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AMD vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AMD vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMD achieves a 138.87% return, which is significantly higher than XRP-USD's -37.47% return.


AMD

1D
4.73%
1M
13.76%
YTD
138.87%
6M
142.70%
1Y
340.40%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%

XRP-USD

1D
1.46%
1M
-22.57%
YTD
-37.47%
6M
-43.16%
1Y
-46.47%
3Y*
33.79%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%
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 AMD and XRP-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.22

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

0.26

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

0.15

Over the past year, AMD and XRP-USD have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

AMD vs. XRP-USD — Risk / Return Rank

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

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
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.

AMD vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) 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.


AMDXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+5.70

Sortino ratioReturn per unit of downside risk

+5.39

Omega ratioGain probability vs. loss probability

1.60

0.91

+0.69

Calmar ratioReturn relative to maximum drawdown

12.04

-0.67

+12.71

Martin ratioReturn relative to average drawdown

24.74

-1.06

+25.80

AMD vs. XRP-USD - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 5.01, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of AMD 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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Drawdowns

AMD vs. XRP-USD - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.59%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for AMD and XRP-USD.


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Drawdown Indicators


AMDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-95.87%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-27.76%

-69.23%

+41.47%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

-69.23%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

-77.83%

+12.38%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

Current Drawdown

Current decline from peak

-5.70%

-67.62%

+61.92%

Average Drawdown

Average peak-to-trough decline

-56.65%

-70.99%

+14.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.48%

43.98%

-30.50%

Volatility

AMD vs. XRP-USD - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.71% compared to XRP (XRP-USD) at 14.05%. This indicates that AMD'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


AMDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.71%

14.05%

+8.66%

Volatility (6M)

Calculated over the trailing 6-month period

50.12%

46.30%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

66.74%

56.19%

+10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.71%

72.34%

-16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.99%

111.77%

-54.78%

Frequently Asked Questions


AMD and XRP-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMD has higher volatility (22.71%) compared to XRP-USD (14.05%). In terms of maximum drawdown, AMD dropped -96.59% vs XRP-USD's -95.87%.

AMD currently has the higher Sharpe Ratio (5.01 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.

Portfolio Optimizer

Find the right allocation for AMD and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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