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

Performance

XRP-USD vs. HBAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and HederaHashgraph (HBAR-USD). 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 -41.30% return, which is significantly lower than HBAR-USD's -34.39% return.


XRP-USD

1D
1.87%
1M
-4.80%
6M
-32.08%
YTD
-41.30%
1Y
-61.01%
3Y*
17.67%
5Y*
8.66%
10Y*
ALL TIME*
71.95%

HBAR-USD

1D
0.96%
1M
-4.99%
6M
-21.24%
YTD
-34.39%
1Y
-69.72%
3Y*
9.21%
5Y*
-20.13%
10Y*
ALL TIME*
-22.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.12M$3.43M$6.44M

XRP-USD

XRP
$1.22B$1.28B$2.14B

XRP-USD vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XRP-USD
XRP
-41.30%-11.56%237.88%81.04%-59.10%278.06%13.98%-26.08%
HBAR-USD
HederaHashgraph
-34.39%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between XRP-USD and HBAR-USD is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.63

Over the past year, XRP-USD and HBAR-USD have become more correlated (0.84) than their long-term average of 0.63, meaning their price movements have been converging.

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Return for Risk

XRP-USD vs. HBAR-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XRP-USD
XRP-USD Risk / Return Rank: 3232
Overall Rank
XRP-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 3535
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 2828
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 2323
Overall Rank
HBAR-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 2020
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 2323
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XRP-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and HederaHashgraph (HBAR-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.

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-USDHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

0.84

0.82

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.93

+0.04

Martin ratioReturn relative to average drawdown

-1.27

-1.26

-0.02

XRP-USD vs. HBAR-USD - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.96, which is comparable to the HBAR-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of XRP-USD and HBAR-USD, 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. HBAR-USD - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for XRP-USD and HBAR-USD.


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Drawdown Indicators


XRP-USDHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-97.58%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-68.73%

-75.26%

+6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-70.77%

-82.42%

+11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-92.79%

+14.96%

Current Drawdown

Current decline from peak

-69.61%

-86.23%

+16.62%

Average Drawdown

Average peak-to-trough decline

-70.96%

-74.73%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.01%

37.88%

+1.13%

Volatility

XRP-USD vs. HBAR-USD - Volatility Comparison

The current volatility for XRP (XRP-USD) is 9.95%, while HederaHashgraph (HBAR-USD) has a volatility of 12.15%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

12.15%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

42.62%

38.81%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

53.22%

56.27%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.99%

84.40%

-13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.04%

107.60%

+3.44%

Frequently Asked Questions


XRP-USD and HBAR-USD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (12.15%) compared to XRP-USD (9.95%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs HBAR-USD's -97.58%.

XRP-USD currently has the higher Sharpe Ratio (-0.96 vs -1.03), 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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