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

Performance

XRP-USD vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and iShares Silver Trust (SLV). 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 -37.24% return, which is significantly lower than SLV's -4.41% return.


XRP-USD

1D
-0.09%
1M
-18.75%
YTD
-37.24%
6M
-44.31%
1Y
-49.12%
3Y*
28.98%
5Y*
4.64%
10Y*

SLV

1D
0.02%
1M
-15.66%
YTD
-4.41%
6M
16.83%
1Y
88.38%
3Y*
40.36%
5Y*
19.02%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
XRP
-37.24%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%
SLV
iShares Silver Trust
-4.41%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between XRP-USD and SLV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.13

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

0.14

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

0.12

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Return for Risk

XRP-USD vs. SLV — 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: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
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: 5454
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4343
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5454
Omega Ratio Rank
SLV Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
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. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and iShares Silver Trust (SLV). 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-USDSLVDifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.90

1.30

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.71

2.09

-2.80

Martin ratioReturn relative to average drawdown

-1.13

4.40

-5.54

XRP-USD vs. SLV - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.73, which is lower than the SLV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XRP-USD and SLV, 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-USDSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

1.50

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.53

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.23

+0.31

Drawdowns

XRP-USD vs. SLV - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for XRP-USD and SLV.


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Drawdown Indicators


XRP-USDSLVDifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-76.28%

-19.59%

Max Drawdown (1Y)

Largest decline over 1 year

-69.23%

-42.45%

-26.78%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

-42.45%

-26.78%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-42.45%

-35.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

Current Drawdown

Current decline from peak

-67.51%

-41.69%

-25.82%

Average Drawdown

Average peak-to-trough decline

-71.01%

-44.67%

-26.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.98%

20.15%

+23.83%

Volatility

XRP-USD vs. SLV - Volatility Comparison

The current volatility for XRP (XRP-USD) is 14.20%, while iShares Silver Trust (SLV) has a volatility of 16.89%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.20%

16.89%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

58.88%

-12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

56.17%

59.53%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.40%

36.33%

+36.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.80%

31.92%

+79.88%

Frequently Asked Questions


XRP-USD and SLV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.89%) compared to XRP-USD (14.20%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.50 vs -0.73), 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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