XRP-USD vs. AMD
XRP-USD (XRP) is a cryptocurrency, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs 44.46%/yr for AMD. At a 0.15 correlation, their price movements are largely independent.
Performance
XRP-USD vs. AMD - 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 AMD's 138.87% 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*
- —
AMD
- 1D
- 4.73%
- 1M
- 13.76%
- YTD
- 138.87%
- 6M
- 142.70%
- 1Y
- 340.40%
- 3Y*
- 60.16%
- 5Y*
- 44.46%
- 10Y*
- 60.93%
XRP-USD vs. AMD - 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% |
AMD Advanced Micro Devices, Inc. | 138.87% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between XRP-USD and AMD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.15 |
Over the past year, XRP-USD and AMD have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
XRP-USD vs. AMD — Risk / Return Rank
XRP-USD
AMD
XRP-USD vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Advanced Micro Devices, Inc. (AMD). 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 | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.70 | ||
| Sortino ratioReturn per unit of downside risk | -5.39 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.60 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 12.04 | -12.71 |
| Martin ratioReturn relative to average drawdown | -1.06 | 24.74 | -25.80 |
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Drawdowns
XRP-USD vs. AMD - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for XRP-USD and AMD.
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Drawdown Indicators
| XRP-USD | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -96.59% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -27.76% | -41.47% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -63.00% | -6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -65.45% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.45% | — |
Current DrawdownCurrent decline from peak | -67.62% | -5.70% | -61.92% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -56.65% | -14.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 13.48% | +30.50% |
Volatility
XRP-USD vs. AMD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 14.05%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.71%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than AMD 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 | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 22.71% | -8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 50.12% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 66.74% | -10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 55.71% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 56.99% | +54.78% |
Frequently Asked Questions
XRP-USD and AMD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.71%) compared to XRP-USD (14.05%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (5.01 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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