XTZ-USD vs. HBAR-USD
XTZ-USD (Tezos) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, XTZ-USD returned -42.35%/yr vs -19.87%/yr for HBAR-USD. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
XTZ-USD vs. HBAR-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XTZ-USD achieves a -59.66% return, which is significantly lower than HBAR-USD's -34.90% return.
XTZ-USD
- 1D
- -0.94%
- 1M
- -7.04%
- 6M
- -57.32%
- YTD
- -59.66%
- 1Y
- -73.60%
- 3Y*
- -37.97%
- 5Y*
- -42.35%
- 10Y*
- —
- ALL TIME*
- -8.58%
HBAR-USD
- 1D
- 0.52%
- 1M
- -2.43%
- 6M
- -25.57%
- YTD
- -34.90%
- 1Y
- -71.33%
- 3Y*
- 9.54%
- 5Y*
- -19.87%
- 10Y*
- —
- ALL TIME*
- -22.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
HBAR-USD HederaHashgraph | $3.13M | $3.59M | $6.49M |
XTZ-USD Tezos | $1.54M | $2.52M | $3.53M |
XTZ-USD vs. HBAR-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XTZ-USD Tezos | -59.66% | -61.50% | 27.16% | 40.92% | -83.50% | 115.68% | 49.46% | 34.51% |
HBAR-USD HederaHashgraph | -34.90% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
Correlation
The correlation between XTZ-USD and HBAR-USD is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.63 |
The correlation between XTZ-USD and HBAR-USD has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
XTZ-USD vs. HBAR-USD — Risk / Return Rank
XTZ-USD
HBAR-USD
XTZ-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-USD) and HederaHashgraph (HBAR-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.
| XTZ-USD | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.81 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.95 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.43 | -1.29 | -0.14 |
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Drawdowns
XTZ-USD vs. HBAR-USD - Drawdown Comparison
The maximum XTZ-USD drawdown since its inception was -98.12%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and HBAR-USD.
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Drawdown Indicators
| XTZ-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.12% | -97.58% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -78.00% | -75.26% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -88.88% | -82.42% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -97.71% | -92.79% | -4.92% |
Current DrawdownCurrent decline from peak | -98.12% | -86.34% | -11.78% |
Average DrawdownAverage peak-to-trough decline | -79.66% | -74.73% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.68% | 37.73% | +3.95% |
Volatility
XTZ-USD vs. HBAR-USD - Volatility Comparison
Tezos (XTZ-USD) has a higher volatility of 20.99% compared to HederaHashgraph (HBAR-USD) at 12.65%. This indicates that XTZ-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTZ-USD | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.99% | 12.65% | +8.34% |
Volatility (6M)Calculated over the trailing 6-month period | 47.24% | 39.09% | +8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.82% | 56.34% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.90% | 84.41% | -7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.33% | 107.62% | -2.29% |
Frequently Asked Questions
XTZ-USD and HBAR-USD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XTZ-USD has higher volatility (20.99%) compared to HBAR-USD (12.65%). In terms of maximum drawdown, XTZ-USD dropped -98.12% vs HBAR-USD's -97.58%.
XTZ-USD currently has the higher Sharpe Ratio (-1.04 vs -1.05), 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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