PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BTC-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTC-USD and XRP-USD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

BTC-USD vs. XRP-USD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
62.37%
412.15%
BTC-USD
XRP-USD

Key characteristics

Sharpe Ratio

BTC-USD:

2.39

XRP-USD:

14.34

Sortino Ratio

BTC-USD:

3.05

XRP-USD:

6.73

Omega Ratio

BTC-USD:

1.30

XRP-USD:

1.75

Calmar Ratio

BTC-USD:

2.39

XRP-USD:

12.93

Martin Ratio

BTC-USD:

10.91

XRP-USD:

116.58

Ulcer Index

BTC-USD:

11.02%

XRP-USD:

11.59%

Daily Std Dev

BTC-USD:

44.03%

XRP-USD:

72.60%

Max Drawdown

BTC-USD:

-93.07%

XRP-USD:

-95.87%

Current Drawdown

BTC-USD:

0.00%

XRP-USD:

-6.17%

Returns By Period

In the year-to-date period, BTC-USD achieves a 13.61% return, which is significantly lower than XRP-USD's 52.37% return.


BTC-USD

YTD

13.61%

1M

11.61%

6M

61.00%

1Y

168.67%

5Y*

66.06%

10Y*

83.30%

XRP-USD

YTD

52.37%

1M

44.11%

6M

430.48%

1Y

501.73%

5Y*

69.56%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BTC-USD vs. XRP-USD — Risk-Adjusted Performance Rank

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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTC-USD vs. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Ripple (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.


Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 2.39, compared to the broader market0.002.004.006.008.0010.002.3914.34
The chart of Sortino ratio for BTC-USD, currently valued at 3.05, compared to the broader market0.002.004.006.003.056.73
The chart of Omega ratio for BTC-USD, currently valued at 1.30, compared to the broader market1.001.201.401.601.301.75
The chart of Calmar ratio for BTC-USD, currently valued at 2.39, compared to the broader market2.004.006.008.002.3912.93
The chart of Martin ratio for BTC-USD, currently valued at 10.91, compared to the broader market0.0020.0040.0060.0080.0010.91116.58
BTC-USD
XRP-USD

The current BTC-USD Sharpe Ratio is 2.39, which is lower than the XRP-USD Sharpe Ratio of 14.34. The chart below compares the historical Sharpe Ratios of BTC-USD and XRP-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00AugustSeptemberOctoberNovemberDecember2025
2.39
14.34
BTC-USD
XRP-USD

Drawdowns

BTC-USD vs. XRP-USD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.07%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for BTC-USD and XRP-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-6.17%
BTC-USD
XRP-USD

Volatility

BTC-USD vs. XRP-USD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 13.34%, while Ripple (XRP-USD) has a volatility of 29.09%. This indicates that BTC-USD 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.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
13.34%
29.09%
BTC-USD
XRP-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab