COMP vs. XRP-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Compass, Inc. (COMP) and Ripple (XRP-USD).

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.

COMP vs. XRP-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	-32.07%	80.68%	55.59%	61.37%	-74.37%	-54.89%
XRP-USD Ripple	-26.25%	-11.56%	237.88%	81.04%	-59.10%	43.48%

Returns By Period

In the year-to-date period, COMP achieves a -32.07% return, which is significantly lower than XRP-USD's -26.25% return.

COMP

• 1D: -1.78%
• 1M: -28.63%
• YTD: -32.07%
• 6M: -5.90%
• 1Y: -17.66%
• 3Y*: 30.51%
• 5Y*: —
• 10Y*: —

XRP-USD

• 1D: 1.22%
• 1M: -2.44%
• YTD: -26.25%
• 6M: -54.02%
• 1Y: -36.59%
• 3Y*: 37.75%
• 5Y*: 17.08%
• 10Y*: —

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

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: 28
COMP Sharpe Ratio Rank: 27
COMP Sortino Ratio Rank: 28
COMP Omega Ratio Rank: 28
COMP Calmar Ratio Rank: 29
COMP Martin Ratio Rank: 26

XRP-USD

XRP-USD Risk / Return Rank: 40
XRP-USD Sharpe Ratio Rank: 54
XRP-USD Sortino Ratio Rank: 52
XRP-USD Omega Ratio Rank: 50
XRP-USD Calmar Ratio Rank: 33
XRP-USD Martin Ratio Rank: 9

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 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.

	COMP	XRP-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.31	-0.51	+0.20
Sortino ratio Return per unit of downside risk	-0.06	-0.41	+0.35
Omega ratio Gain probability vs. loss probability	0.99	0.96	+0.03
Calmar ratio Return relative to maximum drawdown	-0.36	-1.12	+0.76
Martin ratio Return relative to average drawdown	-0.83	-1.89	+1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMP vs. XRP-USD - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is -0.31, which is higher than the XRP-USD Sharpe Ratio of -0.51. 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.

Sharpe Ratios by Period

	COMP	XRP-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	-0.51	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.57	-0.81

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.

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.

Drawdown Indicators

	COMP	XRP-USD	Difference
Max Drawdown Largest peak-to-trough decline	-90.82%	-95.87%	+5.05%
Max Drawdown (1Y) Largest decline over 1 year	-49.63%	-65.87%	+16.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-83.25%	—
Current Drawdown Current decline from peak	-64.37%	-61.82%	-2.55%
Average Drawdown Average peak-to-trough decline	-66.73%	-71.20%	+4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.28%	37.60%	-16.32%

Volatility

COMP vs. XRP-USD - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 19.94% compared to Ripple (XRP-USD) at 13.04%. 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	19.94%	13.04%	+6.90%
Volatility (6M) Calculated over the trailing 6-month period	40.94%	53.69%	-12.75%
Volatility (1Y) Calculated over the trailing 1-year period	57.17%	59.67%	-2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.62%	81.35%	-2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.62%	112.81%	-34.19%