XRP-USD vs. XLM-USD
XRP-USD (XRP) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 11.48%/yr vs -5.50%/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 -41.91% return, which is significantly lower than XLM-USD's -9.88% return.
XRP-USD
- 1D
- -1.58%
- 1M
- -7.14%
- 6M
- -47.94%
- YTD
- -41.91%
- 1Y
- -62.35%
- 3Y*
- 14.13%
- 5Y*
- 11.48%
- 10Y*
- —
XLM-USD
- 1D
- -2.92%
- 1M
- -3.26%
- 6M
- -17.43%
- YTD
- -9.88%
- 1Y
- -61.58%
- 3Y*
- 10.26%
- 5Y*
- -5.50%
- 10Y*
- 57.08%
XRP-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and XLM-USD is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year 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.
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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 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 | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.89 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.86 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.29 | -1.17 | -0.13 |
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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 -96.21%. 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 | -70.77% | -71.19% | +0.42% |
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 | -69.93% | -79.49% | +9.56% |
Average DrawdownAverage peak-to-trough decline | -70.97% | -72.18% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.18% | 37.26% | +2.92% |
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 11.79%, while Stellar (XLM-USD) has a volatility of 21.90%. 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.
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Volatility by Period
| XRP-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.79% | 21.90% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 43.96% | 60.57% | -16.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.41% | 68.81% | -13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.25% | 74.29% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.33% | 112.20% | -0.87% |
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 (21.90%) compared to XRP-USD (11.79%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.77 vs -0.94), 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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