1CS.MI vs. XRP-USD
1CS.MI (AXA SA) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, 1CS.MI returned 18.23%/yr vs 5.86%/yr for XRP-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
1CS.MI vs. XRP-USD - Performance Comparison
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Different Trading Currencies
1CS.MI is traded in EUR, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1CS.MI achieves a 0.98% return, which is significantly higher than XRP-USD's -37.42% return.
1CS.MI
- 1D
- 0.46%
- 1M
- -0.68%
- YTD
- 0.98%
- 6M
- 2.87%
- 1Y
- 0.18%
- 3Y*
- 19.78%
- 5Y*
- 18.23%
- 10Y*
- 13.16%
XRP-USD
- 1D
- 0.00%
- 1M
- -23.02%
- YTD
- -37.42%
- 6M
- -42.70%
- 1Y
- -47.32%
- 3Y*
- 30.25%
- 5Y*
- 5.86%
- 10Y*
- —
1CS.MI vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between 1CS.MI and XRP-USD is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.05 |
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Return for Risk
1CS.MI vs. XRP-USD — Risk / Return Rank
1CS.MI
XRP-USD
1CS.MI vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (1CS.MI) 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.
| 1CS.MI | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.90 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | -0.69 | +0.56 |
| Martin ratioReturn relative to average drawdown | -0.23 | -1.08 | +0.84 |
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Drawdowns
1CS.MI vs. XRP-USD - Drawdown Comparison
The maximum 1CS.MI drawdown since its inception was -81.45%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for 1CS.MI and XRP-USD.
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Drawdown Indicators
| 1CS.MI | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.45% | -95.28% | +13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -68.72% | +55.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -70.38% | +56.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -74.75% | +50.17% |
Max Drawdown (10Y)Largest decline over 10 years | -51.02% | — | — |
Current DrawdownCurrent decline from peak | -3.74% | -69.46% | +65.72% |
Average DrawdownAverage peak-to-trough decline | -22.07% | -69.61% | +47.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 43.82% | -36.15% |
Volatility
1CS.MI vs. XRP-USD - Volatility Comparison
The current volatility for AXA SA (1CS.MI) is 5.71%, while XRP (XRP-USD) has a volatility of 12.97%. This indicates that 1CS.MI 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
| 1CS.MI | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 12.97% | -7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.95% | 45.84% | -26.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.17% | 55.39% | -30.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 71.24% | -47.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.28% | 103.17% | -75.89% |
Frequently Asked Questions
1CS.MI and XRP-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 1CS.MI and XRP-USD
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