PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Ripple (XRP-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ripple

Popular comparisons: XRP-USD vs. BTC-USD, XRP-USD vs. DOGE-USD, XRP-USD vs. XLM-USD, XRP-USD vs. USD=X, XRP-USD vs. AVAX-USD, XRP-USD vs. COMP, XRP-USD vs. LTC-USD, XRP-USD vs. DOT-USD, XRP-USD vs. AAPL, XRP-USD vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ripple, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%December2024FebruaryMarchAprilMay
137.82%
100.71%
XRP-USD (Ripple)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ripple had a return of -15.89% year-to-date (YTD) and 20.32% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-15.89%8.76%
1 month-15.96%-0.28%
6 months-24.83%18.36%
1 year20.32%25.94%
5 years (annualized)11.48%12.51%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-18.17%16.52%7.32%-20.53%
202316.47%1.01%1.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XRP-USD is 10, indicating that it is in the bottom 10% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XRP-USD is 1010
XRP-USD (Ripple)
The Sharpe Ratio Rank of XRP-USD is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 1010Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 1010Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 99Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 1111Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ripple (XRP-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XRP-USD
Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.00-0.05
Sortino ratio
The chart of Sortino ratio for XRP-USD, currently valued at 0.35, compared to the broader market0.001.002.003.004.005.000.35
Omega ratio
The chart of Omega ratio for XRP-USD, currently valued at 1.04, compared to the broader market1.001.101.201.301.401.501.04
Calmar ratio
The chart of Calmar ratio for XRP-USD, currently valued at 0.01, compared to the broader market2.004.006.008.0010.0012.0014.000.01
Martin ratio
The chart of Martin ratio for XRP-USD, currently valued at -0.18, compared to the broader market0.0020.0040.0060.0080.00-0.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.001.002.003.004.005.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.101.201.301.401.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market2.004.006.008.0010.0012.0014.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.40

Sharpe Ratio

The current Ripple Sharpe ratio is -0.05. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ripple with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.05
2.19
XRP-USD (Ripple)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-84.69%
-1.27%
XRP-USD (Ripple)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ripple. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ripple was 95.87%, occurring on Mar 12, 2020. The portfolio has not yet recovered.

The current Ripple drawdown is 84.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.87%Jan 8, 2018795Mar 12, 2020
-25.52%Nov 29, 20179Dec 7, 20175Dec 12, 201714
-15.72%Dec 15, 20173Dec 17, 20174Dec 21, 20177
-12.5%Dec 22, 20173Dec 24, 20173Dec 27, 20176
-9.26%Nov 10, 20173Nov 12, 20174Nov 16, 20177

Volatility

Volatility Chart

The current Ripple volatility is 20.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
20.99%
4.08%
XRP-USD (Ripple)
Benchmark (^GSPC)