^GSPC vs. XRP-USD
^GSPC (S&P 500 Index) is an index, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, ^GSPC returned 11.91%/yr vs 4.64%/yr for XRP-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
^GSPC vs. XRP-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ^GSPC achieves a 8.18% return, which is significantly higher than XRP-USD's -37.24% return.
^GSPC
- 1D
- 0.30%
- 1M
- 0.09%
- YTD
- 8.18%
- 6M
- 8.17%
- 1Y
- 23.42%
- 3Y*
- 19.88%
- 5Y*
- 11.91%
- 10Y*
- 13.45%
XRP-USD
- 1D
- -0.09%
- 1M
- -18.75%
- YTD
- -37.24%
- 6M
- -44.31%
- 1Y
- -49.12%
- 3Y*
- 28.98%
- 5Y*
- 4.64%
- 10Y*
- —
^GSPC vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 8.18% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
XRP-USD XRP | -37.24% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between ^GSPC and XRP-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.19 |
The correlation between ^GSPC and XRP-USD shifts across timeframes, from 0.19 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
^GSPC vs. XRP-USD — Risk / Return Rank
^GSPC
XRP-USD
^GSPC vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and XRP (XRP-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.
| ^GSPC | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.90 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | -0.71 | +3.30 |
| Martin ratioReturn relative to average drawdown | 11.84 | -1.13 | +12.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ^GSPC | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | -0.73 | +2.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.05 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.54 | -0.07 |
Drawdowns
^GSPC vs. XRP-USD - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ^GSPC and XRP-USD.
Loading charts...
Drawdown Indicators
| ^GSPC | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -95.87% | +39.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -69.23% | +60.13% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -69.23% | +50.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -77.83% | +52.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -67.51% | +64.83% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -71.01% | +60.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 43.98% | -42.00% |
Volatility
^GSPC vs. XRP-USD - Volatility Comparison
The current volatility for S&P 500 Index (^GSPC) is 3.80%, while XRP (XRP-USD) has a volatility of 14.20%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ^GSPC | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 14.20% | -10.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 46.00% | -36.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 56.17% | -44.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 72.40% | -55.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 111.80% | -93.71% |
Frequently Asked Questions
^GSPC and XRP-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRP-USD has higher volatility (14.20%) compared to ^GSPC (3.80%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs XRP-USD's -95.87%.
^GSPC currently has the higher Sharpe Ratio (1.94 vs -0.73), 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.
Find the right allocation for ^GSPC and XRP-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer