COMP vs. XRP-USD
COMP (Compass, Inc.) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, COMP returned -3.57%/yr vs 8.66%/yr for XRP-USD. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
COMP vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, COMP achieves a 7.76% return, which is significantly higher than XRP-USD's -41.30% return.
COMP
- 1D
- -0.61%
- 1M
- -9.75%
- 6M
- -9.03%
- YTD
- 7.76%
- 1Y
- 45.65%
- 3Y*
- 40.12%
- 5Y*
- -3.57%
- 10Y*
- —
- ALL TIME*
- -11.04%
XRP-USD
- 1D
- 1.87%
- 1M
- -4.80%
- 6M
- -32.08%
- YTD
- -41.30%
- 1Y
- -61.01%
- 3Y*
- 17.67%
- 5Y*
- 8.66%
- 10Y*
- —
- ALL TIME*
- 71.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COMP Compass, Inc. | $125.32M | $146.19M | $139.60M |
XRP-USD XRP | $1.22B | $1.28B | $2.14B |
COMP vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COMP Compass, Inc. | 7.76% | 80.68% | 55.59% | 61.37% | -74.37% | -57.22% |
XRP-USD XRP | -41.30% | -11.56% | 237.88% | 81.04% | -59.10% | 44.83% |
Correlation
The correlation between COMP and XRP-USD is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.16 |
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Return for Risk
COMP vs. XRP-USD — Risk / Return Rank
COMP
XRP-USD
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 ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.84 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | -0.89 | +1.75 |
| Martin ratioReturn relative to average drawdown | 1.73 | -1.27 | +3.01 |
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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.
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Drawdown Indicators
| COMP | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.29% | -95.87% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -50.81% | -68.73% | +17.92% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -70.77% | +14.22% |
Max Drawdown (5Y)Largest decline over 5 years | -89.25% | -77.83% | -11.42% |
Current DrawdownCurrent decline from peak | -46.40% | -69.61% | +23.21% |
Average DrawdownAverage peak-to-trough decline | -67.66% | -70.96% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.14% | 39.01% | -13.87% |
Volatility
COMP vs. XRP-USD - Volatility Comparison
Compass, Inc. (COMP) has a higher volatility of 18.10% compared to XRP (XRP-USD) at 9.95%. 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.
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Volatility by Period
| COMP | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.10% | 9.95% | +8.15% |
Volatility (6M)Calculated over the trailing 6-month period | 54.25% | 42.62% | +11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.46% | 53.22% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.39% | 70.99% | +9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.76% | 111.04% | -32.28% |
Frequently Asked Questions
COMP and XRP-USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMP has higher volatility (18.10%) compared to XRP-USD (9.95%). In terms of maximum drawdown, COMP dropped -91.29% vs XRP-USD's -95.87%.
COMP currently has the higher Sharpe Ratio (0.66 vs -0.96), 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.
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