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FULC vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FULC vs. XRP-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, FULC achieves a -65.96% return, which is significantly lower than XRP-USD's -39.64% return.


FULC

1D
2.12%
1M
-41.40%
YTD
-65.96%
6M
-67.35%
1Y
-46.30%
3Y*
7.03%
5Y*
-15.20%
10Y*

XRP-USD

1D
-1.63%
1M
-17.70%
YTD
-39.64%
6M
-40.70%
1Y
-48.61%
3Y*
31.57%
5Y*
10.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FULC vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FULC
Fulcrum Therapeutics, Inc.
-65.96%140.64%-30.37%-7.28%-58.85%51.07%-29.63%14.76%
XRP-USD
XRP
-39.64%-11.56%237.88%81.04%-59.10%278.06%13.98%-37.90%

Correlation

The correlation between FULC and XRP-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.09

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Return for Risk

FULC vs. XRP-USD — Risk / Return Rank

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

FULC
FULC Risk / Return Rank: 2222
Overall Rank
FULC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FULC Sortino Ratio Rank: 2929
Sortino Ratio Rank
FULC Omega Ratio Rank: 2929
Omega Ratio Rank
FULC Calmar Ratio Rank: 2121
Calmar Ratio Rank
FULC Martin Ratio Rank: 1010
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4444
Overall Rank
XRP-USD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4141
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 4848
Martin Ratio Rank
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.

FULC vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fulcrum Therapeutics, Inc. (FULC) 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.


FULCXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

0.98

0.91

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.70

+0.11

Martin ratioReturn relative to average drawdown

-1.34

-1.07

-0.27

FULC vs. XRP-USD - Sharpe Ratio Comparison

The current FULC Sharpe Ratio is -0.47, which is higher than the XRP-USD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of FULC 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.


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Drawdowns

FULC vs. XRP-USD - Drawdown Comparison

The maximum FULC drawdown since its inception was -92.70%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for FULC and XRP-USD.


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Drawdown Indicators


FULCXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.70%

-95.87%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-78.49%

-69.23%

-9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-79.08%

-69.23%

-9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-92.70%

-77.83%

-14.87%

Current Drawdown

Current decline from peak

-87.57%

-68.75%

-18.82%

Average Drawdown

Average peak-to-trough decline

-62.83%

-70.98%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.55%

39.29%

-4.74%

Volatility

FULC vs. XRP-USD - Volatility Comparison

Fulcrum Therapeutics, Inc. (FULC) has a higher volatility of 74.34% compared to XRP (XRP-USD) at 15.32%. This indicates that FULC'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


FULCXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

74.34%

15.32%

+59.02%

Volatility (6M)

Calculated over the trailing 6-month period

87.06%

46.08%

+40.98%

Volatility (1Y)

Calculated over the trailing 1-year period

99.81%

56.29%

+43.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.35%

71.53%

+39.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.66%

111.63%

+0.03%

Frequently Asked Questions


FULC and XRP-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FULC has higher volatility (74.34%) compared to XRP-USD (15.32%). In terms of maximum drawdown, FULC dropped -92.70% vs XRP-USD's -95.87%.

FULC currently has the higher Sharpe Ratio (-0.47 vs -0.72), 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.

Portfolio Optimizer

Find the right allocation for FULC and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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