XRP-USD vs. V
XRP-USD (XRP) is a cryptocurrency, while V (Visa Inc.) is a stock. Over the past 5 years, XRP-USD returned 5.19%/yr vs 7.33%/yr for V. At a 0.10 correlation, their price movements are largely independent.
Performance
XRP-USD vs. V - 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 V's -7.69% 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*
- —
V
- 1D
- 1.05%
- 1M
- -0.04%
- YTD
- -7.69%
- 6M
- -6.93%
- 1Y
- -7.91%
- 3Y*
- 13.87%
- 5Y*
- 7.33%
- 10Y*
- 15.98%
XRP-USD vs. V - Yearly Performance Comparison
Correlation
The correlation between XRP-USD and V is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
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 | 0.10 |
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Return for Risk
XRP-USD vs. V — Risk / Return Rank
XRP-USD
V
XRP-USD vs. V - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Visa Inc. (V). 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 | V | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.92 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.73 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.57 | +0.51 |
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Drawdowns
XRP-USD vs. V - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for XRP-USD and V.
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Drawdown Indicators
| XRP-USD | V | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -51.90% | -43.97% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -17.18% | -52.05% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -20.38% | -48.85% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -28.60% | -49.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | -67.62% | -12.96% | -54.66% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -8.26% | -62.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 10.73% | +33.25% |
Volatility
XRP-USD vs. V - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to Visa Inc. (V) at 5.57%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than V 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 | V | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 5.57% | +8.48% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 17.57% | +28.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 22.35% | +33.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 22.82% | +49.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 24.45% | +87.32% |
Frequently Asked Questions
XRP-USD and V have a correlation of 0.04, 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 V (5.57%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs V's -51.90%.
V currently has the higher Sharpe Ratio (-0.56 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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