XRP-USD vs. ^NDX
XRP-USD (XRP) is a cryptocurrency, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, XRP-USD returned 5.19%/yr vs 16.18%/yr for ^NDX. At a 0.18 correlation, their price movements are largely independent.
Performance
XRP-USD vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than ^NDX's 17.37% return.
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
^NDX
- 1D
- 0.64%
- 1M
- 0.19%
- YTD
- 17.37%
- 6M
- 17.62%
- 1Y
- 37.01%
- 3Y*
- 25.76%
- 5Y*
- 16.18%
- 10Y*
- 20.95%
XRP-USD vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
^NDX NASDAQ 100 Index | 17.37% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between XRP-USD and ^NDX 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 | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.18 |
Over the past year, XRP-USD and ^NDX have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
XRP-USD vs. ^NDX — Risk / Return Rank
XRP-USD
^NDX
XRP-USD vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and NASDAQ 100 Index (^NDX). 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.
| XRP-USD | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.92 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.06 | 10.85 | -11.91 |
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Drawdowns
XRP-USD vs. ^NDX - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for XRP-USD and ^NDX.
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Drawdown Indicators
| XRP-USD | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -82.90% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -12.12% | -57.11% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -22.93% | -46.30% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -35.56% | -42.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.56% | — |
Current DrawdownCurrent decline from peak | -67.62% | -3.34% | -64.28% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -24.61% | -46.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 3.26% | +40.72% |
Volatility
XRP-USD vs. ^NDX - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to NASDAQ 100 Index (^NDX) at 7.51%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than ^NDX 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 | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 7.51% | +6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 13.84% | +32.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 17.29% | +38.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 22.76% | +49.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 22.61% | +89.16% |
Frequently Asked Questions
XRP-USD and ^NDX 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.
XRP-USD has higher volatility (14.05%) compared to ^NDX (7.51%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (2.05 vs -0.69), 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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