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XRP-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRP-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ripple (XRP-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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XRP-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
Ripple
-26.25%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%33,831.71%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, XRP-USD achieves a -26.25% return, which is significantly lower than VOO's -3.66% return.


XRP-USD

1D
1.22%
1M
-2.44%
YTD
-26.25%
6M
-54.02%
1Y
-36.59%
3Y*
37.75%
5Y*
17.08%
10Y*

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XRP-USD vs. VOO — Risk / Return Rank

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

XRP-USD
XRP-USD Risk / Return Rank: 4040
Overall Rank
XRP-USD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5050
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 3333
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 99
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XRP-USD vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ripple (XRP-USD) and Vanguard S&P 500 ETF (VOO). 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.


XRP-USDVOODifference

Sharpe ratio

Return per unit of total volatility

-0.51

1.01

-1.52

Sortino ratio

Return per unit of downside risk

-0.41

1.53

-1.94

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-1.12

1.55

-2.67

Martin ratio

Return relative to average drawdown

-1.89

7.31

-9.20

XRP-USD vs. VOO - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.51, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of XRP-USD and VOO, 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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Sharpe Ratios by Period


XRP-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

1.01

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.71

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.83

-0.26

Correlation

The correlation between XRP-USD and VOO is 0.19, 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.


Drawdowns

XRP-USD vs. VOO - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XRP-USD and VOO.


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Drawdown Indicators


XRP-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-95.87%

-33.99%

-61.88%

Max Drawdown (1Y)

Largest decline over 1 year

-65.87%

-11.98%

-53.89%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-24.52%

-58.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-61.82%

-5.55%

-56.27%

Average Drawdown

Average peak-to-trough decline

-71.20%

-3.72%

-67.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.60%

2.55%

+35.05%

Volatility

XRP-USD vs. VOO - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 13.04% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRP-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.04%

5.34%

+7.70%

Volatility (6M)

Calculated over the trailing 6-month period

53.69%

9.47%

+44.22%

Volatility (1Y)

Calculated over the trailing 1-year period

59.67%

18.11%

+41.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.35%

16.82%

+64.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.81%

17.99%

+94.82%