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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:

3.25

XLM-USD:

1.30

Sortino Ratio

XRP-USD:

4.19

XLM-USD:

3.59

Omega Ratio

XRP-USD:

1.46

XLM-USD:

1.37

Calmar Ratio

XRP-USD:

4.78

XLM-USD:

2.38

Martin Ratio

XRP-USD:

23.90

XLM-USD:

8.62

Ulcer Index

XRP-USD:

22.96%

XLM-USD:

37.14%

Daily Std Dev

XRP-USD:

81.72%

XLM-USD:

94.86%

Max Drawdown

XRP-USD:

-95.87%

XLM-USD:

-96.27%

Current Drawdown

XRP-USD:

-35.61%

XLM-USD:

-70.52%

Returns By Period

In the year-to-date period, XRP-USD achieves a 4.56% return, which is significantly higher than XLM-USD's -20.33% return. Over the past 10 years, XRP-USD has outperformed XLM-USD with an annualized return of 75.14%, while XLM-USD has yielded a comparatively lower 56.34% annualized return.


XRP-USD

YTD

4.56%

1M

-1.57%

6M

-6.26%

1Y

319.64%

3Y*

76.13%

5Y*

59.57%

10Y*

75.14%

XLM-USD

YTD

-20.33%

1M

-3.87%

6M

-53.59%

1Y

148.54%

3Y*

24.46%

5Y*

28.47%

10Y*

56.34%

*Annualized

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Ripple

Stellar

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
Martin Ratio Rank

XLM-USD
The Risk-Adjusted Performance Rank of XLM-USD is 9393
Overall Rank
The Sharpe Ratio Rank of XLM-USD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XLM-USD is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XLM-USD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XLM-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XLM-USD is 9191
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 3.25, which is higher than the XLM-USD Sharpe Ratio of 1.30. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XRP-USD vs. XLM-USD - Volatility Comparison

Ripple (XRP-USD) and Stellar (XLM-USD) have volatilities of 18.52% and 19.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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