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

Correlation

The correlation between XRP-USD and DOGE-USD is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

XRP-USD vs. DOGE-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%NovemberDecember2025FebruaryMarchApril
913.64%
12,794.21%
XRP-USD
DOGE-USD

Key characteristics

Sharpe Ratio

XRP-USD:

5.80

DOGE-USD:

1.33

Sortino Ratio

XRP-USD:

4.43

DOGE-USD:

2.14

Omega Ratio

XRP-USD:

1.49

DOGE-USD:

1.22

Calmar Ratio

XRP-USD:

5.57

DOGE-USD:

0.87

Martin Ratio

XRP-USD:

31.27

DOGE-USD:

3.85

Ulcer Index

XRP-USD:

20.02%

DOGE-USD:

35.82%

Daily Std Dev

XRP-USD:

80.82%

DOGE-USD:

80.98%

Max Drawdown

XRP-USD:

-95.87%

DOGE-USD:

-95.27%

Current Drawdown

XRP-USD:

-34.73%

DOGE-USD:

-73.70%

Returns By Period

In the year-to-date period, XRP-USD achieves a 5.98% return, which is significantly higher than DOGE-USD's -42.20% return.


XRP-USD

YTD

5.98%

1M

-6.15%

6M

339.22%

1Y

319.50%

5Y*

62.17%

10Y*

N/A

DOGE-USD

YTD

-42.20%

1M

-6.34%

6M

39.27%

1Y

20.52%

5Y*

139.79%

10Y*

112.23%

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. DOGE-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

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8484
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. DOGE-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Dogecoin (DOGE-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 chart of Sharpe ratio for XRP-USD, currently valued at 5.80, compared to the broader market0.001.002.003.004.00
XRP-USD: 5.80
DOGE-USD: 1.33
The chart of Sortino ratio for XRP-USD, currently valued at 4.43, compared to the broader market0.001.002.003.004.00
XRP-USD: 4.43
DOGE-USD: 2.14
The chart of Omega ratio for XRP-USD, currently valued at 1.49, compared to the broader market1.001.101.201.301.40
XRP-USD: 1.49
DOGE-USD: 1.22
The chart of Calmar ratio for XRP-USD, currently valued at 5.57, compared to the broader market1.002.003.004.00
XRP-USD: 5.57
DOGE-USD: 0.87
The chart of Martin ratio for XRP-USD, currently valued at 31.27, compared to the broader market0.005.0010.0015.0020.00
XRP-USD: 31.27
DOGE-USD: 3.85

The current XRP-USD Sharpe Ratio is 5.80, which is higher than the DOGE-USD Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XRP-USD and DOGE-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.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
5.80
1.33
XRP-USD
DOGE-USD

Drawdowns

XRP-USD vs. DOGE-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum DOGE-USD drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for XRP-USD and DOGE-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.73%
-73.70%
XRP-USD
DOGE-USD

Volatility

XRP-USD vs. DOGE-USD - Volatility Comparison

The current volatility for Ripple (XRP-USD) is 24.12%, while Dogecoin (DOGE-USD) has a volatility of 27.43%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than DOGE-USD 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%NovemberDecember2025FebruaryMarchApril
24.12%
27.43%
XRP-USD
DOGE-USD