XMR-USD vs. XRP-USD
XMR-USD (Monero) and XRP-USD (XRP) are both cryptocurrencies. Over the past 5 years, XMR-USD returned 5.92%/yr vs 8.21%/yr for XRP-USD. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
XMR-USD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -19.20% return, which is significantly higher than XRP-USD's -32.90% return.
XMR-USD
- 1D
- 2.72%
- 1M
- -9.86%
- YTD
- -19.20%
- 6M
- -14.39%
- 1Y
- 11.30%
- 3Y*
- 37.50%
- 5Y*
- 5.92%
- 10Y*
- 69.46%
XRP-USD
- 1D
- 4.10%
- 1M
- -12.68%
- YTD
- -32.90%
- 6M
- -34.98%
- 1Y
- -43.02%
- 3Y*
- 37.40%
- 5Y*
- 8.21%
- 10Y*
- —
XMR-USD vs. XRP-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and XRP-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.54 |
The correlation between XMR-USD and XRP-USD shifts across timeframes, from 0.37 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XMR-USD vs. XRP-USD — Risk / Return Rank
XMR-USD
XRP-USD
XMR-USD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-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.
| XMR-USD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.93 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.62 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.35 | -0.97 | +1.32 |
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Drawdowns
XMR-USD vs. XRP-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for XMR-USD and XRP-USD.
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Drawdown Indicators
| XMR-USD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -95.87% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -69.23% | +10.26% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -69.23% | +10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -77.83% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -50.80% | -65.26% | +14.46% |
Average DrawdownAverage peak-to-trough decline | -62.52% | -70.98% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.75% | 42.43% | -4.68% |
Volatility
XMR-USD vs. XRP-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.71% compared to XRP (XRP-USD) at 15.01%. This indicates that XMR-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
| XMR-USD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.71% | 15.01% | +21.70% |
Volatility (6M)Calculated over the trailing 6-month period | 69.75% | 46.41% | +23.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 56.34% | +12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.31% | 72.36% | -10.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.78% | 111.74% | -23.96% |
Frequently Asked Questions
XMR-USD and XRP-USD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (36.71%) compared to XRP-USD (15.01%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs XRP-USD's -95.87%.
XMR-USD currently has the higher Sharpe Ratio (0.14 vs -0.63), 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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