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XRP-USD vs. ASTS
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRP-USD vs. ASTS - Performance Comparison

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

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Returns By Period

In the year-to-date period, XRP-USD achieves a -38.21% return, which is significantly lower than ASTS's 22.14% return.


XRP-USD

1D
-2.68%
1M
-22.87%
YTD
-38.21%
6M
-46.05%
1Y
-51.05%
3Y*
30.77%
5Y*
5.51%
10Y*

ASTS

1D
-3.64%
1M
18.20%
YTD
22.14%
6M
21.79%
1Y
154.77%
3Y*
148.94%
5Y*
55.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. ASTS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XRP-USD
XRP
-38.21%-11.56%237.88%81.04%-59.10%278.06%13.98%-34.91%
ASTS
AST SpaceMobile, Inc.
22.14%244.22%249.92%25.10%-39.29%-41.53%37.59%1.02%

Correlation

The correlation between XRP-USD and ASTS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.18

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

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2019

0.13

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Return for Risk

XRP-USD vs. ASTS — 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: 4949
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4747
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: 5151
Martin Ratio Rank

ASTS
ASTS Risk / Return Rank: 8181
Overall Rank
ASTS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASTS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ASTS Omega Ratio Rank: 7676
Omega Ratio Rank
ASTS Calmar Ratio Rank: 8585
Calmar Ratio Rank
ASTS Martin Ratio Rank: 8181
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. ASTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and AST SpaceMobile, Inc. (ASTS). 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-USDASTSDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

0.90

1.26

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.74

3.27

-4.00

Martin ratioReturn relative to average drawdown

-1.18

6.44

-7.61

XRP-USD vs. ASTS - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.76, which is lower than the ASTS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XRP-USD and ASTS, 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-USDASTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

1.50

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.51

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.40

+0.16

Drawdowns

XRP-USD vs. ASTS - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than ASTS's maximum drawdown of -91.07%. Use the drawdown chart below to compare losses from any high point for XRP-USD and ASTS.


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Drawdown Indicators


XRP-USDASTSDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-91.07%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-47.69%

-21.54%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-70.66%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-85.57%

+7.74%

Current Drawdown

Current decline from peak

-68.01%

-33.35%

-34.66%

Average Drawdown

Average peak-to-trough decline

-70.99%

-43.35%

-27.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.15%

24.15%

+20.00%

Volatility

XRP-USD vs. ASTS - Volatility Comparison

The current volatility for XRP (XRP-USD) is 13.72%, while AST SpaceMobile, Inc. (ASTS) has a volatility of 38.98%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than ASTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDASTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.72%

38.98%

-25.26%

Volatility (6M)

Calculated over the trailing 6-month period

46.04%

82.97%

-36.93%

Volatility (1Y)

Calculated over the trailing 1-year period

56.11%

104.74%

-48.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.38%

109.29%

-36.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.82%

100.48%

+11.34%

Frequently Asked Questions


XRP-USD and ASTS have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASTS has higher volatility (38.98%) compared to XRP-USD (13.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs ASTS's -91.07%.

ASTS currently has the higher Sharpe Ratio (1.50 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for XRP-USD and ASTS

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