XRP-USD vs. 000660.KS
XRP-USD (XRP) is a cryptocurrency, while 000660.KS (SK Hynix Inc) is a stock. Over the past 5 years, XRP-USD returned 4.64%/yr vs 64.62%/yr for 000660.KS. At a 0.04 correlation, their price movements are largely independent.
Performance
XRP-USD vs. 000660.KS - Performance Comparison
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Different Trading Currencies
XRP-USD is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS 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 000660.KS's 180.72% 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*
- —
000660.KS
- 1D
- 0.00%
- 1M
- 9.94%
- YTD
- 180.72%
- 6M
- 223.75%
- 1Y
- 667.98%
- 3Y*
- 143.83%
- 5Y*
- 64.62%
- 10Y*
- 50.13%
XRP-USD vs. 000660.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.24% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
000660.KS SK Hynix Inc | 180.72% | 287.22% | 8.25% | 86.36% | -45.25% | 2.02% | 35.65% | 51.56% | -22.20% | 95.57% |
Correlation
The correlation between XRP-USD and 000660.KS is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.04 |
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Return for Risk
XRP-USD vs. 000660.KS — Risk / Return Rank
XRP-USD
000660.KS
XRP-USD vs. 000660.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and SK Hynix Inc (000660.KS). 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 | 000660.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.71 | ||
| Sortino ratioReturn per unit of downside risk | -6.62 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.75 | -0.85 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 23.68 | -24.39 |
| Martin ratioReturn relative to average drawdown | -1.13 | 71.59 | -72.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRP-USD | 000660.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 9.98 | -10.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 1.35 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Drawdowns
XRP-USD vs. 000660.KS - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than 000660.KS's maximum drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for XRP-USD and 000660.KS.
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Drawdown Indicators
| XRP-USD | 000660.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -90.66% | -5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -29.74% | -39.49% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -35.63% | -33.60% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -49.81% | -28.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.48% | — |
Current DrawdownCurrent decline from peak | -67.51% | -18.82% | -48.69% |
Average DrawdownAverage peak-to-trough decline | -71.01% | -29.12% | -41.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 9.69% | +34.29% |
Volatility
XRP-USD vs. 000660.KS - Volatility Comparison
The current volatility for XRP (XRP-USD) is 14.20%, while SK Hynix Inc (000660.KS) has a volatility of 27.19%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than 000660.KS 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 | 000660.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 27.19% | -12.99% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 56.68% | -10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.17% | 70.61% | -14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 49.91% | +22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.80% | 44.88% | +66.92% |
Frequently Asked Questions
XRP-USD and 000660.KS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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