XTZ-USD vs. XLM-USD
XTZ-USD (Tezos) and XLM-USD (Stellar) are both cryptocurrencies. Over the past 5 years, XTZ-USD returned -38.86%/yr vs -4.70%/yr for XLM-USD. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
XTZ-USD vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XTZ-USD achieves a -53.52% return, which is significantly lower than XLM-USD's 0.16% 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*
- —
XLM-USD
- 1D
- -4.07%
- 1M
- 35.76%
- YTD
- 0.16%
- 6M
- -8.79%
- 1Y
- -12.17%
- 3Y*
- 30.92%
- 5Y*
- -4.70%
- 10Y*
- 60.44%
XTZ-USD vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between XTZ-USD and XLM-USD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2017 | 0.60 |
The correlation between XTZ-USD and XLM-USD has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
XTZ-USD vs. XLM-USD — Risk / Return Rank
XTZ-USD
XLM-USD
XTZ-USD vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tezos (XTZ-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.
| XTZ-USD | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.04 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.17 | -0.51 |
| Martin ratioReturn relative to average drawdown | -1.03 | -0.24 | -0.79 |
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Drawdowns
XTZ-USD vs. XLM-USD - Drawdown Comparison
The maximum XTZ-USD drawdown since its inception was -97.85%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for XTZ-USD and XLM-USD.
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Drawdown Indicators
| XTZ-USD | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -96.21% | -1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -78.81% | -71.19% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -87.31% | -74.37% | -12.94% |
Max Drawdown (5Y)Largest decline over 5 years | -97.39% | -83.25% | -14.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.21% | — |
Current DrawdownCurrent decline from peak | -97.83% | -77.20% | -20.63% |
Average DrawdownAverage peak-to-trough decline | -79.43% | -72.15% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.36% | 41.86% | -1.50% |
Volatility
XTZ-USD vs. XLM-USD - Volatility Comparison
The current volatility for Tezos (XTZ-USD) is 21.63%, while Stellar (XLM-USD) has a volatility of 45.32%. This indicates that XTZ-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
| XTZ-USD | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.63% | 45.32% | -23.69% |
Volatility (6M)Calculated over the trailing 6-month period | 49.46% | 60.60% | -11.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.43% | 71.63% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.33% | 74.47% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.78% | 112.84% | -7.06% |
Frequently Asked Questions
XTZ-USD and XLM-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.
XLM-USD has higher volatility (45.32%) compared to XTZ-USD (21.63%). In terms of maximum drawdown, XTZ-USD dropped -97.85% vs XLM-USD's -96.21%.
XLM-USD currently has the higher Sharpe Ratio (-0.14 vs -0.62), 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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