XRP-USD vs. SOL-USD
XRP-USD (XRP) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, XRP-USD returned 8.66%/yr vs 16.47%/yr for SOL-USD. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
XRP-USD vs. SOL-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XRP-USD having a -41.30% return and SOL-USD slightly higher at -41.24%.
XRP-USD
- 1D
- 1.87%
- 1M
- -4.80%
- 6M
- -32.08%
- YTD
- -41.30%
- 1Y
- -61.01%
- 3Y*
- 17.67%
- 5Y*
- 8.66%
- 10Y*
- —
- ALL TIME*
- 71.95%
SOL-USD
- 1D
- 1.74%
- 1M
- -11.12%
- 6M
- -27.35%
- YTD
- -41.24%
- 1Y
- -53.85%
- 3Y*
- 47.87%
- 5Y*
- 16.47%
- 10Y*
- —
- ALL TIME*
- 103.25%
Liquidity Comparison
XRP-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and SOL-USD is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer 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 (0.86) 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 | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.90 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.72 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.02 | -0.26 |
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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 | -68.73% | -74.89% | +6.16% |
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 | -69.61% | -72.09% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -70.96% | -51.86% | -19.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.01% | 38.40% | +0.61% |
Volatility
XRP-USD vs. SOL-USD - Volatility Comparison
XRP (XRP-USD) and Solana (SOL-USD) have volatilities of 9.95% and 9.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 9.95% | 9.87% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 42.62% | 44.86% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.22% | 58.27% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.99% | 80.66% | -9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.04% | 98.91% | +12.13% |
Frequently Asked Questions
XRP-USD and SOL-USD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRP-USD has higher volatility (9.95%) compared to SOL-USD (9.87%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.77 vs -0.96), 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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