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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 -68.70% return, which is significantly lower than XRP-USD's -41.91% return.


FULC

1D
1.14%
1M
2.61%
6M
-62.78%
YTD
-68.70%
1Y
-54.79%
3Y*
-1.28%
5Y*
-17.95%
10Y*

XRP-USD

1D
-1.58%
1M
-7.14%
6M
-47.94%
YTD
-41.91%
1Y
-62.35%
3Y*
14.13%
5Y*
11.48%
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.
-68.70%140.64%-30.37%-7.28%-58.85%51.07%-29.63%14.76%
XRP-USD
XRP
-41.91%-11.56%237.88%81.04%-59.10%278.06%13.98%-37.90%

Correlation

The correlation between FULC and XRP-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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: 1919
Overall Rank
FULC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FULC Sortino Ratio Rank: 2525
Sortino Ratio Rank
FULC Omega Ratio Rank: 2424
Omega Ratio Rank
FULC Calmar Ratio Rank: 1818
Calmar Ratio Rank
FULC Martin Ratio Rank: 88
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 2828
Overall Rank
XRP-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 3030
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2626
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

+0.38

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

0.95

0.84

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.88

+0.18

Martin ratioReturn relative to average drawdown

-1.43

-1.29

-0.13

FULC vs. XRP-USD - Sharpe Ratio Comparison

The current FULC Sharpe Ratio is -0.55, which is higher than the XRP-USD Sharpe Ratio of -0.94. 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%

-70.77%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-79.08%

-70.77%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-92.70%

-77.83%

-14.87%

Current Drawdown

Current decline from peak

-88.57%

-69.93%

-18.64%

Average Drawdown

Average peak-to-trough decline

-63.02%

-70.97%

+7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.44%

40.18%

-1.74%

Volatility

FULC vs. XRP-USD - Volatility Comparison

Fulcrum Therapeutics, Inc. (FULC) has a higher volatility of 13.53% compared to XRP (XRP-USD) at 11.79%. 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

13.53%

11.79%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

86.56%

43.96%

+42.60%

Volatility (1Y)

Calculated over the trailing 1-year period

99.65%

55.41%

+44.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.26%

71.25%

+40.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.32%

111.33%

-0.01%

Frequently Asked Questions


FULC and XRP-USD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FULC has higher volatility (13.53%) compared to XRP-USD (11.79%). In terms of maximum drawdown, FULC dropped -92.70% vs XRP-USD's -95.87%.

FULC currently has the higher Sharpe Ratio (-0.55 vs -0.94), 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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