XRP-USD vs. VOO
Compare and contrast key facts about Ripple (XRP-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRP-USD or VOO.
Performance
XRP-USD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XRP-USD achieves a 103.33% return, which is significantly higher than VOO's 26.16% return.
XRP-USD
103.33%
134.42%
136.68%
104.34%
39.56%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| XRP-USD | VOO | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.70 |
| Sortino Ratio | 2.72 | 3.60 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 0.93 | 3.90 |
| Martin Ratio | 8.58 | 17.65 |
| Ulcer Index | 17.11% | 1.86% |
| Daily Std Dev | 59.82% | 12.19% |
| Max Drawdown | -95.87% | -33.99% |
| Current Drawdown | -62.98% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between XRP-USD and VOO is 0.18, 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.
Risk-Adjusted Performance
XRP-USD vs. VOO - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
XRP-USD vs. VOO - Volatility Comparison
Ripple (XRP-USD) has a higher volatility of 34.71% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.