XRP-USD vs. BABA
XRP-USD (XRP) is a cryptocurrency, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs -10.74%/yr for BABA. At a 0.13 correlation, their price movements are largely independent.
Performance
XRP-USD vs. BABA - 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 BABA's -22.32% 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*
- —
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
XRP-USD vs. BABA - 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% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between XRP-USD and BABA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.13 |
The correlation between XRP-USD and BABA shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. BABA — Risk / Return Rank
XRP-USD
BABA
XRP-USD vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Alibaba Group Holding Limited (BABA). 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 | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.06 | -0.61 |
| Martin ratioReturn relative to average drawdown | -1.06 | -0.12 | -0.94 |
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Drawdowns
XRP-USD vs. BABA - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for XRP-USD and BABA.
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Drawdown Indicators
| XRP-USD | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -80.09% | -15.78% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -39.94% | -29.29% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -39.94% | -29.29% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -72.48% | -5.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -67.62% | -62.20% | -5.42% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -37.56% | -33.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 19.58% | +24.40% |
Volatility
XRP-USD vs. BABA - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to Alibaba Group Holding Limited (BABA) at 10.07%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than BABA 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 | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 10.07% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 29.24% | +17.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 43.83% | +12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 51.40% | +20.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 43.40% | +68.37% |
Frequently Asked Questions
XRP-USD and BABA have a correlation of 0.25, 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 BABA (10.07%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.05 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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