XRP-USD vs. XLM-USD
XRP-USD (Ripple) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 3.18%/yr vs -12.02%/yr for XLM-USD. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
XRP-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -33.53% return, which is significantly lower than XLM-USD's 11.65% return.
XRP-USD
- 1D
- -5.64%
- 1M
- -11.94%
- YTD
- -33.53%
- 6M
- -43.24%
- 1Y
- -44.38%
- 3Y*
- 33.02%
- 5Y*
- 3.18%
- 10Y*
- —
XLM-USD
- 1D
- -7.70%
- 1M
- 41.93%
- YTD
- 11.65%
- 6M
- -12.01%
- 1Y
- -17.61%
- 3Y*
- 34.58%
- 5Y*
- -12.02%
- 10Y*
- 64.67%
XRP-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and XLM-USD is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.75 |
The correlation between XRP-USD and XLM-USD shifts across timeframes, from 0.75 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. XLM-USD — Risk / Return Rank
XRP-USD
XLM-USD
XRP-USD vs. XLM-USD - Risk-Adjusted Trends 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.
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | -0.21 | -0.45 |
Sortino ratioReturn per unit of downside risk | -0.78 | 0.30 | -1.08 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.03 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -1.17 | -0.78 | -0.39 |
Martin ratioReturn relative to average drawdown | -1.64 | -1.02 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.13 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.20 |
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 -96.21%. Use the drawdown chart below to compare losses from any high point for XRP-USD and XLM-USD.
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Drawdown Indicators
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -96.21% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -65.87% | -71.19% | +5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -65.87% | -74.37% | +8.50% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -83.25% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -65.59% | -74.58% | +8.99% |
Average DrawdownAverage peak-to-trough decline | -71.02% | -72.13% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.91% | 49.35% | -6.44% |
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for Ripple (XRP-USD) is 11.58%, while Stellar (XLM-USD) has a volatility of 41.64%. 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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Volatility by Period
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.58% | 41.64% | -30.06% |
Volatility (6M)Calculated over the trailing 6-month period | 45.44% | 58.41% | -12.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.91% | 70.00% | -14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.47% | 74.86% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.87% | 112.79% | -0.92% |
Frequently Asked Questions
XRP-USD and XLM-USD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (41.64%) compared to XRP-USD (11.58%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.21 vs -0.66), 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.
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