COMP vs. XRP-USD

Last updated Jul 14, 2026

COMP (Compass, Inc.) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, COMP returned -2.47%/yr vs 11.48%/yr for XRP-USD. At a 0.16 correlation, their price movements are largely independent.

Performance

COMP vs. XRP-USD - Performance Comparison

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

Returns By Period

In the year-to-date period, COMP achieves a 8.80% return, which is significantly higher than XRP-USD's -41.91% return.

COMP

• 1D: -1.88%
• 1M: 33.88%
• 6M: -5.81%
• YTD: 8.80%
• 1Y: 76.11%
• 3Y*: 43.40%
• 5Y*: -2.47%
• 10Y*: —

XRP-USD

• 1D: -1.58%
• 1M: -7.14%
• 6M: -47.94%
• YTD: -41.91%
• 1Y: -62.35%
• 3Y*: 14.13%
• 5Y*: 11.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COMP vs. XRP-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	8.80%	80.68%	55.59%	61.37%	-74.37%	-57.22%
XRP-USD XRP	-41.91%	-11.56%	237.88%	81.04%	-59.10%	44.83%

Correlation

The correlation between COMP and XRP-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021	0.16

Return for Risk

COMP vs. XRP-USD — Risk / Return Rank

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

COMP

COMP Risk / Return Rank: 76
COMP Sharpe Ratio Rank: 80
COMP Sortino Ratio Rank: 79
COMP Omega Ratio Rank: 78
COMP Calmar Ratio Rank: 74
COMP Martin Ratio Rank: 71

XRP-USD

XRP-USD Risk / Return Rank: 28
XRP-USD Sharpe Ratio Rank: 16
XRP-USD Sortino Ratio Rank: 30
XRP-USD Omega Ratio Rank: 30
XRP-USD Calmar Ratio Rank: 38
XRP-USD Martin Ratio Rank: 26

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.

COMP vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COMP	XRP-USD	Difference
Sharpe ratio: Return per unit of total volatility	1.17	-0.94	+2.10
Sortino ratio: Return per unit of downside risk	1.94	-1.62	+3.56
Omega ratio: Gain probability vs. loss probability	1.25	0.84	+0.41
Calmar ratio: Return relative to maximum drawdown	1.51	-0.88	+2.39
Martin ratio: Return relative to average drawdown	3.07	-1.29	+4.36

COMP vs. XRP-USD - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 1.17, which is higher than the XRP-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of COMP 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.

Drawdowns

COMP vs. XRP-USD - Drawdown Comparison

The maximum COMP drawdown since its inception was -91.29%, roughly equal to 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.

Drawdown Indicators

	COMP	XRP-USD	Difference
Max Drawdown Largest peak-to-trough decline	-91.29%	-95.87%	+4.58%
Max Drawdown (1Y) Largest decline over 1 year	-50.81%	-70.77%	+19.96%
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	-70.77%	+13.53%
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	-77.83%	-11.42%
Current Drawdown Current decline from peak	-45.88%	-69.93%	+24.05%
Average Drawdown Average peak-to-trough decline	-67.90%	-70.97%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.90%	40.18%	-15.28%

Volatility

COMP vs. XRP-USD - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 18.71% compared to XRP (XRP-USD) at 11.79%. 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.

Volatility by Period

	COMP	XRP-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.71%	11.79%	+6.92%
Volatility (6M) Calculated over the trailing 6-month period	53.52%	43.96%	+9.56%
Volatility (1Y) Calculated over the trailing 1-year period	65.74%	55.41%	+10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.30%	71.25%	+9.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.96%	111.33%	-32.37%

Frequently Asked Questions

Can I hold both COMP and XRP-USD in my portfolio?

COMP and XRP-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMP or XRP-USD?

COMP has higher volatility (18.71%) compared to XRP-USD (11.79%). In terms of maximum drawdown, COMP dropped -91.29% vs XRP-USD's -95.87%.

Which has better risk-adjusted returns?

COMP currently has the higher Sharpe Ratio (1.17 vs -0.94), 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.