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

Performance

XRP-USD vs. NVDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and T-REX 2X Long NVIDIA Daily Target ETF (NVDX). 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 -38.21% return, which is significantly lower than NVDX's 9.58% return.


XRP-USD

1D
-2.68%
1M
-22.87%
YTD
-38.21%
6M
-46.05%
1Y
-51.05%
3Y*
30.77%
5Y*
5.51%
10Y*

NVDX

1D
-0.42%
1M
-8.62%
YTD
9.58%
6M
9.23%
1Y
60.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. NVDX - Yearly Performance Comparison


2026 (YTD)202520242023
XRP-USD
XRP
-38.21%-11.56%237.88%26.11%
NVDX
T-REX 2X Long NVIDIA Daily Target ETF
9.58%26.24%384.03%28.06%

Correlation

The correlation between XRP-USD and NVDX 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 (All Time)
Calculated using the full available price history since Oct 19, 2023

0.17

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Return for Risk

XRP-USD vs. NVDX — 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: 4949
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4747
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: 5151
Martin Ratio Rank

NVDX
NVDX Risk / Return Rank: 2929
Overall Rank
NVDX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NVDX Sortino Ratio Rank: 3232
Sortino Ratio Rank
NVDX Omega Ratio Rank: 3030
Omega Ratio Rank
NVDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
NVDX Martin Ratio Rank: 2626
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. NVDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and T-REX 2X Long NVIDIA Daily Target ETF (NVDX). 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-USDNVDXDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

0.90

1.18

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.74

1.40

-2.14

Martin ratioReturn relative to average drawdown

-1.18

3.14

-4.31

XRP-USD vs. NVDX - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.76, which is lower than the NVDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XRP-USD and NVDX, 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-USDNVDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

0.88

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.33

-0.77

Drawdowns

XRP-USD vs. NVDX - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than NVDX's maximum drawdown of -68.19%. Use the drawdown chart below to compare losses from any high point for XRP-USD and NVDX.


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Drawdown Indicators


XRP-USDNVDXDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-68.19%

-27.68%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-43.76%

-25.47%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-68.01%

-23.68%

-44.33%

Average Drawdown

Average peak-to-trough decline

-70.99%

-20.27%

-50.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.15%

19.47%

+24.68%

Volatility

XRP-USD vs. NVDX - Volatility Comparison

The current volatility for XRP (XRP-USD) is 13.72%, while T-REX 2X Long NVIDIA Daily Target ETF (NVDX) has a volatility of 25.98%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than NVDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDNVDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.72%

25.98%

-12.26%

Volatility (6M)

Calculated over the trailing 6-month period

46.04%

52.60%

-6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

56.11%

69.45%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.38%

95.62%

-23.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.82%

95.62%

+16.20%

Frequently Asked Questions


XRP-USD and NVDX 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.

NVDX has higher volatility (25.98%) compared to XRP-USD (13.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs NVDX's -68.19%.

NVDX currently has the higher Sharpe Ratio (0.88 vs -0.76), 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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