PortfoliosLab logo
CRO-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CRO-USD and XRP-USD is 0.24, 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

CRO-USD vs. XRP-USD - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

CRO-USD:

-0.16

XRP-USD:

4.21

Sortino Ratio

CRO-USD:

1.73

XRP-USD:

4.86

Omega Ratio

CRO-USD:

1.17

XRP-USD:

1.54

Calmar Ratio

CRO-USD:

0.20

XRP-USD:

7.63

Martin Ratio

CRO-USD:

1.20

XRP-USD:

38.11

Ulcer Index

CRO-USD:

40.46%

XRP-USD:

21.61%

Daily Std Dev

CRO-USD:

87.35%

XRP-USD:

81.35%

Max Drawdown

CRO-USD:

-94.56%

XRP-USD:

-95.87%

Current Drawdown

CRO-USD:

-88.52%

XRP-USD:

-23.43%

Returns By Period

In the year-to-date period, CRO-USD achieves a -26.64% return, which is significantly lower than XRP-USD's 24.35% return.


CRO-USD

YTD

-26.64%

1M

21.55%

6M

-40.02%

1Y

-13.62%

5Y*

10.05%

10Y*

N/A

XRP-USD

YTD

24.35%

1M

21.62%

6M

274.71%

1Y

417.43%

5Y*

67.08%

10Y*

82.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRO-USD vs. XRP-USD — Risk-Adjusted Performance Rank

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

CRO-USD
The Risk-Adjusted Performance Rank of CRO-USD is 6161
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 5959
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRO-USD vs. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CryptocomCoin (CRO-USD) 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.


The current CRO-USD Sharpe Ratio is -0.16, which is lower than the XRP-USD Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of CRO-USD 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.


Loading data...

Drawdowns

CRO-USD vs. XRP-USD - Drawdown Comparison

The maximum CRO-USD drawdown since its inception was -94.56%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for CRO-USD and XRP-USD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CRO-USD vs. XRP-USD - Volatility Comparison

CryptocomCoin (CRO-USD) has a higher volatility of 17.07% compared to Ripple (XRP-USD) at 15.82%. This indicates that CRO-USD'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.


Loading data...