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

Performance

AMZN vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) 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, AMZN achieves a 3.35% return, which is significantly higher than XRP-USD's -37.47% return.


AMZN

1D
-1.23%
1M
-10.73%
YTD
3.35%
6M
5.46%
1Y
12.47%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%

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)

AMZN vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
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 AMZN and XRP-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.16

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

0.19

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

0.12

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Return for Risk

AMZN vs. XRP-USD — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) 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.


AMZNXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.09

0.91

+0.18

Calmar ratioReturn relative to maximum drawdown

0.55

-0.67

+1.22

Martin ratioReturn relative to average drawdown

1.29

-1.06

+2.35

AMZN vs. XRP-USD - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of AMZN 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

AMZN vs. XRP-USD - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for AMZN and XRP-USD.


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Drawdown Indicators


AMZNXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-95.87%

+1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-69.23%

+47.49%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-69.23%

+38.35%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-77.83%

+21.68%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-13.25%

-67.62%

+54.37%

Average Drawdown

Average peak-to-trough decline

-28.19%

-70.99%

+42.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

43.98%

-34.77%

Volatility

AMZN vs. XRP-USD - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that AMZN 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


AMZNXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

14.05%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

20.73%

46.30%

-25.57%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

56.19%

-26.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

72.34%

-36.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

111.77%

-79.29%

Frequently Asked Questions


AMZN and XRP-USD have a correlation of 0.21, 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 AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs XRP-USD's -95.87%.

AMZN currently has the higher Sharpe Ratio (0.40 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 AMZN 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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