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

Performance

TMSL vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Mid Cap ETF (TMSL) 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, TMSL achieves a 19.11% return, which is significantly higher than XRP-USD's -41.30% return.


TMSL

1D
-0.33%
1M
-1.41%
6M
13.24%
YTD
19.11%
1Y
31.13%
3Y*
17.77%
5Y*
10Y*
ALL TIME*
19.08%

XRP-USD

1D
1.87%
1M
-4.80%
6M
-32.08%
YTD
-41.30%
1Y
-61.01%
3Y*
17.67%
5Y*
8.66%
10Y*
ALL TIME*
71.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.24M$15.88M$18.32M

XRP-USD

XRP
$1.22B$1.28B$2.14B

TMSL vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023
TMSL
T. Rowe Price Small-Mid Cap ETF
19.11%11.95%15.81%11.79%
XRP-USD
XRP
-41.30%-11.56%237.88%28.15%

Correlation

The correlation between TMSL and XRP-USD is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.28

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Return for Risk

TMSL vs. XRP-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMSL
TMSL Risk / Return Rank: 7373
Overall Rank
TMSL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TMSL Sortino Ratio Rank: 7272
Sortino Ratio Rank
TMSL Omega Ratio Rank: 6868
Omega Ratio Rank
TMSL Calmar Ratio Rank: 7575
Calmar Ratio Rank
TMSL Martin Ratio Rank: 8080
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 3232
Overall Rank
XRP-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 3535
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Mid Cap ETF (TMSL) 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.


TMSLXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+3.96

Omega ratioGain probability vs. loss probability

1.29

0.84

+0.45

Calmar ratioReturn relative to maximum drawdown

2.63

-0.89

+3.52

Martin ratioReturn relative to average drawdown

10.51

-1.27

+11.78

TMSL vs. XRP-USD - Sharpe Ratio Comparison

The current TMSL Sharpe Ratio is 1.60, which is higher than the XRP-USD Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of TMSL 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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Drawdowns

TMSL vs. XRP-USD - Drawdown Comparison

The maximum TMSL drawdown since its inception was -24.39%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for TMSL and XRP-USD.


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Drawdown Indicators


TMSLXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-24.39%

-95.87%

+71.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-68.73%

+57.54%

Max Drawdown (3Y)

Largest decline over 3 years

-24.39%

-70.77%

+46.38%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-2.49%

-69.61%

+67.12%

Average Drawdown

Average peak-to-trough decline

-3.82%

-70.96%

+67.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

39.01%

-36.21%

Volatility

TMSL vs. XRP-USD - Volatility Comparison

The current volatility for T. Rowe Price Small-Mid Cap ETF (TMSL) is 4.36%, while XRP (XRP-USD) has a volatility of 9.95%. This indicates that TMSL 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


TMSLXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

9.95%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

42.62%

-27.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

53.22%

-34.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

70.99%

-52.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

111.04%

-92.55%

Frequently Asked Questions


TMSL and XRP-USD have a correlation of 0.32, 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 (9.95%) compared to TMSL (4.36%). In terms of maximum drawdown, TMSL dropped -24.39% vs XRP-USD's -95.87%.

TMSL currently has the higher Sharpe Ratio (1.60 vs -0.96), 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

Find the right allocation for TMSL and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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