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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 16.74% return, which is significantly higher than XRP-USD's -36.95% return.


TMSL

1D
0.22%
1M
2.70%
YTD
16.74%
6M
16.19%
1Y
31.78%
3Y*
5Y*
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMSL vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023
TMSL
T. Rowe Price Small-Mid Cap ETF
16.74%11.95%15.81%11.22%
XRP-USD
XRP
-36.95%-11.56%237.88%28.18%

Correlation

The correlation between TMSL and XRP-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2023

0.29

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Return for Risk

TMSL vs. XRP-USD — Risk / Return Rank

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

TMSL
TMSL Risk / Return Rank: 5858
Overall Rank
TMSL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TMSL Sortino Ratio Rank: 5656
Sortino Ratio Rank
TMSL Omega Ratio Rank: 5454
Omega Ratio Rank
TMSL Calmar Ratio Rank: 5858
Calmar Ratio Rank
TMSL Martin Ratio Rank: 6565
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5151
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5555
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.

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.


TMSLXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.33

0.91

+0.42

Calmar ratioReturn relative to maximum drawdown

2.85

-0.70

+3.56

Martin ratioReturn relative to average drawdown

11.70

-1.11

+12.81

TMSL vs. XRP-USD - Sharpe Ratio Comparison

The current TMSL Sharpe Ratio is 1.85, which is higher than the XRP-USD Sharpe Ratio of -0.70. 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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Sharpe Ratios by Period


TMSLXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

-0.70

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.54

+0.51

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%

-67.36%

+56.17%

Max Drawdown (3Y)

Largest decline over 3 years

-67.36%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-0.29%

-67.36%

+67.07%

Average Drawdown

Average peak-to-trough decline

-3.93%

-71.01%

+67.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

43.26%

-40.54%

Volatility

TMSL vs. XRP-USD - Volatility Comparison

The current volatility for T. Rowe Price Small-Mid Cap ETF (TMSL) is 5.27%, while XRP (XRP-USD) has a volatility of 12.23%. 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

5.27%

12.23%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

45.40%

-31.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

56.01%

-38.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

72.44%

-54.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

111.85%

-93.47%

Frequently Asked Questions


TMSL and XRP-USD have a correlation of 0.35, 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 TMSL (5.27%). In terms of maximum drawdown, TMSL dropped -24.39% vs XRP-USD's -95.87%.

TMSL currently has the higher Sharpe Ratio (1.85 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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