PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, XRP-USD achieves a -35.17% return, which is significantly lower than VOO's 10.91% return.


XRP-USD

1D
-1.46%
1M
-14.32%
YTD
-35.17%
6M
-45.75%
1Y
-46.92%
3Y*
30.54%
5Y*
4.21%
10Y*

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRP-USD
Ripple
-35.17%-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
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between XRP-USD and VOO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.19

The correlation between XRP-USD and VOO shifts across timeframes, from 0.19 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 5757
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4848
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6868
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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

-0.70

2.39

-3.09

Sortino ratio

Return per unit of downside risk

-0.88

3.25

-4.13

Omega ratio

Gain probability vs. loss probability

0.91

1.43

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.71

3.16

-3.87

Martin ratio

Return relative to average drawdown

-1.10

14.73

-15.83

XRP-USD vs. VOO - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of XRP-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XRP-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

2.39

-3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.83

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.89

-0.34

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.


Loading charts...

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

-66.44%

-8.90%

-57.54%

Max Drawdown (3Y)

Largest decline over 3 years

-66.44%

-18.69%

-47.75%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

-24.52%

-53.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-66.44%

-0.70%

-65.74%

Average Drawdown

Average peak-to-trough decline

-71.02%

-3.69%

-67.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.08%

1.91%

+41.17%

Volatility

XRP-USD vs. VOO - Volatility Comparison

Ripple (XRP-USD) has a higher volatility of 12.10% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. 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.


Loading charts...

Volatility by Period


XRP-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

2.84%

+9.26%

Volatility (6M)

Calculated over the trailing 6-month period

45.52%

8.90%

+36.62%

Volatility (1Y)

Calculated over the trailing 1-year period

55.98%

11.80%

+44.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.48%

16.81%

+55.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.86%

18.01%

+93.85%

Frequently Asked Questions


XRP-USD and VOO have a correlation of 0.38, 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 (12.10%) compared to VOO (2.84%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs -0.70), 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.

Portfolio Optimizer

Find the right allocation for XRP-USD and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer