XRP-USD vs. DTEGY
XRP-USD (XRP) is a cryptocurrency, while DTEGY (Deutsche Telekom AG ADR) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs 13.28%/yr for DTEGY. At a 0.08 correlation, their price movements are largely independent.
Performance
XRP-USD vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than DTEGY's 4.12% return.
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
DTEGY
- 1D
- 0.95%
- 1M
- 2.20%
- YTD
- 4.12%
- 6M
- 7.95%
- 1Y
- -3.93%
- 3Y*
- 21.29%
- 5Y*
- 13.28%
- 10Y*
- 12.47%
XRP-USD vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between XRP-USD and DTEGY is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.08 |
The correlation between XRP-USD and DTEGY shifts across timeframes, from -0.05 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. DTEGY — Risk / Return Rank
XRP-USD
DTEGY
XRP-USD vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Deutsche Telekom AG ADR (DTEGY). 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 | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.98 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.28 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.06 | -0.50 | -0.56 |
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Drawdowns
XRP-USD vs. DTEGY - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for XRP-USD and DTEGY.
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Drawdown Indicators
| XRP-USD | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -40.18% | -55.69% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -19.68% | -49.55% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -21.44% | -47.79% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -25.85% | -51.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.18% | — |
Current DrawdownCurrent decline from peak | -67.62% | -15.47% | -52.15% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -9.82% | -61.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 11.10% | +32.88% |
Volatility
XRP-USD vs. DTEGY - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to Deutsche Telekom AG ADR (DTEGY) at 7.35%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRP-USD | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 7.35% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 18.94% | +27.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 24.09% | +32.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 21.41% | +50.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 21.70% | +90.07% |
Frequently Asked Questions
XRP-USD and DTEGY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRP-USD has higher volatility (14.05%) compared to DTEGY (7.35%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.23 vs -0.69), 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.
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