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

Correlation

The correlation between XRP-USD and COMP is 0.17, 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.


-0.50.00.51.00.2

Performance

XRP-USD vs. COMP - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
430.46%
48.36%
XRP-USD
COMP

Key characteristics

Sharpe Ratio

XRP-USD:

14.34

COMP:

1.75

Sortino Ratio

XRP-USD:

6.73

COMP:

2.65

Omega Ratio

XRP-USD:

1.75

COMP:

1.31

Calmar Ratio

XRP-USD:

12.93

COMP:

1.39

Martin Ratio

XRP-USD:

116.58

COMP:

10.10

Ulcer Index

XRP-USD:

11.59%

COMP:

11.72%

Daily Std Dev

XRP-USD:

72.60%

COMP:

67.84%

Max Drawdown

XRP-USD:

-95.87%

COMP:

-90.82%

Current Drawdown

XRP-USD:

-6.17%

COMP:

-66.50%

Returns By Period

In the year-to-date period, XRP-USD achieves a 52.37% return, which is significantly higher than COMP's 15.38% return.


XRP-USD

YTD

52.37%

1M

44.11%

6M

430.48%

1Y

501.73%

5Y*

69.56%

10Y*

N/A

COMP

YTD

15.38%

1M

8.35%

6M

48.35%

1Y

92.31%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XRP-USD vs. COMP — 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

COMP
The Risk-Adjusted Performance Rank of COMP is 8888
Overall Rank
The Sharpe Ratio Rank of COMP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of COMP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COMP is 8484
Omega Ratio Rank
The Calmar Ratio Rank of COMP is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMP is 9191
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. COMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Compass, Inc. (COMP). 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 14.34, compared to the broader market0.002.004.006.008.0010.0014.341.50
The chart of Sortino ratio for XRP-USD, currently valued at 6.73, compared to the broader market0.002.004.006.006.732.51
The chart of Omega ratio for XRP-USD, currently valued at 1.75, compared to the broader market1.001.201.401.601.751.29
The chart of Calmar ratio for XRP-USD, currently valued at 14.67, compared to the broader market2.004.006.008.0014.670.52
The chart of Martin ratio for XRP-USD, currently valued at 116.58, compared to the broader market0.0020.0040.0060.0080.00116.587.55
XRP-USD
COMP

The current XRP-USD Sharpe Ratio is 14.34, which is higher than the COMP Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XRP-USD and COMP, 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
14.34
1.50
XRP-USD
COMP

Drawdowns

XRP-USD vs. COMP - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than COMP's maximum drawdown of -90.82%. Use the drawdown chart below to compare losses from any high point for XRP-USD and COMP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.92%
-66.50%
XRP-USD
COMP

Volatility

XRP-USD vs. COMP - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 29.09% compared to Compass, Inc. (COMP) at 19.97%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than COMP 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
29.09%
19.97%
XRP-USD
COMP
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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.

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