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

Performance

XRP-USD vs. PPTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Perpetua Resources Corp (PPTA). 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 PPTA's -5.37% 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*

PPTA

1D
1.15%
1M
-23.51%
YTD
-5.37%
6M
-9.30%
1Y
31.89%
3Y*
71.90%
5Y*
22.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. PPTA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XRP-USD
XRP
-38.21%-11.56%237.88%81.04%-59.10%55.20%
PPTA
Perpetua Resources Corp
-5.37%126.90%236.59%8.56%-38.53%-34.48%

Correlation

The correlation between XRP-USD and PPTA is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.14

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2021

0.12

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Return for Risk

XRP-USD vs. PPTA — 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

PPTA
PPTA Risk / Return Rank: 5858
Overall Rank
PPTA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PPTA Sortino Ratio Rank: 5757
Sortino Ratio Rank
PPTA Omega Ratio Rank: 5757
Omega Ratio Rank
PPTA Calmar Ratio Rank: 6060
Calmar Ratio Rank
PPTA Martin Ratio Rank: 6161
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. PPTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Perpetua Resources Corp (PPTA). 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-USDPPTADifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

0.90

1.14

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.74

0.82

-1.56

Martin ratioReturn relative to average drawdown

-1.18

1.90

-3.08

XRP-USD vs. PPTA - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.76, which is lower than the PPTA Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XRP-USD and PPTA, 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-USDPPTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

0.43

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.32

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.30

+0.25

Drawdowns

XRP-USD vs. PPTA - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than PPTA's maximum drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for XRP-USD and PPTA.


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Drawdown Indicators


XRP-USDPPTADifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-81.78%

-14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-39.15%

-30.08%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-39.62%

-29.61%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-81.78%

+3.95%

Current Drawdown

Current decline from peak

-68.01%

-38.45%

-29.56%

Average Drawdown

Average peak-to-trough decline

-70.99%

-38.73%

-32.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.15%

16.92%

+27.23%

Volatility

XRP-USD vs. PPTA - Volatility Comparison

The current volatility for XRP (XRP-USD) is 13.72%, while Perpetua Resources Corp (PPTA) has a volatility of 24.72%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than PPTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDPPTADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.72%

24.72%

-11.00%

Volatility (6M)

Calculated over the trailing 6-month period

46.04%

55.73%

-9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

56.11%

75.03%

-18.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.38%

71.85%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.82%

72.00%

+39.82%

Frequently Asked Questions


XRP-USD and PPTA have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPTA has higher volatility (24.72%) compared to XRP-USD (13.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs PPTA's -81.78%.

PPTA currently has the higher Sharpe Ratio (0.43 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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