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XRP-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and BTC-USD is 0.25, 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. BTC-USD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
919.53%
1,211.65%
XRP-USD
BTC-USD

Key characteristics

Sharpe Ratio

XRP-USD:

5.71

BTC-USD:

1.90

Sortino Ratio

XRP-USD:

4.40

BTC-USD:

2.52

Omega Ratio

XRP-USD:

1.49

BTC-USD:

1.26

Calmar Ratio

XRP-USD:

5.48

BTC-USD:

1.68

Martin Ratio

XRP-USD:

30.98

BTC-USD:

8.54

Ulcer Index

XRP-USD:

19.91%

BTC-USD:

11.32%

Daily Std Dev

XRP-USD:

80.85%

BTC-USD:

42.81%

Max Drawdown

XRP-USD:

-95.87%

BTC-USD:

-93.07%

Current Drawdown

XRP-USD:

-34.36%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, XRP-USD achieves a 6.60% return, which is significantly higher than BTC-USD's 0.29% return.


XRP-USD

YTD

6.60%

1M

-9.55%

6M

316.98%

1Y

320.43%

5Y*

62.65%

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. BTC-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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Bitcoin (BTC-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
BTC-USD: 1.90
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
BTC-USD: 2.52
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
BTC-USD: 1.26
The chart of Calmar ratio for XRP-USD, currently valued at 5.48, compared to the broader market1.002.003.004.00
XRP-USD: 5.48
BTC-USD: 1.68
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
BTC-USD: 8.54

The current XRP-USD Sharpe Ratio is 5.71, which is higher than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XRP-USD and BTC-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
1.90
XRP-USD
BTC-USD

Drawdowns

XRP-USD vs. BTC-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XRP-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.36%
-11.73%
XRP-USD
BTC-USD

Volatility

XRP-USD vs. BTC-USD - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 24.12% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than BTC-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%
16.27%
XRP-USD
BTC-USD