XRP-USD vs. LINK-USD
XRP-USD (XRP) and LINK-USD (Chainlink) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 8.21%/yr vs -18.51%/yr for LINK-USD. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
XRP-USD vs. LINK-USD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with XRP-USD having a -32.90% return and LINK-USD slightly higher at -32.04%.
XRP-USD
- 1D
- 4.10%
- 1M
- -12.68%
- YTD
- -32.90%
- 6M
- -34.98%
- 1Y
- -43.02%
- 3Y*
- 37.40%
- 5Y*
- 8.21%
- 10Y*
- —
LINK-USD
- 1D
- 1.22%
- 1M
- -14.75%
- YTD
- -32.04%
- 6M
- -35.60%
- 1Y
- -37.73%
- 3Y*
- 15.87%
- 5Y*
- -18.51%
- 10Y*
- —
XRP-USD vs. LINK-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and LINK-USD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2017 | 0.60 |
Over the past year, XRP-USD and LINK-USD have become more correlated (0.87) than their long-term average of 0.60, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRP-USD vs. LINK-USD — Risk / Return Rank
XRP-USD
LINK-USD
XRP-USD vs. LINK-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Chainlink (LINK-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-USD | LINK-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.97 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.52 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.77 | -0.20 |
Loading charts...
Drawdowns
XRP-USD vs. LINK-USD - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than LINK-USD's maximum drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for XRP-USD and LINK-USD.
Loading charts...
Drawdown Indicators
| XRP-USD | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -90.19% | -5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -72.50% | +3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -74.83% | +5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -85.26% | +7.43% |
Current DrawdownCurrent decline from peak | -65.26% | -84.18% | +18.92% |
Average DrawdownAverage peak-to-trough decline | -70.98% | -60.44% | -10.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.43% | 51.07% | -8.64% |
Volatility
XRP-USD vs. LINK-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 15.01%, while Chainlink (LINK-USD) has a volatility of 16.89%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRP-USD | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.01% | 16.89% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 46.41% | 45.35% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.34% | 64.89% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.36% | 75.34% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.74% | 100.88% | +10.86% |
Frequently Asked Questions
XRP-USD and LINK-USD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LINK-USD has higher volatility (16.89%) compared to XRP-USD (15.01%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs LINK-USD's -90.19%.
LINK-USD currently has the higher Sharpe Ratio (-0.48 vs -0.63), 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.
Find the right allocation for XRP-USD and LINK-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer