Index

XRP-USD:

21.61%

XLM-USD:

34.69%

Daily Std Dev

XRP-USD:

81.35%

XLM-USD:

94.68%

Max Drawdown

XRP-USD:

-95.87%

XLM-USD:

-96.27%

Current Drawdown

XRP-USD:

-23.43%

XLM-USD:

-64.88%

Returns By Period

In the year-to-date period, XRP-USD achieves a 24.35% return, which is significantly higher than XLM-USD's -5.11% return. Over the past 10 years, XRP-USD has outperformed XLM-USD with an annualized return of 82.48%, while XLM-USD has yielded a comparatively lower 61.72% annualized return.


XRP-USD

YTD

24.35%

1M

21.62%

6M

274.71%

1Y

417.43%

5Y*

67.08%

10Y*

82.48%

XLM-USD

YTD

-5.11%

1M

31.20%

6M

153.15%

1Y

209.01%

5Y*

36.12%

10Y*

61.72%

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. XLM-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9595
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9292
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.

XRP-USD vs. XLM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Stellar (XLM-USD). 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 XRP-USD Sharpe Ratio is 4.21, which is higher than the XLM-USD Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XRP-USD and XLM-USD, 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

XRP-USD vs. XLM-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum XLM-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for XRP-USD and XLM-USD. For additional features, visit the drawdowns tool.


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Volatility

XRP-USD vs. XLM-USD - Volatility Comparison

The current volatility for Ripple (XRP-USD) is 15.82%, while Stellar (XLM-USD) has a volatility of 18.02%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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