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

Performance

XRP-USD vs. RKLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and Rocket Lab USA, Inc. (RKLB). 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 RKLB's 55.15% 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*

RKLB

1D
-4.77%
1M
2.62%
YTD
55.15%
6M
102.56%
1Y
265.15%
3Y*
174.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. RKLB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XRP-USD
XRP
-38.21%-11.56%237.88%81.04%-59.10%-33.36%
RKLB
Rocket Lab USA, Inc.
55.15%173.89%360.58%46.68%-69.30%8.67%

Correlation

The correlation between XRP-USD and RKLB 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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2021

0.23

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Return for Risk

XRP-USD vs. RKLB — 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

RKLB
RKLB Risk / Return Rank: 9292
Overall Rank
RKLB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9090
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8787
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9393
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. RKLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Rocket Lab USA, Inc. (RKLB). 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-USDRKLBDifference
Sharpe ratioReturn per unit of total volatility

-3.65

Sortino ratioReturn per unit of downside risk

-4.08

Omega ratioGain probability vs. loss probability

0.90

1.37

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.74

6.21

-6.95

Martin ratioReturn relative to average drawdown

-1.18

14.41

-15.59

XRP-USD vs. RKLB - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.76, which is lower than the RKLB Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of XRP-USD and RKLB, 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-USDRKLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

2.89

-3.65

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

0.74

-0.19

Drawdowns

XRP-USD vs. RKLB - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than RKLB's maximum drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for XRP-USD and RKLB.


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Drawdown Indicators


XRP-USDRKLBDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-82.96%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-43.01%

-26.22%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-55.49%

-13.74%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-68.01%

-27.96%

-40.05%

Average Drawdown

Average peak-to-trough decline

-70.99%

-51.34%

-19.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.15%

18.56%

+25.59%

Volatility

XRP-USD vs. RKLB - Volatility Comparison

The current volatility for XRP (XRP-USD) is 13.72%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 30.58%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDRKLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.72%

30.58%

-16.86%

Volatility (6M)

Calculated over the trailing 6-month period

46.04%

72.43%

-26.39%

Volatility (1Y)

Calculated over the trailing 1-year period

56.11%

92.30%

-36.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.38%

81.45%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.82%

81.45%

+30.37%

Frequently Asked Questions


XRP-USD and RKLB 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.

RKLB has higher volatility (30.58%) compared to XRP-USD (13.72%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs RKLB's -82.96%.

RKLB currently has the higher Sharpe Ratio (2.89 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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