PortfoliosLab logoPortfoliosLab logo
HBAR-USD vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. XRP-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HBAR-USD achieves a -31.04% return, which is significantly higher than XRP-USD's -43.46% return.


HBAR-USD

1D
-3.06%
1M
-15.31%
YTD
-31.04%
6M
-32.73%
1Y
-51.17%
3Y*
13.77%
5Y*
-16.28%
10Y*

XRP-USD

1D
-3.01%
1M
-21.66%
YTD
-43.46%
6M
-43.24%
1Y
-52.46%
3Y*
29.45%
5Y*
11.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-31.04%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
XRP-USD
XRP
-43.46%-11.56%237.88%81.04%-59.10%278.06%13.98%-26.08%

Correlation

The correlation between HBAR-USD and XRP-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.70

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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.63

Over the past year, HBAR-USD and XRP-USD have become more correlated (0.85) than their long-term average of 0.63, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HBAR-USD vs. XRP-USD — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6060
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5555
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6666
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 7070
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4848
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4444
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.


HBAR-USDXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

0.92

0.89

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.74

+0.06

Martin ratioReturn relative to average drawdown

-0.96

-1.15

+0.19

HBAR-USD vs. XRP-USD - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.66, which is comparable to the XRP-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HBAR-USD 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.


Loading charts...

Drawdowns

HBAR-USD vs. XRP-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and XRP-USD.


Loading charts...

Drawdown Indicators


HBAR-USDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-95.87%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-74.90%

-70.73%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-80.46%

-70.73%

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-77.83%

-14.96%

Current Drawdown

Current decline from peak

-85.53%

-70.73%

-14.80%

Average Drawdown

Average peak-to-trough decline

-74.55%

-70.97%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.37%

39.65%

+7.72%

Volatility

HBAR-USD vs. XRP-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 17.19% compared to XRP (XRP-USD) at 15.69%. This indicates that HBAR-USD'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.


Loading charts...

Volatility by Period


HBAR-USDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.19%

15.69%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

42.43%

46.25%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

64.05%

56.07%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.80%

71.43%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.33%

111.60%

-3.27%

Frequently Asked Questions


HBAR-USD and XRP-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (17.19%) compared to XRP-USD (15.69%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs XRP-USD's -95.87%.

HBAR-USD currently has the higher Sharpe Ratio (-0.66 vs -0.78), 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 HBAR-USD 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.

Open Portfolio Optimizer