XRP-USD vs. BTC-USD
XRP-USD (XRP) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 4.64%/yr vs 10.82%/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 -37.24% return, which is significantly lower than BTC-USD's -28.54% 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*
- —
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
XRP-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and BTC-USD is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
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 (0.86) 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.
| XRP-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.86 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.80 | +0.09 |
| Martin ratioReturn relative to average drawdown | -1.13 | -1.42 | +0.28 |
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 | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | -0.95 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.20 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.13 | -0.59 |
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 | -69.23% | -51.21% | -18.02% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -51.21% | -18.02% |
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 | -67.51% | -49.86% | -17.65% |
Average DrawdownAverage peak-to-trough decline | -71.01% | -42.32% | -28.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 34.46% | +9.52% |
Volatility
XRP-USD vs. BTC-USD - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.20% compared to Bitcoin (BTC-USD) at 11.59%. 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 | 14.20% | 11.59% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 34.53% | +11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.17% | 35.67% | +20.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 44.95% | +27.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.80% | 56.71% | +55.09% |
Frequently Asked Questions
XRP-USD and BTC-USD have a correlation of 0.86, 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 BTC-USD (11.59%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs BTC-USD's -85.30%.
XRP-USD currently has the higher Sharpe Ratio (-0.73 vs -0.95), 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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