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.
Key characteristics
| COMP | XRP-USD | |
|---|---|---|
| YTD Return | 78.19% | 15.08% |
| 1Y Return | 243.59% | 5.39% |
| 3Y Return (Ann) | -16.34% | -15.95% |
| Sharpe Ratio | 3.35 | 0.43 |
| Sortino Ratio | 3.75 | 1.11 |
| Omega Ratio | 1.43 | 1.12 |
| Calmar Ratio | 2.68 | 0.11 |
| Martin Ratio | 21.18 | 1.19 |
| Ulcer Index | 11.42% | 24.47% |
| Daily Std Dev | 72.11% | 52.87% |
| Max Drawdown | -90.82% | -95.87% |
| Current Drawdown | -66.75% | -79.05% |
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.
Performance
COMP vs. XRP-USD - Performance Comparison
In the year-to-date period, COMP achieves a 78.19% return, which is significantly higher than XRP-USD's 15.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
Compass, Inc. (COMP) has a higher volatility of 19.02% compared to Ripple (XRP-USD) at 18.00%. 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.