XRP-USD vs. XLM-USD
Compare and contrast key facts about Ripple (XRP-USD) and Stellar (XLM-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRP-USD or XLM-USD.
Performance
XRP-USD vs. XLM-USD - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with XRP-USD having a 103.33% return and XLM-USD slightly higher at 104.14%.
XRP-USD
103.33%
134.42%
136.68%
104.34%
39.56%
N/A
XLM-USD
104.14%
176.72%
141.34%
122.85%
34.25%
N/A
Key characteristics
| XRP-USD | XLM-USD | |
|---|---|---|
| Sharpe Ratio | 1.90 | 1.56 |
| Sortino Ratio | 2.72 | 2.96 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 0.93 | 0.83 |
| Martin Ratio | 8.58 | 4.83 |
| Ulcer Index | 17.11% | 28.65% |
| Daily Std Dev | 59.82% | 66.34% |
| Max Drawdown | -95.87% | -96.27% |
| Current Drawdown | -62.98% | -70.63% |
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Correlation
The correlation between XRP-USD and XLM-USD is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
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.
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for Ripple (XRP-USD) is 34.71%, while Stellar (XLM-USD) has a volatility of 49.77%. 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.