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

Performance

GLD vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) 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, GLD achieves a 0.24% return, which is significantly higher than XRP-USD's -37.24% return.


GLD

1D
0.26%
1M
-8.41%
YTD
0.24%
6M
3.07%
1Y
30.18%
3Y*
29.71%
5Y*
17.55%
10Y*
12.56%

XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
0.24%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between GLD and XRP-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.07

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Return for Risk

GLD vs. XRP-USD — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 3333
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3838
Omega Ratio Rank
GLD Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLD Martin Ratio Rank: 2929
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.


GLDXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.23

0.90

+0.33

Calmar ratioReturn relative to maximum drawdown

1.51

-0.71

+2.22

Martin ratioReturn relative to average drawdown

3.78

-1.13

+4.91

GLD vs. XRP-USD - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 1.13, which is higher than the XRP-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of GLD 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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Sharpe Ratios by Period


GLDXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

-0.73

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.05

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.54

+0.05

Drawdowns

GLD vs. XRP-USD - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for GLD and XRP-USD.


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Drawdown Indicators


GLDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-95.87%

+50.31%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-69.23%

+49.13%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-69.23%

+49.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-77.83%

+56.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-19.89%

-67.51%

+47.62%

Average Drawdown

Average peak-to-trough decline

-16.16%

-71.01%

+54.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

43.98%

-35.97%

Volatility

GLD vs. XRP-USD - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 5.68%, while XRP (XRP-USD) has a volatility of 14.20%. This indicates that GLD 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


GLDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

14.20%

-8.52%

Volatility (6M)

Calculated over the trailing 6-month period

23.47%

46.00%

-22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

56.17%

-29.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

72.40%

-54.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

111.80%

-95.81%

Frequently Asked Questions


GLD and XRP-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.20%) compared to GLD (5.68%). In terms of maximum drawdown, GLD dropped -45.56% vs XRP-USD's -95.87%.

GLD currently has the higher Sharpe Ratio (1.13 vs -0.73), 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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