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

Performance

MA vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Incorporated (MA) 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, MA achieves a -13.89% return, which is significantly higher than XRP-USD's -37.47% return.


MA

1D
0.71%
1M
0.01%
YTD
-13.89%
6M
-14.05%
1Y
-12.30%
3Y*
10.32%
5Y*
6.66%
10Y*
18.64%

XRP-USD

1D
1.46%
1M
-22.57%
YTD
-37.47%
6M
-43.16%
1Y
-46.47%
3Y*
33.79%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MA vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MA
Mastercard Incorporated
-13.89%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%47.69%
XRP-USD
XRP
-37.47%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between MA and XRP-USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.08

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

0.11

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

0.09

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Return for Risk

MA vs. XRP-USD — Risk / Return Rank

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

MA
MA Risk / Return Rank: 1111
Overall Rank
MA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1414
Sortino Ratio Rank
MA Omega Ratio Rank: 1414
Omega Ratio Rank
MA Calmar Ratio Rank: 1313
Calmar Ratio Rank
MA Martin Ratio Rank: 55
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.


MAXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

0.89

0.91

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.67

-0.11

Martin ratioReturn relative to average drawdown

-1.59

-1.06

-0.53

MA vs. XRP-USD - Sharpe Ratio Comparison

The current MA Sharpe Ratio is -0.74, which is comparable to the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of MA 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

MA vs. XRP-USD - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for MA and XRP-USD.


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Drawdown Indicators


MAXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-95.87%

+33.20%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-69.23%

+48.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-69.23%

+48.32%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-77.83%

+49.58%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

-17.82%

-67.62%

+49.80%

Average Drawdown

Average peak-to-trough decline

-9.82%

-70.99%

+61.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

43.98%

-33.50%

Volatility

MA vs. XRP-USD - Volatility Comparison

The current volatility for Mastercard Incorporated (MA) is 6.46%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that MA 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


MAXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

14.05%

-7.59%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

46.30%

-28.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

56.19%

-33.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

72.34%

-48.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

111.77%

-84.85%

Frequently Asked Questions


MA and XRP-USD have a correlation of 0.04, 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 (14.05%) compared to MA (6.46%). In terms of maximum drawdown, MA dropped -62.67% vs XRP-USD's -95.87%.

XRP-USD currently has the higher Sharpe Ratio (-0.69 vs -0.74), 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 MA 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.

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