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

Performance

BTC.AX vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in BTC Health Limited (BTC.AX) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTC.AX is traded in AUD, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTC.AX achieves a -11.29% return, which is significantly higher than XRP-USD's -42.78% return.


BTC.AX

1D
0.00%
1M
1.85%
YTD
-11.29%
6M
-11.29%
1Y
5.77%
3Y*
40.10%
5Y*
-5.24%
10Y*
-8.24%

XRP-USD

1D
-3.66%
1M
-19.89%
YTD
-42.78%
6M
-48.55%
1Y
-51.05%
3Y*
25.62%
5Y*
4.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BTC.AX
BTC Health Limited
-11.29%-15.07%40.38%40.54%-51.32%-12.64%-20.91%-21.43%-39.13%100.00%
XRP-USD
XRP
-42.78%-17.98%267.34%80.70%-55.75%300.22%3.97%-45.06%-82.37%29,971.47%

Correlation

The correlation between BTC.AX and XRP-USD is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

-0.03

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Return for Risk

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

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

BTC.AX
BTC.AX Risk / Return Rank: 4646
Overall Rank
BTC.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BTC.AX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BTC.AX Omega Ratio Rank: 5050
Omega Ratio Rank
BTC.AX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC.AX Martin Ratio Rank: 4646
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5252
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5656
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.AX vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Health Limited (BTC.AX) 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.


BTC.AXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.11

0.88

+0.22

Calmar ratioReturn relative to maximum drawdown

0.21

-0.72

+0.93

Martin ratioReturn relative to average drawdown

0.40

-1.14

+1.55

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

The current BTC.AX Sharpe Ratio is 0.14, which is higher than the XRP-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of BTC.AX and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BTC.AXXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.79

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.06

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.59

-0.65

Drawdowns

BTC.AX vs. XRP-USD - Drawdown Comparison

The maximum BTC.AX drawdown since its inception was -93.75%, roughly equal to the maximum XRP-USD drawdown of -94.55%. Use the drawdown chart below to compare losses from any high point for BTC.AX and XRP-USD.


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Drawdown Indicators


BTC.AXXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.75%

-94.55%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-27.14%

-71.04%

+43.90%

Max Drawdown (3Y)

Largest decline over 3 years

-47.76%

-71.04%

+23.28%

Max Drawdown (5Y)

Largest decline over 5 years

-82.95%

-76.30%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-93.75%

Current Drawdown

Current decline from peak

-77.08%

-71.04%

-6.04%

Average Drawdown

Average peak-to-trough decline

-54.71%

-68.84%

+14.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.28%

45.51%

-31.23%

Volatility

BTC.AX vs. XRP-USD - Volatility Comparison

The current volatility for BTC Health Limited (BTC.AX) is 3.23%, while XRP (XRP-USD) has a volatility of 12.04%. This indicates that BTC.AX 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.AXXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

12.04%

-8.81%

Volatility (6M)

Calculated over the trailing 6-month period

23.36%

43.67%

-20.31%

Volatility (1Y)

Calculated over the trailing 1-year period

40.45%

53.94%

-13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.18%

70.50%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.23%

102.62%

-31.39%

Frequently Asked Questions


BTC.AX and XRP-USD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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