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BTC-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTC-USD and XRP-USD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

BTC-USD:

1.05

XRP-USD:

3.17

Sortino Ratio

BTC-USD:

2.75

XRP-USD:

4.20

Omega Ratio

BTC-USD:

1.29

XRP-USD:

1.46

Calmar Ratio

BTC-USD:

1.89

XRP-USD:

4.83

Martin Ratio

BTC-USD:

9.44

XRP-USD:

24.21

Ulcer Index

BTC-USD:

11.20%

XRP-USD:

22.86%

Daily Std Dev

BTC-USD:

41.37%

XRP-USD:

81.72%

Max Drawdown

BTC-USD:

-93.18%

XRP-USD:

-95.87%

Current Drawdown

BTC-USD:

-6.87%

XRP-USD:

-36.69%

Returns By Period

In the year-to-date period, BTC-USD achieves a 11.31% return, which is significantly higher than XRP-USD's 2.81% return. Over the past 10 years, BTC-USD has outperformed XRP-USD with an annualized return of 84.64%, while XRP-USD has yielded a comparatively lower 74.91% annualized return.


BTC-USD

YTD

11.31%

1M

7.78%

6M

7.83%

1Y

54.10%

3Y*

48.45%

5Y*

61.52%

10Y*

84.64%

XRP-USD

YTD

2.81%

1M

-3.41%

6M

10.01%

1Y

313.02%

3Y*

71.79%

5Y*

60.17%

10Y*

74.91%

*Annualized

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Bitcoin

Ripple

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
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.


The current BTC-USD Sharpe Ratio is 1.05, which is lower than the XRP-USD Sharpe Ratio of 3.17. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

BTC-USD vs. XRP-USD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.18%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BTC-USD vs. XRP-USD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 10.39%, while Ripple (XRP-USD) has a volatility of 18.47%. 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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