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

Performance

XRP-USD vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and NVIDIA Corporation (NVDA). 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 NVDA's 12.01% 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*

NVDA

1D
1.73%
1M
-2.94%
YTD
12.01%
6M
12.58%
1Y
47.43%
3Y*
75.35%
5Y*
64.54%
10Y*
68.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. NVDA - 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%
NVDA
NVIDIA Corporation
12.01%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between XRP-USD and NVDA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.16

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

0.23

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

0.14

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Return for Risk

XRP-USD vs. NVDA — 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

NVDA
NVDA Risk / Return Rank: 7777
Overall Rank
NVDA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7575
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7373
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7979
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. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and NVIDIA Corporation (NVDA). 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-USDNVDADifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.90

1.24

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.71

2.36

-3.07

Martin ratioReturn relative to average drawdown

-1.13

5.73

-6.87

XRP-USD vs. NVDA - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the NVDA Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of XRP-USD and NVDA, 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-USDNVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

1.37

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

1.25

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.63

-0.09

Drawdowns

XRP-USD vs. NVDA - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for XRP-USD and NVDA.


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Drawdown Indicators


XRP-USDNVDADifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-89.72%

-6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-20.21%

-49.02%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-36.88%

-32.35%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-66.34%

-11.49%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-67.51%

-11.39%

-56.12%

Average Drawdown

Average peak-to-trough decline

-71.01%

-36.20%

-34.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

8.30%

+35.68%

Volatility

XRP-USD vs. NVDA - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.20% compared to NVIDIA Corporation (NVDA) at 13.14%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

13.14%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

26.37%

+19.63%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

34.81%

+21.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

51.75%

+20.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

49.85%

+61.95%

Frequently Asked Questions


XRP-USD and NVDA have a correlation of 0.23, 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 NVDA (13.14%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.37 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.

Portfolio Optimizer

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