BTC-USD vs. XRP-USD
BTC-USD (Bitcoin) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, BTC-USD returned 13.47%/yr vs 11.78%/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 -27.93% return, which is significantly higher than XRP-USD's -40.64% return.
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
XRP-USD
- 1D
- 0.16%
- 1M
- -3.98%
- 6M
- -48.54%
- YTD
- -40.64%
- 1Y
- -54.60%
- 3Y*
- 31.72%
- 5Y*
- 11.78%
- 10Y*
- —
BTC-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-USD and XRP-USD is 0.87, 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 | 0.87 |
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 (0.87) 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 | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.88 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.77 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.15 | -0.20 |
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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 | -53.08% | -70.77% | +17.69% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -70.77% | +17.69% |
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 | -49.44% | -69.27% | +19.83% |
Average DrawdownAverage peak-to-trough decline | -42.53% | -70.97% | +28.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.20% | 39.59% | -8.39% |
Volatility
BTC-USD vs. XRP-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.25%, while XRP (XRP-USD) has a volatility of 13.01%. 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 | 9.25% | 13.01% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 43.93% | -9.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.75% | 56.07% | -20.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 71.26% | -27.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.32% | 111.40% | -55.08% |
Frequently Asked Questions
BTC-USD and XRP-USD have a correlation of 0.87, 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 (13.01%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-0.81 vs -1.01), 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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