MIOTA-USD vs. XRP-USD
MIOTA-USD (IOTA) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, MIOTA-USD returned -42.33%/yr vs 3.29%/yr for XRP-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
MIOTA-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MIOTA-USD achieves a -26.81% return, which is significantly higher than XRP-USD's -39.58% return.
MIOTA-USD
- 1D
- 1.60%
- 1M
- 0.03%
- YTD
- -26.81%
- 6M
- -41.79%
- 1Y
- -66.35%
- 3Y*
- -32.77%
- 5Y*
- -42.33%
- 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*
- —
MIOTA-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between MIOTA-USD and XRP-USD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.64 |
The correlation between MIOTA-USD and XRP-USD shifts across timeframes, from 0.53 (3 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MIOTA-USD vs. XRP-USD — Risk / Return Rank
MIOTA-USD
XRP-USD
MIOTA-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-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.
| MIOTA-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.91 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.68 | -0.28 |
| Martin ratioReturn relative to average drawdown | -1.41 | -1.10 | -0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIOTA-USD | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.70 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.04 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.54 | -0.74 |
Drawdowns
MIOTA-USD vs. XRP-USD - Drawdown Comparison
The maximum MIOTA-USD drawdown since its inception was -98.99%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and XRP-USD.
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Drawdown Indicators
| MIOTA-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.99% | -95.87% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -78.31% | -68.72% | -9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -86.57% | -68.72% | -17.85% |
Max Drawdown (5Y)Largest decline over 5 years | -97.29% | -77.83% | -19.46% |
Current DrawdownCurrent decline from peak | -98.92% | -68.72% | -30.20% |
Average DrawdownAverage peak-to-trough decline | -89.52% | -71.01% | -18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.10% | 43.44% | +11.66% |
Volatility
MIOTA-USD vs. XRP-USD - Volatility Comparison
IOTA (MIOTA-USD) has a higher volatility of 19.19% compared to XRP (XRP-USD) at 12.72%. This indicates that MIOTA-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
| MIOTA-USD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.19% | 12.72% | +6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 49.49% | 45.52% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.10% | 56.10% | +10.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.43% | 72.44% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.80% | 111.84% | -18.04% |
Frequently Asked Questions
MIOTA-USD and XRP-USD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MIOTA-USD has higher volatility (19.19%) compared to XRP-USD (12.72%). In terms of maximum drawdown, MIOTA-USD dropped -98.99% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-0.70 vs -0.95), 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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