XRP-USD vs. XLM-USD
XRP-USD (XRP) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 10.56%/yr vs -6.05%/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 -39.64% return, which is significantly lower than XLM-USD's -1.95% return.
XRP-USD
- 1D
- -1.63%
- 1M
- -17.70%
- YTD
- -39.64%
- 6M
- -40.70%
- 1Y
- -48.61%
- 3Y*
- 31.57%
- 5Y*
- 10.56%
- 10Y*
- —
XLM-USD
- 1D
- -2.90%
- 1M
- 33.52%
- YTD
- -1.95%
- 6M
- -9.35%
- 1Y
- -19.96%
- 3Y*
- 29.58%
- 5Y*
- -6.05%
- 10Y*
- 59.98%
XRP-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and XLM-USD is 0.84, 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 | 0.84 |
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 0.84 - 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 | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.28 | -0.42 |
| Martin ratioReturn relative to average drawdown | -1.07 | -0.39 | -0.68 |
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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 | -69.23% | -71.19% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -74.37% | +5.14% |
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 | -68.75% | -77.68% | +8.93% |
Average DrawdownAverage peak-to-trough decline | -70.98% | -72.15% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.29% | 40.82% | -1.53% |
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 15.32%, while Stellar (XLM-USD) has a volatility of 45.39%. 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 | 15.32% | 45.39% | -30.07% |
Volatility (6M)Calculated over the trailing 6-month period | 46.08% | 60.60% | -14.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.29% | 71.58% | -15.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.53% | 74.40% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.63% | 112.82% | -1.19% |
Frequently Asked Questions
XRP-USD and XLM-USD have a correlation of 0.84, 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 (45.39%) compared to XRP-USD (15.32%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.23 vs -0.72), 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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