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

Performance

SLV vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) 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, SLV achieves a -4.41% return, which is significantly higher than XRP-USD's -37.24% return.


SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%

XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLV vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between SLV 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

0.13

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

0.14

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

0.12

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Return for Risk

SLV vs. XRP-USD — Risk / Return Rank

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

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) 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.


SLVXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.30

0.90

+0.40

Calmar ratioReturn relative to maximum drawdown

2.09

-0.71

+2.80

Martin ratioReturn relative to average drawdown

4.40

-1.13

+5.54

SLV vs. XRP-USD - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 1.50, which is higher than the XRP-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of SLV 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


SLVXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.73

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.05

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.54

-0.31

Drawdowns

SLV vs. XRP-USD - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for SLV and XRP-USD.


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Drawdown Indicators


SLVXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.28%

-95.87%

+19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-69.23%

+26.78%

Max Drawdown (3Y)

Largest decline over 3 years

-42.45%

-69.23%

+26.78%

Max Drawdown (5Y)

Largest decline over 5 years

-42.45%

-77.83%

+35.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

-41.69%

-67.51%

+25.82%

Average Drawdown

Average peak-to-trough decline

-44.67%

-71.01%

+26.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

43.98%

-23.83%

Volatility

SLV vs. XRP-USD - Volatility Comparison

iShares Silver Trust (SLV) has a higher volatility of 16.89% compared to XRP (XRP-USD) at 14.20%. This indicates that SLV'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.


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Volatility by Period


SLVXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.89%

14.20%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

58.88%

46.00%

+12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

59.53%

56.17%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

72.40%

-36.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

111.80%

-79.88%

Frequently Asked Questions


SLV 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.

SLV has higher volatility (16.89%) compared to XRP-USD (14.20%). In terms of maximum drawdown, SLV dropped -76.28% vs XRP-USD's -95.87%.

SLV currently has the higher Sharpe Ratio (1.50 vs -0.73), 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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