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

Correlation

The correlation between XRP-USD and CRO-USD is 0.24, 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. CRO-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XRP-USD:

3.58

CRO-USD:

-0.20

Sortino Ratio

XRP-USD:

4.57

CRO-USD:

1.56

Omega Ratio

XRP-USD:

1.51

CRO-USD:

1.15

Calmar Ratio

XRP-USD:

6.14

CRO-USD:

0.12

Martin Ratio

XRP-USD:

31.94

CRO-USD:

0.85

Ulcer Index

XRP-USD:

21.32%

CRO-USD:

39.78%

Daily Std Dev

XRP-USD:

81.04%

CRO-USD:

87.13%

Max Drawdown

XRP-USD:

-95.87%

CRO-USD:

-94.56%

Current Drawdown

XRP-USD:

-31.22%

CRO-USD:

-89.08%

Returns By Period

In the year-to-date period, XRP-USD achieves a 11.68% return, which is significantly higher than CRO-USD's -30.26% return.


XRP-USD

YTD

11.68%

1M

13.23%

6M

319.29%

1Y

345.88%

5Y*

63.65%

10Y*

N/A

CRO-USD

YTD

-30.26%

1M

12.05%

6M

-9.33%

1Y

-22.79%

5Y*

9.12%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. CRO-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 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

CRO-USD
The Risk-Adjusted Performance Rank of CRO-USD is 6565
Overall Rank
The Sharpe Ratio Rank of CRO-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CRO-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of CRO-USD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CRO-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CRO-USD is 6363
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. CRO-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and CryptocomCoin (CRO-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 3.58, which is higher than the CRO-USD Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of XRP-USD and CRO-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. CRO-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum CRO-USD drawdown of -94.56%. Use the drawdown chart below to compare losses from any high point for XRP-USD and CRO-USD. For additional features, visit the drawdowns tool.


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Volatility

XRP-USD vs. CRO-USD - Volatility Comparison


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