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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.

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -23.54% return, which is significantly higher than XRP-USD's -39.58% return.


HBAR-USD

1D
-3.03%
1M
-11.20%
YTD
-23.54%
6M
-39.40%
1Y
-49.10%
3Y*
17.87%
5Y*
-18.71%
10Y*

XRP-USD

1D
-4.83%
1M
-22.02%
YTD
-39.58%
6M
-45.39%
1Y
-46.96%
3Y*
27.95%
5Y*
3.29%
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
-23.54%-60.44%212.23%135.51%-87.44%812.76%211.49%-88.67%
XRP-USD
XRP
-39.58%-11.56%237.88%81.04%-59.10%278.06%13.98%-32.32%

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 18, 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.

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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: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 6060
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6363
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6565
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5252
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5656
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.


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

+0.07

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

0.93

0.91

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.68

+0.01

Martin ratioReturn relative to average drawdown

-0.97

-1.10

+0.13

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

The current HBAR-USD Sharpe Ratio is -0.62, which is comparable to the XRP-USD Sharpe Ratio of -0.70. 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.


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Sharpe Ratios by Period


HBAR-USDXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.70

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.04

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.54

-0.55

Drawdowns

HBAR-USD vs. XRP-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -92.79%, 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.


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Drawdown Indicators


HBAR-USDXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.79%

-95.87%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-73.25%

-68.72%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-79.18%

-68.72%

-10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-77.83%

-14.96%

Current Drawdown

Current decline from peak

-83.95%

-68.72%

-15.23%

Average Drawdown

Average peak-to-trough decline

-67.02%

-71.01%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.47%

43.44%

+7.03%

Volatility

HBAR-USD vs. XRP-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 17.01% compared to XRP (XRP-USD) at 12.72%. 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.


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Volatility by Period


HBAR-USDXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.01%

12.72%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

43.68%

45.52%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

65.49%

56.10%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.29%

72.44%

+12.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.80%

111.84%

-6.04%

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 (17.01%) compared to XRP-USD (12.72%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs XRP-USD's -95.87%.

HBAR-USD currently has the higher Sharpe Ratio (-0.62 vs -0.70), 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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