COMP vs. XRP-USD
Compare and contrast key facts about Compass, Inc. (COMP) and Ripple (XRP-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMP or XRP-USD.
Performance
COMP vs. XRP-USD - Performance Comparison
Returns By Period
In the year-to-date period, COMP achieves a 81.65% return, which is significantly lower than XRP-USD's 138.89% return.
COMP
81.65%
22.62%
67.40%
223.70%
N/A
N/A
XRP-USD
138.89%
179.70%
174.20%
136.85%
45.77%
N/A
Key characteristics
| COMP | XRP-USD | |
|---|---|---|
| Sharpe Ratio | 3.25 | 2.99 |
| Sortino Ratio | 3.70 | 3.52 |
| Omega Ratio | 1.43 | 1.38 |
| Calmar Ratio | 2.50 | 1.70 |
| Martin Ratio | 19.88 | 13.91 |
| Ulcer Index | 11.25% | 17.11% |
| Daily Std Dev | 68.82% | 61.36% |
| Max Drawdown | -90.82% | -95.87% |
| Current Drawdown | -66.10% | -56.51% |
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Correlation
The correlation between COMP and XRP-USD is 0.17, 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.
Risk-Adjusted Performance
COMP vs. XRP-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) 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.
Drawdowns
COMP vs. XRP-USD - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for COMP and XRP-USD. For additional features, visit the drawdowns tool.
Volatility
COMP vs. XRP-USD - Volatility Comparison
The current volatility for Compass, Inc. (COMP) is 19.53%, while Ripple (XRP-USD) has a volatility of 36.83%. This indicates that COMP 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.