BTC-USD vs. XRP-USD
BTC-USD (Bitcoin) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, BTC-USD returned 8.54%/yr vs 7.29%/yr for XRP-USD. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
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 -27.27% return, which is significantly higher than XRP-USD's -41.84% return.
BTC-USD
- 1D
- -0.33%
- 1M
- 5.78%
- 6M
- -28.63%
- YTD
- -27.27%
- 1Y
- -46.04%
- 3Y*
- 29.53%
- 5Y*
- 8.54%
- 10Y*
- 58.73%
- ALL TIME*
- 88.14%
XRP-USD
- 1D
- 0.16%
- 1M
- 1.14%
- 6M
- -43.95%
- YTD
- -41.84%
- 1Y
- -65.81%
- 3Y*
- 14.91%
- 5Y*
- 7.29%
- 10Y*
- —
- ALL TIME*
- 71.89%
Liquidity Comparison
BTC-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-USD and XRP-USD is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.81 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | -0.96 | +0.09 |
| Martin ratioReturn relative to average drawdown | -1.35 | -1.39 | +0.04 |
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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% | -68.73% | +15.65% |
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 | -48.98% | -69.89% | +20.91% |
Average DrawdownAverage peak-to-trough decline | -42.69% | -70.96% | +28.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.55% | 38.41% | -13.86% |
Volatility
BTC-USD vs. XRP-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.08%, while XRP (XRP-USD) has a volatility of 11.22%. 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 | 9.08% | 11.22% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 34.66% | 43.41% | -8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.83% | 53.22% | -17.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.71% | 70.99% | -27.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.34% | 111.10% | -54.76% |
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 (11.22%) compared to BTC-USD (9.08%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-1.03 vs -1.07), 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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