XTZ-USD vs. DJT

Last updated Jun 23, 2026

XTZ-USD (Tezos) is a cryptocurrency, while DJT (Trump Media & Technology Group Corp.) is a stock. Over the past 3 years, XTZ-USD returned -33.96%/yr vs -13.30%/yr for DJT. At a 0.15 correlation, their price movements are largely independent.

Performance

XTZ-USD vs. DJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tezos (XTZ-USD) and Trump Media & Technology Group Corp. (DJT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XTZ-USD achieves a -53.52% return, which is significantly lower than DJT's -38.67% return.

XTZ-USD

• 1D: 0.22%
• 1M: -33.47%
• YTD: -53.52%
• 6M: -48.17%
• 1Y: -53.71%
• 3Y*: -33.96%
• 5Y*: -38.86%
• 10Y*: —

DJT

• 1D: -4.36%
• 1M: 2.14%
• YTD: -38.67%
• 6M: -43.65%
• 1Y: -54.46%
• 3Y*: -13.30%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XTZ-USD vs. DJT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XTZ-USD Tezos	-53.52%	-61.50%	27.16%	40.92%	-83.50%	-23.05%
DJT Trump Media & Technology Group Corp.	-38.67%	-61.17%	94.86%	16.67%	-70.83%	221.44%

Correlation

The correlation between XTZ-USD and DJT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021	0.15

Return for Risk

XTZ-USD vs. DJT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XTZ-USD

XTZ-USD Risk / Return Rank: 48
XTZ-USD Sharpe Ratio Rank: 50
XTZ-USD Sortino Ratio Rank: 45
XTZ-USD Omega Ratio Rank: 46
XTZ-USD Calmar Ratio Rank: 50
XTZ-USD Martin Ratio Rank: 51

DJT

DJT Risk / Return Rank: 8
DJT Sharpe Ratio Rank: 9
DJT Sortino Ratio Rank: 7
DJT Omega Ratio Rank: 9
DJT Calmar Ratio Rank: 7
DJT Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XTZ-USD vs. DJT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-USD) and Trump Media & Technology Group Corp. (DJT). 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.

	XTZ-USD	DJT	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	-0.81	+0.19
Sortino ratio: Return per unit of downside risk	-0.81	-1.41	+0.60
Omega ratio: Gain probability vs. loss probability	0.92	0.85	+0.07
Calmar ratio: Return relative to maximum drawdown	-0.68	-0.90	+0.22
Martin ratio: Return relative to average drawdown	-1.03	-1.43	+0.40

XTZ-USD vs. DJT - Sharpe Ratio Comparison

The current XTZ-USD Sharpe Ratio is -0.63, which is comparable to the DJT Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of XTZ-USD and DJT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XTZ-USD vs. DJT - Drawdown Comparison

The maximum XTZ-USD drawdown since its inception was -97.85%, which is greater than DJT's maximum drawdown of -92.01%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and DJT.

Drawdown Indicators

	XTZ-USD	DJT	Difference
Max Drawdown Largest peak-to-trough decline	-97.85%	-92.01%	-5.84%
Max Drawdown (1Y) Largest decline over 1 year	-78.81%	-60.78%	-18.03%
Max Drawdown (3Y) Largest decline over 3 years	-87.31%	-88.24%	+0.93%
Max Drawdown (5Y) Largest decline over 5 years	-97.39%	—	—
Current Drawdown Current decline from peak	-97.83%	-91.68%	-6.15%
Average Drawdown Average peak-to-trough decline	-79.43%	-71.73%	-7.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.36%	38.03%	+2.33%

Volatility

XTZ-USD vs. DJT - Volatility Comparison

Tezos (XTZ-USD) has a higher volatility of 21.63% compared to Trump Media & Technology Group Corp. (DJT) at 19.37%. This indicates that XTZ-USD's price experiences larger fluctuations and is considered to be riskier than DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XTZ-USD	DJT	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.63%	19.37%	+2.26%
Volatility (6M) Calculated over the trailing 6-month period	49.46%	56.01%	-6.55%
Volatility (1Y) Calculated over the trailing 1-year period	71.43%	67.47%	+3.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.33%	204.48%	-127.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	105.78%	204.48%	-98.70%

Frequently Asked Questions

Can I hold both XTZ-USD and DJT in my portfolio?

XTZ-USD and DJT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XTZ-USD or DJT?

XTZ-USD has higher volatility (21.63%) compared to DJT (19.37%). In terms of maximum drawdown, XTZ-USD dropped -97.85% vs DJT's -92.01%.

Which has better risk-adjusted returns?

XTZ-USD currently has the higher Sharpe Ratio (-0.62 vs -0.81), 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.