XRP-USD vs. COMP
Compare and contrast key facts about Ripple (XRP-USD) and Compass, Inc. (COMP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRP-USD or COMP.
Performance
XRP-USD vs. COMP - Performance Comparison
Returns By Period
In the year-to-date period, XRP-USD achieves a 79.25% return, which is significantly higher than COMP's 71.28% return.
XRP-USD
79.25%
102.31%
109.36%
89.90%
36.62%
N/A
COMP
71.28%
14.18%
53.33%
220.40%
N/A
N/A
Key characteristics
| XRP-USD | COMP | |
|---|---|---|
| Sharpe Ratio | 1.28 | 2.82 |
| Sortino Ratio | 2.17 | 3.40 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 0.54 | 2.17 |
| Martin Ratio | 4.95 | 17.37 |
| Ulcer Index | 19.55% | 11.25% |
| Daily Std Dev | 58.99% | 69.35% |
| Max Drawdown | -95.87% | -90.82% |
| Current Drawdown | -67.37% | -68.04% |
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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.
Risk-Adjusted Performance
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.
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.
Volatility
XRP-USD vs. COMP - Volatility Comparison
Ripple (XRP-USD) has a higher volatility of 33.53% compared to Compass, Inc. (COMP) at 19.34%. 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.