XRP-USD vs. BN
XRP-USD (XRP) is a cryptocurrency, while BN (Brookfield Corporation) is a stock. Over the past 5 years, XRP-USD returned 4.64%/yr vs 11.64%/yr for BN. At a 0.18 correlation, their price movements are largely independent.
Performance
XRP-USD vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than BN's -3.44% 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*
- —
BN
- 1D
- -0.83%
- 1M
- -6.05%
- YTD
- -3.44%
- 6M
- -4.46%
- 1Y
- 13.31%
- 3Y*
- 28.82%
- 5Y*
- 11.64%
- 10Y*
- 14.55%
XRP-USD vs. BN - 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% |
BN Brookfield Corporation | -3.44% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between XRP-USD and BN is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
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 | 0.18 |
The correlation between XRP-USD and BN shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. BN — Risk / Return Rank
XRP-USD
BN
XRP-USD vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Brookfield Corporation (BN). 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 | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.10 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 0.61 | -1.32 |
| Martin ratioReturn relative to average drawdown | -1.13 | 1.68 | -2.82 |
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 | BN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 0.47 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.37 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.30 | +0.24 |
Drawdowns
XRP-USD vs. BN - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than BN's maximum drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for XRP-USD and BN.
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Drawdown Indicators
| XRP-USD | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -82.22% | -13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -22.05% | -47.18% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -27.84% | -41.39% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -41.85% | -35.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.42% | — |
Current DrawdownCurrent decline from peak | -67.51% | -9.89% | -57.62% |
Average DrawdownAverage peak-to-trough decline | -71.01% | -28.52% | -42.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 7.93% | +36.05% |
Volatility
XRP-USD vs. BN - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.20% compared to Brookfield Corporation (BN) at 9.72%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than BN 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 | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 9.72% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 22.37% | +23.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.17% | 28.67% | +27.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 31.24% | +41.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.80% | 30.20% | +81.60% |
Frequently Asked Questions
XRP-USD and BN have a correlation of 0.32, 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 (14.20%) compared to BN (9.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs BN's -82.22%.
BN currently has the higher Sharpe Ratio (0.47 vs -0.73), 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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