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COMP vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between COMP and XRP-USD is 0.29, 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

COMP vs. XRP-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

COMP:

0.71

XRP-USD:

4.21

Sortino Ratio

COMP:

1.79

XRP-USD:

4.86

Omega Ratio

COMP:

1.23

XRP-USD:

1.54

Calmar Ratio

COMP:

0.75

XRP-USD:

7.63

Martin Ratio

COMP:

4.40

XRP-USD:

38.11

Ulcer Index

COMP:

14.22%

XRP-USD:

21.61%

Daily Std Dev

COMP:

66.43%

XRP-USD:

81.35%

Max Drawdown

COMP:

-90.82%

XRP-USD:

-95.87%

Current Drawdown

COMP:

-68.54%

XRP-USD:

-23.43%

Returns By Period

In the year-to-date period, COMP achieves a 8.38% return, which is significantly lower than XRP-USD's 24.35% return.


COMP

YTD

8.38%

1M

-16.69%

6M

-5.37%

1Y

46.76%

5Y*

N/A

10Y*

N/A

XRP-USD

YTD

24.35%

1M

21.62%

6M

274.71%

1Y

417.43%

5Y*

67.08%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

COMP vs. XRP-USD — Risk-Adjusted Performance Rank

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

COMP
The Risk-Adjusted Performance Rank of COMP is 8181
Overall Rank
The Sharpe Ratio Rank of COMP is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of COMP is 8383
Sortino Ratio Rank
The Omega Ratio Rank of COMP is 8181
Omega Ratio Rank
The Calmar Ratio Rank of COMP is 7979
Calmar Ratio Rank
The Martin Ratio Rank of COMP is 8585
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
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.

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.


The current COMP Sharpe Ratio is 0.71, which is lower than the XRP-USD Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of COMP 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.


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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.


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Volatility

COMP vs. XRP-USD - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 24.51% compared to Ripple (XRP-USD) at 15.82%. This indicates that COMP'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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