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

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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BTC-USD vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-21.95%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,270.62%
XRP-USD
Ripple
-27.13%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%33,831.71%

Returns By Period

In the year-to-date period, BTC-USD achieves a -21.95% return, which is significantly higher than XRP-USD's -27.13% return.


BTC-USD

1D
2.33%
1M
3.83%
YTD
-21.95%
6M
-40.13%
1Y
-17.26%
3Y*
33.86%
5Y*
3.06%
10Y*
66.39%

XRP-USD

1D
1.27%
1M
-0.92%
YTD
-27.13%
6M
-52.93%
1Y
-35.87%
3Y*
37.56%
5Y*
18.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BTC-USD vs. XRP-USD — Risk / Return Rank

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

BTC-USD
BTC-USD Risk / Return Rank: 4545
Overall Rank
BTC-USD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 6262
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 6262
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 00
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 3636
Overall Rank
XRP-USD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5757
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 66
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 22
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.

BTC-USD vs. XRP-USD - Risk-Adjusted Trends 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.


BTC-USDXRP-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.39

-0.50

+0.11

Sortino ratio

Return per unit of downside risk

-0.29

-0.39

+0.10

Omega ratio

Gain probability vs. loss probability

0.97

0.96

+0.01

Calmar ratio

Return relative to maximum drawdown

-1.12

-1.19

+0.07

Martin ratio

Return relative to average drawdown

-2.03

-2.02

-0.01

BTC-USD vs. XRP-USD - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.39, which is comparable to the XRP-USD Sharpe Ratio of -0.50. 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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Sharpe Ratios by Period


BTC-USDXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

-0.50

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.19

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.57

+0.63

Correlation

The correlation between BTC-USD and XRP-USD is 0.64, 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.


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-USDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-95.87%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-49.65%

-65.87%

+16.22%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-83.25%

+6.58%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-45.25%

-62.28%

+17.03%

Average Drawdown

Average peak-to-trough decline

-41.98%

-71.20%

+29.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.45%

37.42%

-9.97%

Volatility

BTC-USD vs. XRP-USD - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 14.34% compared to Ripple (XRP-USD) at 13.29%. This indicates that BTC-USD'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


BTC-USDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.34%

13.29%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

36.23%

53.81%

-17.58%

Volatility (1Y)

Calculated over the trailing 1-year period

36.76%

59.69%

-22.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.91%

81.35%

-34.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.70%

112.83%

-56.13%