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

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.


-0.50.00.51.00.2

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.

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
59.10%
412.41%
COMP
XRP-USD

Key characteristics

Sharpe Ratio

COMP:

1.65

XRP-USD:

13.54

Sortino Ratio

COMP:

2.57

XRP-USD:

6.61

Omega Ratio

COMP:

1.30

XRP-USD:

1.74

Calmar Ratio

COMP:

1.31

XRP-USD:

12.13

Martin Ratio

COMP:

9.55

XRP-USD:

110.02

Ulcer Index

COMP:

11.73%

XRP-USD:

11.59%

Daily Std Dev

COMP:

67.42%

XRP-USD:

72.52%

Max Drawdown

COMP:

-90.82%

XRP-USD:

-95.87%

Current Drawdown

COMP:

-65.81%

XRP-USD:

-6.12%

Returns By Period

In the year-to-date period, COMP achieves a 17.78% return, which is significantly lower than XRP-USD's 52.45% return.


COMP

YTD

17.78%

1M

14.26%

6M

59.12%

1Y

100.29%

5Y*

N/A

10Y*

N/A

XRP-USD

YTD

52.45%

1M

40.48%

6M

412.42%

1Y

512.49%

5Y*

70.05%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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 8787
Overall Rank
The Sharpe Ratio Rank of COMP is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of COMP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of COMP is 8383
Omega Ratio Rank
The Calmar Ratio Rank of COMP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of COMP is 9090
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
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.


Sharpe ratio
The chart of Sharpe ratio for COMP, currently valued at 1.50, compared to the broader market-2.000.002.004.001.5013.54
The chart of Sortino ratio for COMP, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.006.002.516.61
The chart of Omega ratio for COMP, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.74
The chart of Calmar ratio for COMP, currently valued at 0.52, compared to the broader market0.002.004.006.000.5213.76
The chart of Martin ratio for COMP, currently valued at 7.75, compared to the broader market0.0010.0020.0030.007.75110.02
COMP
XRP-USD

The current COMP Sharpe Ratio is 1.65, which is lower than the XRP-USD Sharpe Ratio of 13.54. 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.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00AugustSeptemberOctoberNovemberDecember2025
1.50
13.54
COMP
XRP-USD

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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-65.81%
-3.87%
COMP
XRP-USD

Volatility

COMP vs. XRP-USD - Volatility Comparison

The current volatility for Compass, Inc. (COMP) is 19.70%, while Ripple (XRP-USD) has a volatility of 29.08%. 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.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
19.70%
29.08%
COMP
XRP-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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