XRP-USD vs. COMP

Last updated Jun 20, 2026

XRP-USD (XRP) is a cryptocurrency, while COMP (Compass, Inc.) is a stock. Over the past 5 years, XRP-USD returned 7.92%/yr vs -6.48%/yr for COMP. At a 0.16 correlation, their price movements are largely independent.

Performance

XRP-USD vs. COMP - Performance Comparison

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

Returns By Period

In the year-to-date period, XRP-USD achieves a -38.20% return, which is significantly lower than COMP's -5.30% return.

XRP-USD

• 1D: -0.77%
• 1M: -16.78%
• YTD: -38.20%
• 6M: -40.44%
• 1Y: -47.50%
• 3Y*: 32.11%
• 5Y*: 7.92%
• 10Y*: —

COMP

• 1D: 6.49%
• 1M: 20.02%
• YTD: -5.30%
• 6M: -5.39%
• 1Y: 69.37%
• 3Y*: 44.03%
• 5Y*: -6.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. COMP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XRP-USD XRP	-38.20%	-11.56%	237.88%	81.04%	-59.10%	44.83%
COMP Compass, Inc.	-5.30%	80.68%	55.59%	61.37%	-74.37%	-57.22%

Correlation

The correlation between XRP-USD and COMP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021	0.16

Return for Risk

XRP-USD vs. COMP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRP-USD

XRP-USD Risk / Return Rank: 52
XRP-USD Sharpe Ratio Rank: 46
XRP-USD Sortino Ratio Rank: 49
XRP-USD Omega Ratio Rank: 48
XRP-USD Calmar Ratio Rank: 60
XRP-USD Martin Ratio Rank: 55

COMP

COMP Risk / Return Rank: 71
COMP Sharpe Ratio Rank: 75
COMP Sortino Ratio Rank: 74
COMP Omega Ratio Rank: 73
COMP Calmar Ratio Rank: 68
COMP Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XRP-USD vs. COMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (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.

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	COMP	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	1.08	-1.78
Sortino ratio: Return per unit of downside risk	-0.89	1.86	-2.75
Omega ratio: Gain probability vs. loss probability	0.91	1.24	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.69	1.37	-2.06
Martin ratio: Return relative to average drawdown	-1.06	2.83	-3.89

XRP-USD vs. COMP - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.70, which is lower than the COMP Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of XRP-USD and COMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 -91.29%. Use the drawdown chart below to compare losses from any high point for XRP-USD and COMP.

Drawdown Indicators

	XRP-USD	COMP	Difference
Max Drawdown Largest peak-to-trough decline	-95.87%	-91.29%	-4.58%
Max Drawdown (1Y) Largest decline over 1 year	-69.23%	-50.81%	-18.42%
Max Drawdown (3Y) Largest decline over 3 years	-69.23%	-57.24%	-11.99%
Max Drawdown (5Y) Largest decline over 5 years	-77.83%	-89.25%	+11.42%
Current Drawdown Current decline from peak	-68.00%	-52.89%	-15.11%
Average Drawdown Average peak-to-trough decline	-70.98%	-68.15%	-2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.65%	24.59%	+14.06%

Volatility

XRP-USD vs. COMP - Volatility Comparison

The current volatility for XRP (XRP-USD) is 15.46%, while Compass, Inc. (COMP) has a volatility of 21.79%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRP-USD	COMP	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.46%	21.79%	-6.33%
Volatility (6M) Calculated over the trailing 6-month period	46.04%	52.18%	-6.14%
Volatility (1Y) Calculated over the trailing 1-year period	56.32%	64.41%	-8.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.29%	80.10%	-7.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.69%	79.09%	+32.60%

Frequently Asked Questions

Can I hold both XRP-USD and COMP in my portfolio?

XRP-USD and COMP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XRP-USD or COMP?

COMP has higher volatility (21.79%) compared to XRP-USD (15.46%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs COMP's -91.29%.

Which has better risk-adjusted returns?

COMP currently has the higher Sharpe Ratio (1.08 vs -0.70), 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.