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

Performance

CODX vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Co-Diagnostics, Inc. (CODX) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CODX achieves a -48.40% return, which is significantly lower than XRP-USD's -41.91% return.


CODX

1D
0.00%
1M
-39.16%
6M
-56.35%
YTD
-48.40%
1Y
-65.20%
3Y*
-59.91%
5Y*
-58.97%
10Y*

XRP-USD

1D
-1.58%
1M
-7.14%
6M
-47.94%
YTD
-41.91%
1Y
-62.35%
3Y*
14.13%
5Y*
11.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CODX vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CODX
Co-Diagnostics, Inc.
-48.40%-77.52%-43.61%-47.22%-71.78%-3.98%939.11%-39.93%-43.56%-56.00%
XRP-USD
XRP
-41.91%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%1,198.94%

Correlation

The correlation between CODX and XRP-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2017

0.08

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Return for Risk

CODX vs. XRP-USD — Risk / Return Rank

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

CODX
CODX Risk / Return Rank: 5050
Overall Rank
CODX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CODX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CODX Omega Ratio Rank: 8484
Omega Ratio Rank
CODX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CODX Martin Ratio Rank: 2727
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 2828
Overall Rank
XRP-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 3030
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2626
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.

CODX vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Co-Diagnostics, Inc. (CODX) 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.


CODXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+3.76

Omega ratioGain probability vs. loss probability

1.30

0.84

+0.46

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.88

+0.20

Martin ratioReturn relative to average drawdown

-0.87

-1.29

+0.42

CODX vs. XRP-USD - Sharpe Ratio Comparison

The current CODX Sharpe Ratio is -0.19, which is higher than the XRP-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of CODX 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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Drawdowns

CODX vs. XRP-USD - Drawdown Comparison

The maximum CODX drawdown since its inception was -99.86%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for CODX and XRP-USD.


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Drawdown Indicators


CODXXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-95.87%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-96.60%

-70.77%

-25.83%

Max Drawdown (3Y)

Largest decline over 3 years

-97.68%

-70.77%

-26.91%

Max Drawdown (5Y)

Largest decline over 5 years

-99.62%

-77.83%

-21.79%

Current Drawdown

Current decline from peak

-99.72%

-69.93%

-29.79%

Average Drawdown

Average peak-to-trough decline

-76.82%

-70.97%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.70%

40.18%

+34.52%

Volatility

CODX vs. XRP-USD - Volatility Comparison

Co-Diagnostics, Inc. (CODX) has a higher volatility of 29.36% compared to XRP (XRP-USD) at 11.79%. This indicates that CODX'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


CODXXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.36%

11.79%

+17.57%

Volatility (6M)

Calculated over the trailing 6-month period

188.06%

43.96%

+144.10%

Volatility (1Y)

Calculated over the trailing 1-year period

352.08%

55.41%

+296.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

172.99%

71.25%

+101.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.17%

111.33%

+59.84%

Frequently Asked Questions


CODX and XRP-USD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CODX has higher volatility (29.36%) compared to XRP-USD (11.79%). In terms of maximum drawdown, CODX dropped -99.86% vs XRP-USD's -95.87%.

CODX currently has the higher Sharpe Ratio (-0.19 vs -0.94), 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.

Portfolio Optimizer

Find the right allocation for CODX and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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