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^N225 vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

^N225 vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a ¥10,000 investment in Nikkei 225 (^N225) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^N225 is traded in JPY, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to JPY using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^N225 achieves a 27.57% return, which is significantly higher than XRP-USD's -35.89% return.


^N225

1D
-3.56%
1M
2.40%
YTD
27.57%
6M
26.96%
1Y
70.16%
3Y*
25.79%
5Y*
17.27%
10Y*
14.49%

XRP-USD

1D
-0.16%
1M
-16.76%
YTD
-35.89%
6M
-42.77%
1Y
-43.56%
3Y*
35.12%
5Y*
12.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^N225 vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^N225
Nikkei 225
27.57%26.18%19.22%28.24%-9.37%4.91%16.01%18.20%-12.08%19.10%
XRP-USD
XRP
-35.89%-11.82%272.42%94.18%-52.71%321.40%8.34%-45.84%-84.49%35,500.40%

Correlation

The correlation between ^N225 and XRP-USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

-0.01

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Return for Risk

^N225 vs. XRP-USD — Risk / Return Rank

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

^N225
^N225 Risk / Return Rank: 9494
Overall Rank
^N225 Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9393
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9595
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9595
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
Martin Ratio Rank
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.

^N225 vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) 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.


^N225XRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.53

Sortino ratioReturn per unit of downside risk

+4.59

Omega ratioGain probability vs. loss probability

1.48

0.92

+0.56

Calmar ratioReturn relative to maximum drawdown

5.46

-0.66

+6.12

Martin ratioReturn relative to average drawdown

19.16

-1.06

+20.22

^N225 vs. XRP-USD - Sharpe Ratio Comparison

The current ^N225 Sharpe Ratio is 2.89, which is higher than the XRP-USD Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ^N225 and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^N225XRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

-0.64

+3.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.15

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.65

-0.35

Drawdowns

^N225 vs. XRP-USD - Drawdown Comparison

The maximum ^N225 drawdown since its inception was -81.87%, smaller than the maximum XRP-USD drawdown of -95.95%. Use the drawdown chart below to compare losses from any high point for ^N225 and XRP-USD.


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Drawdown Indicators


^N225XRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-81.87%

-95.95%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-66.39%

+53.16%

Max Drawdown (3Y)

Largest decline over 3 years

-26.26%

-66.39%

+40.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-72.97%

+46.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

Current Drawdown

Current decline from peak

-6.11%

-64.67%

+58.56%

Average Drawdown

Average peak-to-trough decline

-35.65%

-68.61%

+32.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

40.94%

-37.23%

Volatility

^N225 vs. XRP-USD - Volatility Comparison

The current volatility for Nikkei 225 (^N225) is 8.16%, while XRP (XRP-USD) has a volatility of 13.96%. This indicates that ^N225 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.


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Volatility by Period


^N225XRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

13.96%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

46.44%

-26.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

56.52%

-31.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

72.02%

-49.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

103.62%

-82.74%

Frequently Asked Questions


^N225 and XRP-USD have a correlation of 0.04, 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 (13.96%) compared to ^N225 (8.16%). In terms of maximum drawdown, ^N225 dropped -81.87% vs XRP-USD's -95.95%.

^N225 currently has the higher Sharpe Ratio (2.89 vs -0.64), 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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