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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 0.25, 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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
1,258.31%
877.60%
BTC-USD
XRP-USD

Key characteristics

Sharpe Ratio

BTC-USD:

1.10

XRP-USD:

3.14

Sortino Ratio

BTC-USD:

2.71

XRP-USD:

4.30

Omega Ratio

BTC-USD:

1.28

XRP-USD:

1.48

Calmar Ratio

BTC-USD:

1.88

XRP-USD:

5.03

Martin Ratio

BTC-USD:

9.39

XRP-USD:

27.00

Ulcer Index

BTC-USD:

11.23%

XRP-USD:

21.24%

Daily Std Dev

BTC-USD:

42.12%

XRP-USD:

80.76%

Max Drawdown

BTC-USD:

-93.07%

XRP-USD:

-95.87%

Current Drawdown

BTC-USD:

-8.59%

XRP-USD:

-37.05%

Returns By Period

In the year-to-date period, BTC-USD achieves a 3.86% return, which is significantly higher than XRP-USD's 2.21% return.


BTC-USD

YTD

3.86%

1M

27.22%

6M

27.83%

1Y

58.58%

5Y*

58.89%

10Y*

82.12%

XRP-USD

YTD

2.21%

1M

18.48%

6M

283.28%

1Y

311.07%

5Y*

57.90%

10Y*

N/A

*Annualized

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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 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
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 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9999
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 1.10, which is lower than the XRP-USD Sharpe Ratio of 3.14. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
1.10
3.14
BTC-USD
XRP-USD

Drawdowns

BTC-USD vs. XRP-USD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.07%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-8.59%
-37.05%
BTC-USD
XRP-USD

Volatility

BTC-USD vs. XRP-USD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 13.65%, while Ripple (XRP-USD) has a volatility of 19.05%. 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.


10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
13.65%
19.05%
BTC-USD
XRP-USD