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

Performance

BBAI vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BigBear.ai Holdings, Inc. (BBAI) 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, BBAI achieves a -26.11% return, which is significantly higher than XRP-USD's -38.21% return.


BBAI

1D
-7.42%
1M
-4.55%
YTD
-26.11%
6M
-40.54%
1Y
2.31%
3Y*
25.06%
5Y*
10Y*

XRP-USD

1D
-2.68%
1M
-22.87%
YTD
-38.21%
6M
-46.05%
1Y
-51.05%
3Y*
30.77%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBAI vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBAI
BigBear.ai Holdings, Inc.
-26.11%21.35%107.94%217.65%-88.10%-27.90%
XRP-USD
XRP
-38.21%-11.56%237.88%81.04%-59.10%3.09%

Correlation

The correlation between BBAI and XRP-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.18

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Return for Risk

BBAI vs. XRP-USD — Risk / Return Rank

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

BBAI
BBAI Risk / Return Rank: 4646
Overall Rank
BBAI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 5353
Sortino Ratio Rank
BBAI Omega Ratio Rank: 4848
Omega Ratio Rank
BBAI Calmar Ratio Rank: 4444
Calmar Ratio Rank
BBAI Martin Ratio Rank: 4343
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4949
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for BigBear.ai Holdings, Inc. (BBAI) 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.


BBAIXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.09

0.90

+0.19

Calmar ratioReturn relative to maximum drawdown

0.04

-0.74

+0.77

Martin ratioReturn relative to average drawdown

0.06

-1.18

+1.24

BBAI vs. XRP-USD - Sharpe Ratio Comparison

The current BBAI Sharpe Ratio is 0.02, which is higher than the XRP-USD Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BBAI 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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Sharpe Ratios by Period


BBAIXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

-0.76

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.55

-0.63

Drawdowns

BBAI vs. XRP-USD - Drawdown Comparison

The maximum BBAI drawdown since its inception was -95.01%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for BBAI and XRP-USD.


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Drawdown Indicators


BBAIXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.01%

-95.87%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-65.88%

-69.23%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-75.56%

-69.23%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-68.56%

-68.01%

-0.55%

Average Drawdown

Average peak-to-trough decline

-70.81%

-70.99%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.84%

44.15%

-5.31%

Volatility

BBAI vs. XRP-USD - Volatility Comparison

BigBear.ai Holdings, Inc. (BBAI) has a higher volatility of 25.91% compared to XRP (XRP-USD) at 13.72%. This indicates that BBAI'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


BBAIXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.91%

13.72%

+12.19%

Volatility (6M)

Calculated over the trailing 6-month period

56.72%

46.04%

+10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

97.18%

56.11%

+41.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

174.87%

72.38%

+102.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

174.87%

111.82%

+63.05%

Frequently Asked Questions


BBAI and XRP-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAI has higher volatility (25.91%) compared to XRP-USD (13.72%). In terms of maximum drawdown, BBAI dropped -95.01% vs XRP-USD's -95.87%.

BBAI currently has the higher Sharpe Ratio (0.02 vs -0.76), 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

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