XRP-USD vs. TSM
XRP-USD (XRP) is a cryptocurrency, while TSM (Taiwan Semiconductor Manufacturing Company Limited) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs 31.30%/yr for TSM. At a 0.13 correlation, their price movements are largely independent.
Performance
XRP-USD vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than TSM's 40.22% 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*
- —
TSM
- 1D
- 0.68%
- 1M
- 1.72%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 103.01%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
XRP-USD vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between XRP-USD and TSM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.13 |
The correlation between XRP-USD and TSM shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. TSM — Risk / Return Rank
XRP-USD
TSM
XRP-USD vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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 | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.40 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 5.48 | -6.15 |
| Martin ratioReturn relative to average drawdown | -1.06 | 19.42 | -20.48 |
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Drawdowns
XRP-USD vs. TSM - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than TSM's maximum drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for XRP-USD and TSM.
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Drawdown Indicators
| XRP-USD | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -89.08% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -18.14% | -51.09% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -36.82% | -32.41% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -56.47% | -21.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -67.62% | -4.87% | -62.75% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -42.85% | -28.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 5.11% | +38.87% |
Volatility
XRP-USD vs. TSM - Volatility Comparison
XRP (XRP-USD) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 14.05% and 13.42%, 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 | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 13.42% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 28.65% | +17.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 36.69% | +19.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 37.46% | +34.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 34.23% | +77.54% |
Frequently Asked Questions
XRP-USD and TSM have a correlation of 0.26, 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 (14.05%) compared to TSM (13.42%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 vs -0.69), 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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