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XRPM vs. PAPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRPM vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify XRP 3% Monthly Option Income ETF (XRPM) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRPM achieves a -37.18% return, which is significantly lower than PAPI's 6.49% return.


XRPM

1D
-2.28%
1M
-16.11%
YTD
-37.18%
6M
-43.26%
1Y
3Y*
5Y*
10Y*

PAPI

1D
0.64%
1M
0.17%
YTD
6.49%
6M
6.38%
1Y
13.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRPM vs. PAPI - Yearly Performance Comparison


Correlation

The correlation between XRPM and PAPI 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 (All Time)
Calculated using the full available price history since Nov 19, 2025

-0.04

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Return for Risk

XRPM vs. PAPI — Risk / Return Rank

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

XRPM

PAPI
PAPI Risk / Return Rank: 3838
Overall Rank
PAPI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 3939
Sortino Ratio Rank
PAPI Omega Ratio Rank: 3535
Omega Ratio Rank
PAPI Calmar Ratio Rank: 4141
Calmar Ratio Rank
PAPI Martin Ratio Rank: 3535
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.

XRPM vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify XRP 3% Monthly Option Income ETF (XRPM) and Parametric Equity Premium Income ETF (PAPI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XRPM vs. PAPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XRPMPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.04

0.90

-1.94

Drawdowns

XRPM vs. PAPI - Drawdown Comparison

The maximum XRPM drawdown since its inception was -46.50%, which is greater than PAPI's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for XRPM and PAPI.


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Drawdown Indicators


XRPMPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-46.50%

-14.27%

-32.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

Current Drawdown

Current decline from peak

-46.50%

-4.45%

-42.05%

Average Drawdown

Average peak-to-trough decline

-26.98%

-2.73%

-24.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

XRPM vs. PAPI - Volatility Comparison


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Volatility by Period


XRPMPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

65.44%

10.47%

+54.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.44%

11.76%

+53.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.44%

11.76%

+53.68%

XRPM vs. PAPI - Expense Ratio Comparison

XRPM has a 0.75% expense ratio, which is higher than PAPI's 0.29% expense ratio.


Dividends

XRPM vs. PAPI - Dividend Comparison

XRPM's dividend yield for the trailing twelve months is around 26.17%, more than PAPI's 7.57% yield.


PositionTTM202520242023
PAPI
Parametric Equity Premium Income ETF
7.57%7.59%7.07%1.45%
XRPM
Amplify XRP 3% Monthly Option Income ETF
26.17%3.12%0.00%0.00%

Frequently Asked Questions


XRPM and PAPI 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.

On fees, PAPI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAPI is cheaper with a 0.29% expense ratio, compared with 0.75% for XRPM.

XRPM has the higher dividend yield at 26.17%, compared with 7.57% for PAPI.

They also come from different issuers: Amplify and Morgan Stanley. Their fees differ too: 0.75% for XRPM and 0.29% for PAPI.

Portfolio Optimizer

Find the right allocation for XRPM and PAPI

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

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