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

Performance

GOLD vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrick Mining Corporation (GOLD) 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, GOLD achieves a 19.84% return, which is significantly higher than XRP-USD's -37.24% return.


GOLD

1D
2.12%
1M
-10.41%
YTD
19.84%
6M
34.53%
1Y
3Y*
5Y*
10Y*

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)

GOLD vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025
GOLD
Barrick Mining Corporation
19.84%13.01%
XRP-USD
XRP
-37.24%-9.39%

Correlation

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


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 2, 2025

0.15

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Return for Risk

GOLD vs. XRP-USD — Risk / Return Rank

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

GOLD

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.

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

This table presents a comparison of risk-adjusted performance metrics for Barrick Mining Corporation (GOLD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOLD vs. XRP-USD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOLDXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.54

+0.93

Drawdowns

GOLD vs. XRP-USD - Drawdown Comparison

The maximum GOLD drawdown since its inception was -40.58%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for GOLD and XRP-USD.


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Drawdown Indicators


GOLDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-40.58%

-95.87%

+55.29%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-36.38%

-67.51%

+31.13%

Average Drawdown

Average peak-to-trough decline

-17.71%

-71.01%

+53.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

Volatility

GOLD vs. XRP-USD - Volatility Comparison


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Volatility by Period


GOLDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

Volatility (1Y)

Calculated over the trailing 1-year period

58.70%

56.17%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.70%

72.40%

-13.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.70%

111.80%

-53.10%

Frequently Asked Questions


GOLD 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.

Portfolio Optimizer

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