^NDX vs. XRP-USD
^NDX (NASDAQ 100 Index) is an index, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, ^NDX returned 16.18%/yr vs 5.19%/yr for XRP-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
^NDX vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ^NDX achieves a 17.37% return, which is significantly higher than XRP-USD's -37.47% return.
^NDX
- 1D
- 0.64%
- 1M
- 0.19%
- YTD
- 17.37%
- 6M
- 17.62%
- 1Y
- 37.01%
- 3Y*
- 25.76%
- 5Y*
- 16.18%
- 10Y*
- 20.95%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
^NDX vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NDX NASDAQ 100 Index | 17.37% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between ^NDX and XRP-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
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 | 0.18 |
Over the past year, ^NDX and XRP-USD have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
^NDX vs. XRP-USD — Risk / Return Rank
^NDX
XRP-USD
^NDX vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) 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.
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.
| ^NDX | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.91 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | -0.67 | +3.59 |
| Martin ratioReturn relative to average drawdown | 10.85 | -1.06 | +11.91 |
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Drawdowns
^NDX vs. XRP-USD - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ^NDX and XRP-USD.
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Drawdown Indicators
| ^NDX | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.90% | -95.87% | +12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -69.23% | +57.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.93% | -69.23% | +46.30% |
Max Drawdown (5Y)Largest decline over 5 years | -35.56% | -77.83% | +42.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.56% | — | — |
Current DrawdownCurrent decline from peak | -3.34% | -67.62% | +64.28% |
Average DrawdownAverage peak-to-trough decline | -24.61% | -70.99% | +46.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 43.98% | -40.72% |
Volatility
^NDX vs. XRP-USD - Volatility Comparison
The current volatility for NASDAQ 100 Index (^NDX) is 7.51%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that ^NDX 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
| ^NDX | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 14.05% | -6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 46.30% | -32.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 56.19% | -38.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 72.34% | -49.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 111.77% | -89.16% |
Frequently Asked Questions
^NDX and XRP-USD have a correlation of 0.40, 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 (14.05%) compared to ^NDX (7.51%). In terms of maximum drawdown, ^NDX dropped -82.90% vs XRP-USD's -95.87%.
^NDX currently has the higher Sharpe Ratio (2.05 vs -0.69), 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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