XRP-USD vs. BTC-USD
XRP-USD (XRP) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 14.37%/yr vs 15.31%/yr for BTC-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
XRP-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -39.35% return, which is significantly lower than BTC-USD's -25.13% return.
XRP-USD
- 1D
- 1.67%
- 1M
- -2.91%
- 6M
- -43.80%
- YTD
- -39.35%
- 1Y
- -67.72%
- 3Y*
- 13.07%
- 5Y*
- 14.37%
- 10Y*
- —
- ALL TIME*
- 72.89%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
XRP-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and BTC-USD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.64 |
Over the past year, XRP-USD and BTC-USD have become more correlated (0.87) than their long-term average of 0.64, meaning their price movements have been converging.
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Return for Risk
XRP-USD vs. BTC-USD — Risk / Return Rank
XRP-USD
BTC-USD
XRP-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.85 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.83 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.38 | -1.32 | -0.05 |
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Drawdowns
XRP-USD vs. BTC-USD - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XRP-USD and BTC-USD.
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Drawdown Indicators
| XRP-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -85.30% | -10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -70.77% | -53.08% | -17.69% |
Max Drawdown (3Y)Largest decline over 3 years | -70.77% | -53.08% | -17.69% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -76.67% | -1.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -68.60% | -47.48% | -21.12% |
Average DrawdownAverage peak-to-trough decline | -70.96% | -42.61% | -28.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.36% | 27.88% | +10.48% |
Volatility
XRP-USD vs. BTC-USD - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 10.73% compared to Bitcoin (BTC-USD) at 9.37%. 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.
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Volatility by Period
| XRP-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.73% | 9.37% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 43.74% | 34.93% | +8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.83% | 35.76% | +18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.20% | 43.93% | +27.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.23% | 56.33% | +54.90% |
Frequently Asked Questions
XRP-USD and BTC-USD have a correlation of 0.87, 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 (10.73%) compared to BTC-USD (9.37%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs BTC-USD's -85.30%.
BTC-USD currently has the higher Sharpe Ratio (-1.03 vs -1.05), 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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