SOL-USD vs. XRP-USD
SOL-USD (Solana) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 17.52%/yr vs 10.56%/yr for XRP-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -43.82% return, which is significantly lower than XRP-USD's -39.64% return.
SOL-USD
- 1D
- -2.73%
- 1M
- -17.91%
- YTD
- -43.82%
- 6M
- -43.58%
- 1Y
- -51.64%
- 3Y*
- 61.34%
- 5Y*
- 17.52%
- 10Y*
- —
XRP-USD
- 1D
- -1.63%
- 1M
- -17.70%
- YTD
- -39.64%
- 6M
- -40.70%
- 1Y
- -48.61%
- 3Y*
- 31.57%
- 5Y*
- 10.56%
- 10Y*
- —
SOL-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between SOL-USD and XRP-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.58 |
Over the past year, SOL-USD and XRP-USD have become more correlated (0.85) than their long-term average of 0.58, meaning their price movements have been converging.
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Return for Risk
SOL-USD vs. XRP-USD — Risk / Return Rank
SOL-USD
XRP-USD
SOL-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) 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.
| SOL-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.91 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.70 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.08 | -1.07 | -0.01 |
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Drawdowns
SOL-USD vs. XRP-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for SOL-USD and XRP-USD.
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Drawdown Indicators
| SOL-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -95.87% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -69.23% | -5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -69.23% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -77.83% | -18.44% |
Current DrawdownCurrent decline from peak | -73.31% | -68.75% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -51.52% | -70.98% | +19.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.23% | 39.29% | +8.94% |
Volatility
SOL-USD vs. XRP-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 19.00% compared to XRP (XRP-USD) at 15.32%. This indicates that SOL-USD'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
| SOL-USD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.00% | 15.32% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 47.01% | 46.08% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.02% | 56.29% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.64% | 71.53% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.65% | 111.63% | -11.98% |
Frequently Asked Questions
SOL-USD and XRP-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (19.00%) compared to XRP-USD (15.32%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs XRP-USD's -95.87%.
XRP-USD currently has the higher Sharpe Ratio (-0.72 vs -0.72), 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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