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XRP-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XRP-USD and SOL-USD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

XRP-USD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ripple (XRP-USD) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XRP-USD:

3.68

SOL-USD:

0.06

Sortino Ratio

XRP-USD:

4.80

SOL-USD:

1.42

Omega Ratio

XRP-USD:

1.54

SOL-USD:

1.14

Calmar Ratio

XRP-USD:

7.41

SOL-USD:

0.35

Martin Ratio

XRP-USD:

36.84

SOL-USD:

1.76

Ulcer Index

XRP-USD:

21.78%

SOL-USD:

29.86%

Daily Std Dev

XRP-USD:

81.53%

SOL-USD:

72.87%

Max Drawdown

XRP-USD:

-95.87%

SOL-USD:

-96.27%

Current Drawdown

XRP-USD:

-29.51%

SOL-USD:

-36.10%

Returns By Period

In the year-to-date period, XRP-USD achieves a 14.46% return, which is significantly higher than SOL-USD's -11.59% return.


XRP-USD

YTD

14.46%

1M

15.22%

6M

112.76%

1Y

354.56%

5Y*

63.32%

10Y*

80.12%

SOL-USD

YTD

-11.59%

1M

24.23%

6M

-22.48%

1Y

-1.30%

5Y*

203.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XRP-USD vs. SOL-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRP-USD
The Risk-Adjusted Performance Rank of XRP-USD is 100100
Overall Rank
The Sharpe Ratio Rank of XRP-USD is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XRP-USD is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XRP-USD is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XRP-USD is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XRP-USD is 100100
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6666
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRP-USD vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (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.


The current XRP-USD Sharpe Ratio is 3.68, which is higher than the SOL-USD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XRP-USD and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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. For additional features, visit the drawdowns tool.


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Volatility

XRP-USD vs. SOL-USD - Volatility Comparison

Ripple (XRP-USD) and Solana (SOL-USD) have volatilities of 17.51% and 18.39%, 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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