XRP-USD vs. XLM-USD
XRP-USD (XRP) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 8.66%/yr vs -8.75%/yr for XLM-USD. Their 0.75 correlation means they have sometimes moved together and sometimes differently.
Performance
XRP-USD vs. XLM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XRP-USD achieves a -41.30% return, which is significantly lower than XLM-USD's -13.58% return.
XRP-USD
- 1D
- 1.87%
- 1M
- -4.80%
- 6M
- -32.08%
- YTD
- -41.30%
- 1Y
- -61.01%
- 3Y*
- 17.67%
- 5Y*
- 8.66%
- 10Y*
- —
- ALL TIME*
- 71.95%
XLM-USD
- 1D
- 1.60%
- 1M
- -14.93%
- 6M
- -0.79%
- YTD
- -13.58%
- 1Y
- -52.73%
- 3Y*
- 7.67%
- 5Y*
- -8.75%
- 10Y*
- 57.36%
- ALL TIME*
- 40.35%
Liquidity Comparison
XRP-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and XLM-USD is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.75 |
The correlation between XRP-USD and XLM-USD has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 XRP (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.
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.
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.92 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.77 | -0.12 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.04 | -0.24 |
Loading charts...
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.
Loading charts...
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 | -68.73% | -68.28% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -70.77% | -74.37% | +3.60% |
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 | -69.61% | -80.33% | +10.72% |
Average DrawdownAverage peak-to-trough decline | -70.96% | -72.21% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.01% | 29.79% | +9.22% |
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 9.95%, while Stellar (XLM-USD) has a volatility of 12.90%. 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.
Loading charts...
Volatility by Period
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 12.90% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 42.62% | 59.13% | -16.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.22% | 65.52% | -12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.99% | 73.97% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.04% | 112.04% | -1.00% |
Frequently Asked Questions
XRP-USD and XLM-USD have a correlation of 0.83, 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 (12.90%) compared to XRP-USD (9.95%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.67 vs -0.96), 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.
Find the right allocation for XRP-USD and XLM-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer