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

Performance

XRP-USD vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Alphabet Inc. Class A (GOOGL). 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 -37.47% return, which is significantly lower than GOOGL's 15.06% 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*

GOOGL

1D
0.53%
1M
-10.27%
YTD
15.06%
6M
16.44%
1Y
106.51%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.47%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
GOOGL
Alphabet Inc. Class A
15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between XRP-USD and GOOGL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.16

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

0.21

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

0.13

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Return for Risk

XRP-USD vs. GOOGL — 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: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Alphabet Inc. Class A (GOOGL). 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-USDGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-4.30

Sortino ratioReturn per unit of downside risk

-5.77

Omega ratioGain probability vs. loss probability

0.91

1.59

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.67

5.20

-5.87

Martin ratioReturn relative to average drawdown

-1.06

18.48

-19.54

XRP-USD vs. GOOGL - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.69, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of XRP-USD and GOOGL, 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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Drawdowns

XRP-USD vs. GOOGL - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for XRP-USD and GOOGL.


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Drawdown Indicators


XRP-USDGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-65.29%

-30.58%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-20.37%

-48.86%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-29.81%

-39.42%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-44.32%

-33.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-67.62%

-10.61%

-57.01%

Average Drawdown

Average peak-to-trough decline

-70.99%

-13.01%

-57.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

5.72%

+38.26%

Volatility

XRP-USD vs. GOOGL - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.05% compared to Alphabet Inc. Class A (GOOGL) at 7.24%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.05%

7.24%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

46.30%

20.82%

+25.48%

Volatility (1Y)

Calculated over the trailing 1-year period

56.19%

29.31%

+26.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.34%

31.33%

+41.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.77%

29.13%

+82.64%

Frequently Asked Questions


XRP-USD and GOOGL have a correlation of 0.20, 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 GOOGL (7.24%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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