XRP-USD vs. SOL-USD
XRP-USD (XRP) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 11.48%/yr vs 19.17%/yr for SOL-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
XRP-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -41.91% return, which is significantly lower than SOL-USD's -39.45% return.
XRP-USD
- 1D
- -1.58%
- 1M
- -7.14%
- 6M
- -47.94%
- YTD
- -41.91%
- 1Y
- -62.35%
- 3Y*
- 14.13%
- 5Y*
- 11.48%
- 10Y*
- —
SOL-USD
- 1D
- -1.98%
- 1M
- 9.38%
- 6M
- -45.80%
- YTD
- -39.45%
- 1Y
- -53.26%
- 3Y*
- 41.32%
- 5Y*
- 19.17%
- 10Y*
- —
XRP-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and SOL-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.58 |
Over the past year, XRP-USD and SOL-USD have become more correlated (0.85) than their long-term average of 0.58, meaning their price movements have been converging.
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Return for Risk
XRP-USD vs. SOL-USD — Risk / Return Rank
XRP-USD
SOL-USD
XRP-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.91 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.71 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.29 | -1.05 | -0.24 |
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Drawdowns
XRP-USD vs. SOL-USD - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for XRP-USD and SOL-USD.
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Drawdown Indicators
| XRP-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -96.27% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -70.77% | -74.89% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -70.77% | -76.28% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -96.27% | +18.44% |
Current DrawdownCurrent decline from peak | -69.93% | -71.24% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -70.97% | -51.69% | -19.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.18% | 42.68% | -2.50% |
Volatility
XRP-USD vs. SOL-USD - Volatility Comparison
The current volatility for XRP (XRP-USD) is 11.79%, while Solana (SOL-USD) has a volatility of 15.11%. This indicates that XRP-USD experiences smaller price fluctuations and is considered to be less risky than SOL-USD 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 | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.79% | 15.11% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 43.96% | 47.74% | -3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.41% | 59.43% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.25% | 81.36% | -10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.33% | 99.29% | +12.04% |
Frequently Asked Questions
XRP-USD and SOL-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (15.11%) compared to XRP-USD (11.79%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.74 vs -0.94), 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.
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