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MIOTA-USD vs. XRP-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIOTA-USD and XRP-USD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

MIOTA-USD vs. XRP-USD - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
-58.82%
908.42%
MIOTA-USD
XRP-USD

Key characteristics

Sharpe Ratio

MIOTA-USD:

0.99

XRP-USD:

5.65

Sortino Ratio

MIOTA-USD:

2.00

XRP-USD:

4.39

Omega Ratio

MIOTA-USD:

1.20

XRP-USD:

1.49

Calmar Ratio

MIOTA-USD:

0.61

XRP-USD:

5.42

Martin Ratio

MIOTA-USD:

2.93

XRP-USD:

30.17

Ulcer Index

MIOTA-USD:

39.65%

XRP-USD:

20.24%

Daily Std Dev

MIOTA-USD:

87.30%

XRP-USD:

80.77%

Max Drawdown

MIOTA-USD:

-98.08%

XRP-USD:

-95.87%

Current Drawdown

MIOTA-USD:

-95.89%

XRP-USD:

-35.07%

Returns By Period

In the year-to-date period, MIOTA-USD achieves a -21.37% return, which is significantly lower than XRP-USD's 5.44% return.


MIOTA-USD

YTD

-21.37%

1M

20.06%

6M

97.14%

1Y

-6.11%

5Y*

4.69%

10Y*

N/A

XRP-USD

YTD

5.44%

1M

-0.50%

6M

324.72%

1Y

323.58%

5Y*

59.09%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MIOTA-USD vs. XRP-USD — Risk-Adjusted Performance Rank

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

MIOTA-USD
The Risk-Adjusted Performance Rank of MIOTA-USD is 8181
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 8181
Martin Ratio Rank

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIOTA-USD vs. XRP-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-USD) and Ripple (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.


The chart of Sharpe ratio for MIOTA-USD, currently valued at 0.99, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 0.99
XRP-USD: 5.70
The chart of Sortino ratio for MIOTA-USD, currently valued at 2.00, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 2.00
XRP-USD: 4.40
The chart of Omega ratio for MIOTA-USD, currently valued at 1.20, compared to the broader market1.001.101.201.301.40
MIOTA-USD: 1.20
XRP-USD: 1.49
The chart of Calmar ratio for MIOTA-USD, currently valued at 0.61, compared to the broader market1.002.003.004.00
MIOTA-USD: 0.61
XRP-USD: 5.46
The chart of Martin ratio for MIOTA-USD, currently valued at 2.93, compared to the broader market0.005.0010.0015.0020.0025.00
MIOTA-USD: 2.93
XRP-USD: 30.23

The current MIOTA-USD Sharpe Ratio is 0.99, which is lower than the XRP-USD Sharpe Ratio of 5.65. The chart below compares the historical Sharpe Ratios of MIOTA-USD and XRP-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
0.99
5.70
MIOTA-USD
XRP-USD

Drawdowns

MIOTA-USD vs. XRP-USD - Drawdown Comparison

The maximum MIOTA-USD drawdown since its inception was -98.08%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-95.89%
-35.07%
MIOTA-USD
XRP-USD

Volatility

MIOTA-USD vs. XRP-USD - Volatility Comparison

IOTA (MIOTA-USD) has a higher volatility of 26.74% compared to Ripple (XRP-USD) at 23.06%. 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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
26.74%
23.06%
MIOTA-USD
XRP-USD