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

Performance

QQQ vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) 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, QQQ achieves a 17.57% return, which is significantly higher than XRP-USD's -37.47% return.


QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

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)

QQQ vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
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 QQQ and XRP-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.26

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

0.27

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

0.18

Over the past year, QQQ and XRP-USD have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

QQQ vs. XRP-USD — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) 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.


QQQXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.58

Omega ratioGain probability vs. loss probability

1.37

0.91

+0.45

Calmar ratioReturn relative to maximum drawdown

3.01

-0.67

+3.68

Martin ratioReturn relative to average drawdown

11.22

-1.06

+12.28

QQQ vs. XRP-USD - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of QQQ 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

QQQ vs. XRP-USD - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for QQQ and XRP-USD.


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Drawdown Indicators


QQQXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-95.87%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-69.23%

+57.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-69.23%

+46.46%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-77.83%

+42.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-3.33%

-67.62%

+64.29%

Average Drawdown

Average peak-to-trough decline

-32.75%

-70.99%

+38.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

43.98%

-40.78%

Volatility

QQQ vs. XRP-USD - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 7.56%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that QQQ 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


QQQXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

14.05%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

46.30%

-32.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

56.19%

-39.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

72.34%

-49.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

111.77%

-89.39%

Frequently Asked Questions


QQQ and XRP-USD have a correlation of 0.40, 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 QQQ (7.56%). In terms of maximum drawdown, QQQ dropped -82.97% vs XRP-USD's -95.87%.

QQQ currently has the higher Sharpe Ratio (2.09 vs -0.69), 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 QQQ 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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