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XRP-USD vs. GLD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRP-USD vs. GLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than GLD's 0.24% return.


XRP-USD

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

GLD

1D
0.26%
1M
-8.41%
YTD
0.24%
6M
3.07%
1Y
30.18%
3Y*
29.71%
5Y*
17.55%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
GLD
SPDR Gold Shares
0.24%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between XRP-USD and GLD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.07

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Return for Risk

XRP-USD vs. GLD — 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: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 3333
Overall Rank
GLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLD Omega Ratio Rank: 3838
Omega Ratio Rank
GLD Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLD Martin Ratio Rank: 2929
Martin Ratio Rank
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and SPDR Gold Shares (GLD). 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-USDGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

0.90

1.23

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.71

1.51

-2.22

Martin ratioReturn relative to average drawdown

-1.13

3.78

-4.91

XRP-USD vs. GLD - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the GLD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XRP-USD and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XRP-USDGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

1.13

-1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.98

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.59

-0.05

Drawdowns

XRP-USD vs. GLD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for XRP-USD and GLD.


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Drawdown Indicators


XRP-USDGLDDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-45.56%

-50.31%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-20.10%

-49.13%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-20.10%

-49.13%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-21.03%

-56.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-67.51%

-19.89%

-47.62%

Average Drawdown

Average peak-to-trough decline

-71.01%

-16.16%

-54.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

8.01%

+35.97%

Volatility

XRP-USD vs. GLD - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to SPDR Gold Shares (GLD) at 5.68%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

5.68%

+8.52%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

23.47%

+22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

26.87%

+29.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

18.07%

+54.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

15.99%

+95.81%

Frequently Asked Questions


XRP-USD and GLD have a correlation of 0.12, 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 (14.20%) compared to GLD (5.68%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs GLD's -45.56%.

GLD currently has the higher Sharpe Ratio (1.13 vs -0.73), 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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