XRP-USD vs. NASDX

Last updated Jun 9, 2026

XRP-USD (XRP) is a cryptocurrency, while NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index. Over the past 5 years, XRP-USD returned 4.64%/yr vs 18.65%/yr for NASDX. At a 0.18 correlation, their price movements are largely independent.

Performance

XRP-USD vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than NASDX's 14.68% 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*: —

NASDX

• 1D: -4.76%
• 1M: -0.88%
• YTD: 14.68%
• 6M: 13.19%
• 1Y: 33.57%
• 3Y*: 30.14%
• 5Y*: 18.65%
• 10Y*: 21.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. NASDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XRP-USD XRP	-37.24%	-11.56%	237.88%	81.04%	-59.10%	278.06%	13.98%	-45.31%	-84.67%	38,242.83%
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares	14.68%	21.00%	36.91%	54.69%	-32.57%	27.32%	48.59%	38.22%	-1.21%	31.27%

Correlation

The correlation between XRP-USD and NASDX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017	0.18

Over the past year, XRP-USD and NASDX have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.

Return for Risk

XRP-USD vs. NASDX — 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: 50
XRP-USD Sharpe Ratio Rank: 45
XRP-USD Sortino Ratio Rank: 48
XRP-USD Omega Ratio Rank: 47
XRP-USD Calmar Ratio Rank: 58
XRP-USD Martin Ratio Rank: 54

NASDX

NASDX Risk / Return Rank: 54
NASDX Sharpe Ratio Rank: 54
NASDX Sortino Ratio Rank: 44
NASDX Omega Ratio Rank: 49
NASDX Calmar Ratio Rank: 64
NASDX Martin Ratio Rank: 59

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. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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-USD	NASDX	Difference
Sharpe ratio: Return per unit of total volatility	-0.73	2.09	-2.82
Sortino ratio: Return per unit of downside risk	-0.96	2.70	-3.67
Omega ratio: Gain probability vs. loss probability	0.90	1.37	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.71	2.95	-3.66
Martin ratio: Return relative to average drawdown	-1.13	11.38	-12.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRP-USD vs. NASDX - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the NASDX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of XRP-USD and NASDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XRP-USD	NASDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.73	2.09	-2.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.81	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.32	+0.22

Drawdowns

XRP-USD vs. NASDX - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than NASDX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for XRP-USD and NASDX.

Drawdown Indicators

	XRP-USD	NASDX	Difference
Max Drawdown Largest peak-to-trough decline	-95.87%	-83.16%	-12.71%
Max Drawdown (1Y) Largest decline over 1 year	-69.23%	-11.90%	-57.33%
Max Drawdown (3Y) Largest decline over 3 years	-69.23%	-22.71%	-46.52%
Max Drawdown (5Y) Largest decline over 5 years	-77.83%	-35.33%	-42.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.33%	—
Current Drawdown Current decline from peak	-67.51%	-5.52%	-61.99%
Average Drawdown Average peak-to-trough decline	-71.01%	-34.36%	-36.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.98%	3.08%	+40.90%

Volatility

XRP-USD vs. NASDX - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.67%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRP-USD	NASDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.20%	6.67%	+7.53%
Volatility (6M) Calculated over the trailing 6-month period	46.00%	13.18%	+32.82%
Volatility (1Y) Calculated over the trailing 1-year period	56.17%	16.82%	+39.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.40%	23.13%	+49.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.80%	22.72%	+89.08%

Frequently Asked Questions

Can I hold both XRP-USD and NASDX in my portfolio?

XRP-USD and NASDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XRP-USD or NASDX?

XRP-USD has higher volatility (14.20%) compared to NASDX (6.67%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs NASDX's -83.16%.

Which has better risk-adjusted returns?

NASDX currently has the higher Sharpe Ratio (2.09 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.