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

Performance

XXRP vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XXRP achieves a -75.30% return, which is significantly lower than XRP-USD's -39.64% return.


XXRP

1D
-4.86%
1M
-34.72%
YTD
-75.30%
6M
-76.85%
1Y
-89.48%
3Y*
5Y*
10Y*

XRP-USD

1D
-1.63%
1M
-17.70%
YTD
-39.64%
6M
-40.70%
1Y
-48.61%
3Y*
31.57%
5Y*
10.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXRP vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025
XXRP
Teucrium 2x Long Daily XRP ETF
-75.30%-62.48%
XRP-USD
XRP
-39.64%-3.12%

Correlation

The correlation between XXRP and XRP-USD is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2025

0.71

The correlation between XXRP and XRP-USD has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

XXRP vs. XRP-USD — Risk / Return Rank

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

XXRP
XXRP Risk / Return Rank: 33
Overall Rank
XXRP Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XXRP Sortino Ratio Rank: 33
Sortino Ratio Rank
XXRP Omega Ratio Rank: 33
Omega Ratio Rank
XXRP Calmar Ratio Rank: 11
Calmar Ratio Rank
XXRP Martin Ratio Rank: 33
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4444
Overall Rank
XRP-USD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4141
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 4848
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.

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

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and XRP (XRP-USD). 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.


XXRPXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.88

0.91

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.70

-0.23

Martin ratioReturn relative to average drawdown

-1.20

-1.07

-0.13

XXRP vs. XRP-USD - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.59, which is comparable to the XRP-USD Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of XXRP and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XXRP vs. XRP-USD - Drawdown Comparison

The maximum XXRP drawdown since its inception was -96.09%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for XXRP and XRP-USD.


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Drawdown Indicators


XXRPXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.09%

-95.87%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-96.09%

-69.23%

-26.86%

Max Drawdown (3Y)

Largest decline over 3 years

-69.23%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-96.09%

-68.75%

-27.34%

Average Drawdown

Average peak-to-trough decline

-61.02%

-70.98%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.35%

39.29%

+35.06%

Volatility

XXRP vs. XRP-USD - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 38.41% compared to XRP (XRP-USD) at 15.32%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXRPXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.41%

15.32%

+23.09%

Volatility (6M)

Calculated over the trailing 6-month period

108.68%

46.08%

+62.60%

Volatility (1Y)

Calculated over the trailing 1-year period

151.11%

56.29%

+94.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

147.22%

71.53%

+75.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

147.22%

111.63%

+35.59%

Frequently Asked Questions


XXRP and XRP-USD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XXRP has higher volatility (38.41%) compared to XRP-USD (15.32%). In terms of maximum drawdown, XXRP dropped -96.09% vs XRP-USD's -95.87%.

XXRP currently has the higher Sharpe Ratio (-0.59 vs -0.72), 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

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