RPAR vs. XRP-USD
RPAR (RPAR Risk Parity ETF) is Hedge Fund fund actively managed by Toroso Investments, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, RPAR returned 1.79%/yr vs 4.66%/yr for XRP-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
RPAR vs. XRP-USD - Performance Comparison
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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*
- —
RPAR vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
RPAR
XRP-USD
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.
| RPAR | XRP-USD | Difference | |
|---|---|---|---|
| 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 |
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
| RPAR | XRP-USD | Difference | |
|---|---|---|---|
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
| RPAR | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.51% | -67.36% | +64.85% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -71.01% | +59.40% |
Ulcer IndexDepth 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
| RPAR | XRP-USD | Difference | |
|---|---|---|---|
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.
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