PortfoliosLab logo
XRP-USD vs. AVAX-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and AVAX-USD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

XRP-USD vs. AVAX-USD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
652.50%
261.15%
XRP-USD
AVAX-USD

Key characteristics

Sharpe Ratio

XRP-USD:

5.71

AVAX-USD:

0.10

Sortino Ratio

XRP-USD:

4.40

AVAX-USD:

0.86

Omega Ratio

XRP-USD:

1.49

AVAX-USD:

1.08

Calmar Ratio

XRP-USD:

5.48

AVAX-USD:

0.02

Martin Ratio

XRP-USD:

30.98

AVAX-USD:

0.25

Ulcer Index

XRP-USD:

19.91%

AVAX-USD:

37.68%

Daily Std Dev

XRP-USD:

80.85%

AVAX-USD:

78.83%

Max Drawdown

XRP-USD:

-95.87%

AVAX-USD:

-93.48%

Current Drawdown

XRP-USD:

-34.36%

AVAX-USD:

-83.42%

Returns By Period

In the year-to-date period, XRP-USD achieves a 6.60% return, which is significantly higher than AVAX-USD's -37.41% return.


XRP-USD

YTD

6.60%

1M

-9.55%

6M

316.98%

1Y

320.43%

5Y*

62.65%

10Y*

N/A

AVAX-USD

YTD

-37.41%

1M

-2.56%

6M

-16.75%

1Y

-38.58%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XRP-USD vs. AVAX-USD — Risk-Adjusted Performance Rank

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

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 6262
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRP-USD vs. AVAX-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Avalanche (AVAX-USD). 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.


The chart of Sharpe ratio for XRP-USD, currently valued at 5.71, compared to the broader market0.001.002.003.004.00
XRP-USD: 5.71
AVAX-USD: 0.10
The chart of Sortino ratio for XRP-USD, currently valued at 4.40, compared to the broader market0.001.002.003.004.00
XRP-USD: 4.40
AVAX-USD: 0.86
The chart of Omega ratio for XRP-USD, currently valued at 1.49, compared to the broader market0.901.001.101.201.301.40
XRP-USD: 1.49
AVAX-USD: 1.08
The chart of Calmar ratio for XRP-USD, currently valued at 6.42, compared to the broader market1.002.003.004.00
XRP-USD: 6.42
AVAX-USD: 0.02
The chart of Martin ratio for XRP-USD, currently valued at 30.98, compared to the broader market0.005.0010.0015.0020.0025.00
XRP-USD: 30.98
AVAX-USD: 0.25

The current XRP-USD Sharpe Ratio is 5.71, which is higher than the AVAX-USD Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of XRP-USD and AVAX-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
5.71
0.10
XRP-USD
AVAX-USD

Drawdowns

XRP-USD vs. AVAX-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for XRP-USD and AVAX-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.78%
-83.42%
XRP-USD
AVAX-USD

Volatility

XRP-USD vs. AVAX-USD - Volatility Comparison

The current volatility for Ripple (XRP-USD) is 24.12%, while Avalanche (AVAX-USD) has a volatility of 29.84%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
24.12%
29.84%
XRP-USD
AVAX-USD