XRP-USD vs. XLM-USD
Compare and contrast key facts about Ripple (XRP-USD) and Stellar (XLM-USD).
Performance
XRP-USD vs. XLM-USD - Performance Comparison
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XRP-USD vs. XLM-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, XRP-USD achieves a -28.48% return, which is significantly lower than XLM-USD's -18.72% return.
XRP-USD
- 1D
- -2.42%
- 1M
- -3.34%
- YTD
- -28.48%
- 6M
- -56.73%
- 1Y
- -35.00%
- 3Y*
- 38.33%
- 5Y*
- 17.35%
- 10Y*
- —
XLM-USD
- 1D
- -3.63%
- 1M
- 7.63%
- YTD
- -18.72%
- 6M
- -60.10%
- 1Y
- -36.80%
- 3Y*
- 15.25%
- 5Y*
- -16.77%
- 10Y*
- 53.22%
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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 | -0.49 | -0.49 | 0.00 |
Sortino ratioReturn per unit of downside risk | -0.36 | -0.37 | +0.01 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.97 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | -1.13 | -1.11 | -0.02 |
Martin ratioReturn relative to average drawdown | -1.90 | -1.69 | -0.21 |
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 | -0.49 | -0.49 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.18 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.32 | +0.25 |
Correlation
The correlation between XRP-USD and XLM-USD is 0.75, 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.
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% | -70.49% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -83.25% | -90.35% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -62.97% | -81.50% | +18.53% |
Average DrawdownAverage peak-to-trough decline | -71.20% | -72.00% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.80% | 44.31% | -6.51% |
Volatility
XRP-USD vs. XLM-USD - Volatility Comparison
The current volatility for Ripple (XRP-USD) is 13.05%, while Stellar (XLM-USD) has a volatility of 15.66%. 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 | 13.05% | 15.66% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 53.60% | 49.47% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.67% | 62.78% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.32% | 77.57% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.80% | 112.23% | +0.57% |