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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 0.16, 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.


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.

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Key characteristics

Sharpe Ratio

XRP-USD:

4.19

BTC-USD:

1.34

Sortino Ratio

XRP-USD:

4.83

BTC-USD:

3.13

Omega Ratio

XRP-USD:

1.54

BTC-USD:

1.33

Calmar Ratio

XRP-USD:

7.43

BTC-USD:

2.51

Martin Ratio

XRP-USD:

37.16

BTC-USD:

11.77

Ulcer Index

XRP-USD:

21.65%

BTC-USD:

11.18%

Daily Std Dev

XRP-USD:

81.36%

BTC-USD:

42.21%

Max Drawdown

XRP-USD:

-95.87%

BTC-USD:

-93.18%

Current Drawdown

XRP-USD:

-24.43%

BTC-USD:

-2.46%

Returns By Period

In the year-to-date period, XRP-USD achieves a 22.72% return, which is significantly higher than BTC-USD's 10.82% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: XRP-USD at 84.00% and BTC-USD at 84.00%.


XRP-USD

YTD

22.72%

1M

22.22%

6M

230.23%

1Y

391.85%

5Y*

66.46%

10Y*

84.00%

BTC-USD

YTD

10.82%

1M

23.75%

6M

18.67%

1Y

56.24%

5Y*

61.70%

10Y*

84.00%

*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 9999
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 9999
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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 current XRP-USD Sharpe Ratio is 4.19, which is higher than the BTC-USD Sharpe Ratio of 1.34. 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.


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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 -93.18%. 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.


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Volatility

XRP-USD vs. BTC-USD - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 15.94% compared to Bitcoin (BTC-USD) at 10.35%. 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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