BTC-USD vs. XRP-USD
BTC-USD (Bitcoin) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, BTC-USD returned 12.15%/yr vs 8.59%/yr for XRP-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
BTC-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.06% return, which is significantly higher than XRP-USD's -37.47% return.
BTC-USD
- 1D
- -2.33%
- 1M
- -18.01%
- YTD
- -28.06%
- 6M
- -26.35%
- 1Y
- -40.01%
- 3Y*
- 32.86%
- 5Y*
- 12.15%
- 10Y*
- 56.74%
XRP-USD
- 1D
- -3.01%
- 1M
- -15.47%
- YTD
- -37.47%
- 6M
- -36.35%
- 1Y
- -47.02%
- 3Y*
- 32.59%
- 5Y*
- 8.59%
- 10Y*
- —
BTC-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-USD and XRP-USD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.64 |
Over the past year, BTC-USD and XRP-USD have become more correlated (0.86) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. XRP-USD — Risk / Return Rank
BTC-USD
XRP-USD
BTC-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.
| BTC-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.91 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.68 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.05 | -0.28 |
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Drawdowns
BTC-USD vs. XRP-USD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than 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.
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Drawdown Indicators
| BTC-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -95.87% | +10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -69.23% | +18.02% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -69.23% | +18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -77.83% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.53% | -67.62% | +18.09% |
Average DrawdownAverage peak-to-trough decline | -42.41% | -70.98% | +28.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.06% | 38.48% | -7.42% |
Volatility
BTC-USD vs. XRP-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 12.34%, while XRP (XRP-USD) has a volatility of 15.42%. 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.
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Volatility by Period
| BTC-USD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 15.42% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 34.61% | 46.37% | -11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.65% | 56.31% | -20.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.48% | 72.31% | -27.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 111.70% | -55.15% |
Frequently Asked Questions
BTC-USD and XRP-USD have a correlation of 0.86, 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 (15.42%) compared to BTC-USD (12.34%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-0.69 vs -0.93), 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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