COMP vs. XRP-USD

Last updated Jun 23, 2026

COMP (Compass, Inc.) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, COMP returned -6.88%/yr vs 12.52%/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 -7.47% return, which is significantly higher than XRP-USD's -38.55% return.

COMP

• 1D: -2.30%
• 1M: 16.43%
• YTD: -7.47%
• 6M: -8.77%
• 1Y: 59.80%
• 3Y*: 47.14%
• 5Y*: -6.88%
• 10Y*: —

XRP-USD

• 1D: 0.58%
• 1M: -16.69%
• YTD: -38.55%
• 6M: -40.62%
• 1Y: -44.01%
• 3Y*: 31.54%
• 5Y*: 12.52%
• 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.	-7.47%	80.68%	55.59%	61.37%	-74.37%	-57.22%
XRP-USD XRP	-38.55%	-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	0.17
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: 68
COMP Sharpe Ratio Rank: 71
COMP Sortino Ratio Rank: 71
COMP Omega Ratio Rank: 70
COMP Calmar Ratio Rank: 66
COMP Martin Ratio Rank: 64

XRP-USD

XRP-USD Risk / Return Rank: 51
XRP-USD Sharpe Ratio Rank: 46
XRP-USD Sortino Ratio Rank: 47
XRP-USD Omega Ratio Rank: 47
XRP-USD Calmar Ratio Rank: 58
XRP-USD Martin Ratio Rank: 55

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	0.93	-0.65	+1.58
Sortino ratio: Return per unit of downside risk	1.71	-0.75	+2.47
Omega ratio: Gain probability vs. loss probability	1.22	0.92	+0.29
Calmar ratio: Return relative to maximum drawdown	1.18	-0.64	+1.82
Martin ratio: Return relative to average drawdown	2.43	-0.97	+3.41

COMP vs. XRP-USD - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 0.93, which is higher than the XRP-USD Sharpe Ratio of -0.65. 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%	-69.23%	+18.42%
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	-69.23%	+11.99%
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	-77.83%	-11.42%
Current Drawdown Current decline from peak	-53.98%	-68.19%	+14.21%
Average Drawdown Average peak-to-trough decline	-68.14%	-70.98%	+2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.65%	39.13%	-14.48%

Volatility

COMP vs. XRP-USD - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 20.26% compared to XRP (XRP-USD) at 15.29%. 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	20.26%	15.29%	+4.97%
Volatility (6M) Calculated over the trailing 6-month period	52.13%	46.08%	+6.05%
Volatility (1Y) Calculated over the trailing 1-year period	64.49%	56.30%	+8.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.12%	71.74%	+8.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.06%	111.64%	-32.58%

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 (20.26%) compared to XRP-USD (15.29%). 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 (0.93 vs -0.65), 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.