CS.PA vs. XRP-USD
CS.PA (AXA SA) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, CS.PA returned 19.62%/yr vs 5.86%/yr for XRP-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
CS.PA vs. XRP-USD - Performance Comparison
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Different Trading Currencies
CS.PA is traded in EUR, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CS.PA achieves a 5.73% return, which is significantly higher than XRP-USD's -37.42% return.
CS.PA
- 1D
- 0.96%
- 1M
- 3.50%
- YTD
- 5.73%
- 6M
- 7.25%
- 1Y
- 4.06%
- 3Y*
- 22.45%
- 5Y*
- 19.62%
- 10Y*
- 13.92%
XRP-USD
- 1D
- 0.00%
- 1M
- -23.02%
- YTD
- -37.42%
- 6M
- -42.70%
- 1Y
- -47.32%
- 3Y*
- 30.25%
- 5Y*
- 5.86%
- 10Y*
- —
CS.PA vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between CS.PA and XRP-USD is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.03 |
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Return for Risk
CS.PA vs. XRP-USD — Risk / Return Rank
CS.PA
XRP-USD
CS.PA vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (CS.PA) 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.
| CS.PA | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.90 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.69 | +0.93 |
| Martin ratioReturn relative to average drawdown | 0.42 | -1.08 | +1.50 |
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Drawdowns
CS.PA vs. XRP-USD - Drawdown Comparison
The maximum CS.PA drawdown since its inception was -76.72%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for CS.PA and XRP-USD.
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Drawdown Indicators
| CS.PA | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.72% | -95.28% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -68.72% | +55.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -70.38% | +56.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -74.75% | +50.36% |
Max Drawdown (10Y)Largest decline over 10 years | -51.02% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -69.46% | +69.25% |
Average DrawdownAverage peak-to-trough decline | -17.10% | -69.61% | +52.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 43.82% | -35.83% |
Volatility
CS.PA vs. XRP-USD - Volatility Comparison
The current volatility for AXA SA (CS.PA) is 4.55%, while XRP (XRP-USD) has a volatility of 12.97%. This indicates that CS.PA experiences smaller price fluctuations and is considered to be less risky 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
| CS.PA | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 12.97% | -8.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 45.84% | -31.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.00% | 55.39% | -35.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.24% | 71.24% | -50.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 103.17% | -78.32% |
Frequently Asked Questions
CS.PA and XRP-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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