XRP-USD vs. GC=F

Last updated Jun 9, 2026

XRP-USD (XRP) is a cryptocurrency, while GC=F (Gold Futures) is an asset. At a correlation of -0.04, they often move in opposite directions.

Performance

XRP-USD vs. GC=F - Performance Comparison

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

Returns By Period

XRP-USD

• 1D: -0.09%
• 1M: -18.75%
• YTD: -37.24%
• 6M: -44.31%
• 1Y: -49.12%
• 3Y*: 28.98%
• 5Y*: 4.64%
• 10Y*: —

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XRP-USD vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XRP-USD XRP	-37.24%	-11.56%	237.88%	81.04%	-43.64%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%

Correlation

The correlation between XRP-USD and GC=F is -0.04, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	-0.04

Return for Risk

XRP-USD vs. GC=F — 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: 50
XRP-USD Sharpe Ratio Rank: 45
XRP-USD Sortino Ratio Rank: 48
XRP-USD Omega Ratio Rank: 47
XRP-USD Calmar Ratio Rank: 58
XRP-USD Martin Ratio Rank: 54

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Gold Futures (GC=F). 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.

	XRP-USD	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.73	—	—
Sortino ratio: Return per unit of downside risk	-0.96	—	—
Omega ratio: Gain probability vs. loss probability	0.90	—	—
Calmar ratio: Return relative to maximum drawdown	-0.71	—	—
Martin ratio: Return relative to average drawdown	-1.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XRP-USD	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.73	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Drawdowns

Drawdown Indicators

	XRP-USD	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-95.87%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-69.23%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-69.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-77.83%	—	—
Current Drawdown Current decline from peak	-67.51%	—	—
Average Drawdown Average peak-to-trough decline	-71.01%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	43.98%	—	—

Volatility

Volatility by Period

	XRP-USD	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	56.17%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.40%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.80%	—	—

Frequently Asked Questions

Can I hold both XRP-USD and GC=F in my portfolio?

XRP-USD and GC=F have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.