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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 -37.11% return, which is significantly higher than XRP-USD's -40.67% return.


HBAR-USD

1D
-1.75%
1M
-17.22%
6M
-43.31%
YTD
-37.11%
1Y
-71.75%
3Y*
8.72%
5Y*
-18.66%
10Y*

XRP-USD

1D
-1.94%
1M
-10.28%
6M
-47.50%
YTD
-40.67%
1Y
-64.10%
3Y*
13.94%
5Y*
13.38%
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
-37.11%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
XRP-USD
XRP
-40.67%-11.56%237.88%81.04%-59.10%278.06%13.98%-26.08%

Correlation

The correlation between HBAR-USD and XRP-USD is 0.84, 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

0.84

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

0.71

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 (0.84) 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: 2323
Overall Rank
HBAR-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 1919
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 2626
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 2626
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 3131
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 2626
Overall Rank
XRP-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 2929
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2020
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

-0.03

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.82

0.83

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.91

-0.02

Martin ratioReturn relative to average drawdown

-1.27

-1.32

+0.05

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

The current HBAR-USD Sharpe Ratio is -0.99, which is comparable to the XRP-USD Sharpe Ratio of -0.96. 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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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.


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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

-77.19%

-70.77%

-6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-82.25%

-70.77%

-11.48%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-77.83%

-14.96%

Current Drawdown

Current decline from peak

-86.80%

-69.28%

-17.52%

Average Drawdown

Average peak-to-trough decline

-74.65%

-70.96%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.16%

40.65%

+8.51%

Volatility

HBAR-USD vs. XRP-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 12.48% compared to XRP (XRP-USD) at 11.29%. 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

12.48%

11.29%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

40.53%

43.77%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

60.07%

55.33%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.60%

71.26%

+13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.94%

111.29%

-3.35%

Frequently Asked Questions


HBAR-USD and XRP-USD have a correlation of 0.84, 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 (12.48%) compared to XRP-USD (11.29%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs XRP-USD's -95.87%.

XRP-USD currently has the higher Sharpe Ratio (-0.96 vs -0.99), 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

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