AAPL vs. XRP-USD
AAPL (Apple Inc) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, AAPL returned 18.59%/yr vs 5.19%/yr for XRP-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
AAPL vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than XRP-USD's -37.47% return.
AAPL
- 1D
- -1.52%
- 1M
- -2.37%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 48.78%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
AAPL vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between AAPL and XRP-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.13 |
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Return for Risk
AAPL vs. XRP-USD — Risk / Return Rank
AAPL
XRP-USD
AAPL vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) 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.
| AAPL | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +3.78 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.91 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | -0.67 | +4.07 |
| Martin ratioReturn relative to average drawdown | 8.47 | -1.06 | +9.53 |
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Drawdowns
AAPL vs. XRP-USD - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for AAPL and XRP-USD.
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Drawdown Indicators
| AAPL | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -95.87% | +14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -69.23% | +55.43% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -69.23% | +35.87% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -77.83% | +44.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | -67.62% | +59.98% |
Average DrawdownAverage peak-to-trough decline | -29.59% | -70.99% | +41.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 43.98% | -38.45% |
Volatility
AAPL vs. XRP-USD - Volatility Comparison
The current volatility for Apple Inc (AAPL) is 6.73%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that AAPL 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
| AAPL | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 14.05% | -7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 46.30% | -29.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 56.19% | -33.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 72.34% | -44.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 111.77% | -82.85% |
Frequently Asked Questions
AAPL and XRP-USD have a correlation of 0.16, 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 AAPL (6.73%). In terms of maximum drawdown, AAPL dropped -81.80% vs XRP-USD's -95.87%.
AAPL currently has the higher Sharpe Ratio (2.07 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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