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

Performance

RPAR vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPAR Risk Parity ETF (RPAR) 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, RPAR achieves a 7.67% return, which is significantly higher than XRP-USD's -36.95% return.


RPAR

1D
0.13%
1M
1.29%
YTD
7.67%
6M
7.24%
1Y
19.60%
3Y*
9.28%
5Y*
1.79%
10Y*

XRP-USD

1D
-3.33%
1M
-17.93%
YTD
-36.95%
6M
-44.69%
1Y
-47.35%
3Y*
31.46%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPAR vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPAR
RPAR Risk Parity ETF
7.67%17.91%0.06%6.03%-22.82%7.56%19.40%0.11%
XRP-USD
XRP
-36.95%-11.56%237.88%81.04%-59.10%278.06%13.98%-12.62%

Correlation

The correlation between RPAR and XRP-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2019

0.15

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Return for Risk

RPAR vs. XRP-USD — Risk / Return Rank

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

RPAR
RPAR Risk / Return Rank: 5555
Overall Rank
RPAR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RPAR Sortino Ratio Rank: 5858
Sortino Ratio Rank
RPAR Omega Ratio Rank: 5858
Omega Ratio Rank
RPAR Calmar Ratio Rank: 5050
Calmar Ratio Rank
RPAR Martin Ratio Rank: 4949
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) 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.


RPARXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.35

0.91

+0.44

Calmar ratioReturn relative to maximum drawdown

2.43

-0.70

+3.13

Martin ratioReturn relative to average drawdown

8.02

-1.11

+9.13

RPAR vs. XRP-USD - Sharpe Ratio Comparison

The current RPAR Sharpe Ratio is 1.95, which is higher than the XRP-USD Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of RPAR 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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Sharpe Ratios by Period


RPARXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.70

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.05

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.54

-0.18

Drawdowns

RPAR vs. XRP-USD - Drawdown Comparison

The maximum RPAR drawdown since its inception was -30.16%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for RPAR and XRP-USD.


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Drawdown Indicators


RPARXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-95.87%

+65.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-67.36%

+59.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.20%

-67.36%

+54.16%

Max Drawdown (5Y)

Largest decline over 5 years

-30.16%

-77.83%

+47.67%

Current Drawdown

Current decline from peak

-2.51%

-67.36%

+64.85%

Average Drawdown

Average peak-to-trough decline

-11.61%

-71.01%

+59.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

43.26%

-40.81%

Volatility

RPAR vs. XRP-USD - Volatility Comparison

The current volatility for RPAR Risk Parity ETF (RPAR) is 3.52%, while XRP (XRP-USD) has a volatility of 12.23%. This indicates that RPAR 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


RPARXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

12.23%

-8.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

45.40%

-37.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

56.01%

-45.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.39%

72.44%

-60.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

111.85%

-99.17%

Frequently Asked Questions


RPAR and XRP-USD have a correlation of 0.21, 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 (12.23%) compared to RPAR (3.52%). In terms of maximum drawdown, RPAR dropped -30.16% vs XRP-USD's -95.87%.

RPAR currently has the higher Sharpe Ratio (1.95 vs -0.70), 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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