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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 13.88% return, which is significantly higher than XRP-USD's -36.95% return.


CODX

1D
11.41%
1M
262.26%
YTD
13.88%
6M
-50.32%
1Y
-33.49%
3Y*
-43.06%
5Y*
-53.02%
10Y*

XRP-USD

1D
-3.33%
1M
-17.93%
YTD
-36.95%
6M
-44.69%
1Y
-47.35%
3Y*
31.46%
5Y*
4.66%
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.
13.88%-77.52%-43.61%-47.22%-71.78%-3.98%939.11%-39.93%-43.56%-54.56%
XRP-USD
XRP
-36.95%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%1,079.17%

Correlation

The correlation between CODX and XRP-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.16

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 13, 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: 5454
Overall Rank
CODX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CODX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CODX Omega Ratio Rank: 8787
Omega Ratio Rank
CODX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CODX Martin Ratio Rank: 3333
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5555
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.


CODXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.38

0.91

+0.47

Calmar ratioReturn relative to maximum drawdown

-0.35

-0.70

+0.36

Martin ratioReturn relative to average drawdown

-0.49

-1.11

+0.62

CODX vs. XRP-USD - Sharpe Ratio Comparison

The current CODX Sharpe Ratio is -0.10, which is higher than the XRP-USD Sharpe Ratio of -0.70. 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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Sharpe Ratios by Period


CODXXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.70

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.05

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.54

-0.73

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%

-67.36%

-29.24%

Max Drawdown (3Y)

Largest decline over 3 years

-97.68%

-67.36%

-30.32%

Max Drawdown (5Y)

Largest decline over 5 years

-99.62%

-77.83%

-21.79%

Current Drawdown

Current decline from peak

-99.38%

-67.36%

-32.02%

Average Drawdown

Average peak-to-trough decline

-76.55%

-71.01%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.15%

43.26%

+25.89%

Volatility

CODX vs. XRP-USD - Volatility Comparison

Co-Diagnostics, Inc. (CODX) has a higher volatility of 122.81% compared to XRP (XRP-USD) at 12.23%. 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

122.81%

12.23%

+110.58%

Volatility (6M)

Calculated over the trailing 6-month period

189.08%

45.40%

+143.68%

Volatility (1Y)

Calculated over the trailing 1-year period

350.04%

56.01%

+294.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

172.33%

72.44%

+99.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.75%

111.85%

+59.90%

Frequently Asked Questions


CODX and XRP-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CODX has higher volatility (122.81%) compared to XRP-USD (12.23%). In terms of maximum drawdown, CODX dropped -99.86% vs XRP-USD's -95.87%.

CODX currently has the higher Sharpe Ratio (-0.10 vs -0.70), 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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