XRP-USD vs. RWE.DE
XRP-USD (XRP) is a cryptocurrency, while RWE.DE (RWE AG) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs 15.12%/yr for RWE.DE. At a 0.08 correlation, their price movements are largely independent.
Performance
XRP-USD vs. RWE.DE - Performance Comparison
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Different Trading Currencies
XRP-USD is traded in USD, while RWE.DE is traded in EUR. To make them comparable, the RWE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than RWE.DE's 27.47% 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*
- —
RWE.DE
- 1D
- -0.18%
- 1M
- 0.80%
- YTD
- 27.47%
- 6M
- 33.20%
- 1Y
- 64.86%
- 3Y*
- 19.07%
- 5Y*
- 15.12%
- 10Y*
- 20.26%
XRP-USD vs. RWE.DE - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and RWE.DE 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 | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.08 |
The correlation between XRP-USD and RWE.DE shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. RWE.DE — Risk / Return Rank
XRP-USD
RWE.DE
XRP-USD vs. RWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and RWE AG (RWE.DE). 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-USD | RWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -4.23 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.42 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 5.99 | -6.66 |
| Martin ratioReturn relative to average drawdown | -1.06 | 14.09 | -15.15 |
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Drawdowns
XRP-USD vs. RWE.DE - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than RWE.DE's maximum drawdown of -88.82%. Use the drawdown chart below to compare losses from any high point for XRP-USD and RWE.DE.
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Drawdown Indicators
| XRP-USD | RWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -88.82% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -10.98% | -58.25% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -35.24% | -33.99% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -35.63% | -42.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.32% | — |
Current DrawdownCurrent decline from peak | -67.62% | -8.27% | -59.35% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -54.90% | -16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 4.68% | +39.30% |
Volatility
XRP-USD vs. RWE.DE - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to RWE AG (RWE.DE) at 8.04%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than RWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRP-USD | RWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 8.04% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 19.42% | +26.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 25.75% | +30.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 27.64% | +44.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 29.71% | +82.06% |
Frequently Asked Questions
XRP-USD and RWE.DE 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.
Find the right allocation for XRP-USD and RWE.DE
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