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

Performance

XRP-USD vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Realty Income Corporation (O). 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 -37.47% return, which is significantly lower than O's 13.70% return.


XRP-USD

1D
1.46%
1M
-22.57%
YTD
-37.47%
6M
-43.16%
1Y
-46.47%
3Y*
33.79%
5Y*
5.19%
10Y*

O

1D
1.31%
1M
1.67%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.47%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Correlation

The correlation between XRP-USD and O is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.00

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

0.05

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

0.03

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Return for Risk

XRP-USD vs. O — 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: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
Martin Ratio Rank

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Realty Income Corporation (O). 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-USDODifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

0.91

1.15

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.67

1.29

-1.96

Martin ratioReturn relative to average drawdown

-1.06

3.12

-4.17

XRP-USD vs. O - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.69, which is lower than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XRP-USD and O, 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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Drawdowns

XRP-USD vs. O - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for XRP-USD and O.


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Drawdown Indicators


XRP-USDODifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-48.45%

-47.42%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-11.10%

-58.13%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-26.49%

-42.74%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-34.48%

-43.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-67.62%

-5.94%

-61.68%

Average Drawdown

Average peak-to-trough decline

-70.99%

-9.20%

-61.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

4.58%

+39.40%

Volatility

XRP-USD vs. O - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.05% compared to Realty Income Corporation (O) at 5.29%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.05%

5.29%

+8.76%

Volatility (6M)

Calculated over the trailing 6-month period

46.30%

11.98%

+34.32%

Volatility (1Y)

Calculated over the trailing 1-year period

56.19%

16.21%

+39.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.34%

18.92%

+53.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.77%

25.64%

+86.13%

Frequently Asked Questions


XRP-USD and O have a correlation of -0.02, 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 (14.05%) compared to O (5.29%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.88 vs -0.69), 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

Find the right allocation for XRP-USD and O

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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