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

Performance

XRP-USD vs. MCHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Matthews China Fund (MCHFX). 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 MCHFX's -1.92% 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*

MCHFX

1D
-3.49%
1M
-3.87%
YTD
-1.92%
6M
-3.81%
1Y
17.05%
3Y*
10.63%
5Y*
-7.08%
10Y*
6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. MCHFX - 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%
MCHFX
Matthews China Fund
-1.92%29.82%17.84%-19.21%-24.38%-19.41%43.07%34.57%-21.17%59.08%

Correlation

The correlation between XRP-USD and MCHFX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.16

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

0.19

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

0.15

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Return for Risk

XRP-USD vs. MCHFX — 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

MCHFX
MCHFX Risk / Return Rank: 1212
Overall Rank
MCHFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCHFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MCHFX Omega Ratio Rank: 1212
Omega Ratio Rank
MCHFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MCHFX Martin Ratio Rank: 1212
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. MCHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Matthews China Fund (MCHFX). 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-USDMCHFXDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.90

1.16

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.71

1.13

-1.84

Martin ratioReturn relative to average drawdown

-1.13

2.99

-4.13

XRP-USD vs. MCHFX - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the MCHFX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XRP-USD and MCHFX, 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-USDMCHFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

0.87

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.24

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.31

+0.23

Drawdowns

XRP-USD vs. MCHFX - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than MCHFX's maximum drawdown of -67.02%. Use the drawdown chart below to compare losses from any high point for XRP-USD and MCHFX.


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Drawdown Indicators


XRP-USDMCHFXDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-67.02%

-28.85%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-15.58%

-53.65%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-27.77%

-41.46%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-59.96%

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-64.75%

Current Drawdown

Current decline from peak

-67.51%

-39.51%

-28.00%

Average Drawdown

Average peak-to-trough decline

-71.01%

-22.11%

-48.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

5.78%

+38.20%

Volatility

XRP-USD vs. MCHFX - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to Matthews China Fund (MCHFX) at 8.02%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than MCHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDMCHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

8.02%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

15.55%

+30.45%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

20.27%

+35.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

29.99%

+42.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

26.65%

+85.15%

Frequently Asked Questions


XRP-USD and MCHFX have a correlation of 0.24, 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 MCHFX (8.02%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs MCHFX's -67.02%.

MCHFX currently has the higher Sharpe Ratio (0.87 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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