PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XRP-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and BTC-USD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

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.

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
391.77%
60.48%
XRP-USD
BTC-USD

Key characteristics

Sharpe Ratio

XRP-USD:

12.60

BTC-USD:

1.64

Sortino Ratio

XRP-USD:

6.45

BTC-USD:

2.35

Omega Ratio

XRP-USD:

1.72

BTC-USD:

1.23

Calmar Ratio

XRP-USD:

11.17

BTC-USD:

1.40

Martin Ratio

XRP-USD:

101.70

BTC-USD:

7.47

Ulcer Index

XRP-USD:

11.65%

BTC-USD:

10.70%

Daily Std Dev

XRP-USD:

72.50%

BTC-USD:

43.74%

Max Drawdown

XRP-USD:

-95.87%

BTC-USD:

-93.07%

Current Drawdown

XRP-USD:

-9.16%

BTC-USD:

-2.30%

Returns By Period

In the year-to-date period, XRP-USD achieves a 47.51% return, which is significantly higher than BTC-USD's 11.00% return.


XRP-USD

YTD

47.51%

1M

49.12%

6M

391.76%

1Y

500.80%

5Y*

66.58%

10Y*

N/A

BTC-USD

YTD

11.00%

1M

11.94%

6M

60.48%

1Y

141.44%

5Y*

61.80%

10Y*

84.49%

*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. 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 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8787
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.


Sharpe ratio
The chart of Sharpe ratio for XRP-USD, currently valued at 12.60, compared to the broader market0.002.004.006.0012.601.64
The chart of Sortino ratio for XRP-USD, currently valued at 6.45, compared to the broader market0.002.004.006.452.35
The chart of Omega ratio for XRP-USD, currently valued at 1.72, compared to the broader market1.001.201.401.601.721.23
The chart of Calmar ratio for XRP-USD, currently valued at 11.17, compared to the broader market2.004.006.0011.171.40
The chart of Martin ratio for XRP-USD, currently valued at 101.70, compared to the broader market0.0010.0020.0030.0040.0050.00101.707.47
XRP-USD
BTC-USD

The current XRP-USD Sharpe Ratio is 12.60, which is higher than the BTC-USD Sharpe Ratio of 1.64. 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 Ratio0.005.0010.0015.00AugustSeptemberOctoberNovemberDecember2025
12.60
1.64
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%AugustSeptemberOctoberNovemberDecember2025
-9.16%
-2.30%
XRP-USD
BTC-USD

Volatility

XRP-USD vs. BTC-USD - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 27.66% compared to Bitcoin (BTC-USD) at 12.45%. 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%AugustSeptemberOctoberNovemberDecember2025
27.66%
12.45%
XRP-USD
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab