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XRP-USD vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRP-USD vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRP-USD is traded in USD, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than ^N225's 29.07% return.


XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*

^N225

1D
0.00%
1M
3.75%
YTD
29.07%
6M
28.03%
1Y
59.40%
3Y*
21.51%
5Y*
9.41%
10Y*
10.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. ^N225 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
^N225
Nikkei 225
29.07%26.56%7.17%19.21%-20.48%-5.90%22.42%19.73%-10.20%23.76%

Correlation

The correlation between XRP-USD and ^N225 is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

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

0.03

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

0.00

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Return for Risk

XRP-USD vs. ^N225 — Risk / Return Rank

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

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

^N225
^N225 Risk / Return Rank: 9494
Overall Rank
^N225 Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9393
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9595
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9595
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.

XRP-USD vs. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Nikkei 225 (^N225). 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.


XRP-USD^N225Difference
Sharpe ratioReturn per unit of total volatility

-3.12

Sortino ratioReturn per unit of downside risk

-4.34

Omega ratioGain probability vs. loss probability

0.90

1.40

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.71

4.11

-4.82

Martin ratioReturn relative to average drawdown

-1.13

13.32

-14.45

XRP-USD vs. ^N225 - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the ^N225 Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XRP-USD and ^N225, 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


XRP-USD^N225Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

2.40

-3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.41

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.25

+0.29

Drawdowns

XRP-USD vs. ^N225 - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than ^N225's maximum drawdown of -52.37%. Use the drawdown chart below to compare losses from any high point for XRP-USD and ^N225.


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Drawdown Indicators


XRP-USD^N225Difference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-52.37%

-43.50%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-14.75%

-54.48%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-24.78%

-44.45%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-36.26%

-41.57%

Max Drawdown (10Y)

Largest decline over 10 years

-37.97%

Current Drawdown

Current decline from peak

-67.51%

-2.84%

-64.67%

Average Drawdown

Average peak-to-trough decline

-71.01%

-13.62%

-57.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

4.47%

+39.51%

Volatility

XRP-USD vs. ^N225 - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to Nikkei 225 (^N225) at 7.37%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USD^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

7.37%

+6.83%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

20.33%

+25.67%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

25.34%

+30.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

23.72%

+48.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

21.53%

+90.27%

Frequently Asked Questions


XRP-USD and ^N225 have a correlation of 0.03, 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 (14.20%) compared to ^N225 (7.37%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs ^N225's -52.37%.

^N225 currently has the higher Sharpe Ratio (2.40 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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