ADBE vs. XRP-USD
ADBE (Adobe Inc) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, ADBE returned -17.73%/yr vs 5.19%/yr for XRP-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
ADBE vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than XRP-USD's -37.47% return.
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
ADBE vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between ADBE and XRP-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.12 |
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Return for Risk
ADBE vs. XRP-USD — Risk / Return Rank
ADBE
XRP-USD
ADBE vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.
| ADBE | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.91 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -0.67 | -0.36 |
| Martin ratioReturn relative to average drawdown | -1.99 | -1.06 | -0.93 |
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Drawdowns
ADBE vs. XRP-USD - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ADBE and XRP-USD.
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Drawdown Indicators
| ADBE | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -95.87% | +15.98% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -69.23% | +20.02% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -69.23% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -77.83% | +7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | — | — |
Current DrawdownCurrent decline from peak | -70.36% | -67.62% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -70.99% | +45.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 43.98% | -16.67% |
Volatility
ADBE vs. XRP-USD - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 16.64% compared to XRP (XRP-USD) at 14.05%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier 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
| ADBE | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 14.05% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 46.30% | -17.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 56.19% | -21.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 72.34% | -35.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 111.77% | -77.29% |
Frequently Asked Questions
ADBE and XRP-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (16.64%) compared to XRP-USD (14.05%). In terms of maximum drawdown, ADBE dropped -79.89% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-0.69 vs -1.45), 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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