RWE.DE vs. XRP-USD
RWE.DE (RWE AG) is a stock, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, RWE.DE returned 16.17%/yr vs 5.86%/yr for XRP-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
RWE.DE vs. XRP-USD - Performance Comparison
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Different Trading Currencies
RWE.DE is traded in EUR, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, RWE.DE achieves a 29.46% return, which is significantly higher than XRP-USD's -37.42% return.
RWE.DE
- 1D
- -0.07%
- 1M
- 1.70%
- YTD
- 29.46%
- 6M
- 35.20%
- 1Y
- 64.64%
- 3Y*
- 16.35%
- 5Y*
- 16.17%
- 10Y*
- 19.88%
XRP-USD
- 1D
- 0.00%
- 1M
- -23.02%
- YTD
- -37.42%
- 6M
- -42.70%
- 1Y
- -47.32%
- 3Y*
- 30.25%
- 5Y*
- 5.86%
- 10Y*
- —
RWE.DE vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between RWE.DE and XRP-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.06 |
The correlation between RWE.DE and XRP-USD shifts across timeframes, from 0.05 (3 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RWE.DE vs. XRP-USD — Risk / Return Rank
RWE.DE
XRP-USD
RWE.DE vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) 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.
| RWE.DE | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +4.52 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.90 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 6.37 | -0.69 | +7.05 |
| Martin ratioReturn relative to average drawdown | 15.02 | -1.08 | +16.10 |
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Drawdowns
RWE.DE vs. XRP-USD - Drawdown Comparison
The maximum RWE.DE drawdown since its inception was -85.39%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for RWE.DE and XRP-USD.
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Drawdown Indicators
| RWE.DE | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.39% | -95.28% | +9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -68.72% | +58.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.49% | -70.38% | +39.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.19% | -74.75% | +42.56% |
Max Drawdown (10Y)Largest decline over 10 years | -39.02% | — | — |
Current DrawdownCurrent decline from peak | -5.46% | -69.46% | +64.00% |
Average DrawdownAverage peak-to-trough decline | -45.33% | -69.61% | +24.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 43.82% | -39.42% |
Volatility
RWE.DE vs. XRP-USD - Volatility Comparison
The current volatility for RWE AG (RWE.DE) is 7.73%, while XRP (XRP-USD) has a volatility of 12.97%. This indicates that RWE.DE 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
| RWE.DE | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 12.97% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 18.70% | 45.84% | -27.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 55.39% | -30.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 71.24% | -45.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 103.17% | -74.86% |
Frequently Asked Questions
RWE.DE and XRP-USD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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