ARB / XRP ratio and spread
1 ARB = 0.1305984 XRP. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is -0.737 and the correlation between the legs is 0.54.
If you hold ARB · If you hold XRP
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Key numbers
over 1316 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The fitted hedge ratio is negative: over the window ARB and XRP moved in opposite directions. A pair trade assumes the legs move together, so this combination does not qualify as one.
The spread is at 0.97 standard deviations from its rolling mean, which is effectively at its own norm.
Reversion is slow: the spread needs roughly 188 days to cover half the way back to its mean. A position would have to be held for a long time.
The current ratio sits near the bottom of its range — only 2% of the way from the low to the high of the last 1316 daily candles.
When this happened before
Divergences over 1137 candles: 6. Closed by a return to the norm: 5. The median return took 91 days, the longest one 185 days.
The last closed one ran from 04.11.2025 to 08.05.2026, 185 days: peak z = -2.63, XRP was expensive against ARB.
One is running right now: it started on 05.09.2026, has lasted 53 days, peak z = 3.02, ARB was expensive against XRP. It has not returned to the norm yet.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 91 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 04.11.2025 — 08.05.2026 | XRP | -2.63 | 185 d |
| 13.08.2025 — 25.09.2025 | ARB | 2.62 | 43 d |
| 16.11.2024 — 04.02.2025 | ARB | 4.40 | 80 d |
| 14.05.2024 — 27.09.2024 | XRP | -2.52 | 136 d |
| 01.01.2024 — 01.04.2024 | ARB | 2.73 | 91 d |
A divergence here is the spread z-score leaving ±2σ; the return is the first value back inside ±0.5σ. Two thresholds rather than one: otherwise chatter right at the border would count as a dozen separate divergences. The first bars of the window are skipped — there z is computed on partial history.
Frequently asked
How many XRP is 1 ARB?
1 ARB is worth 0.130598 XRP at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the ARB/XRP range?
Over the last 1316 daily candles the ratio traded between 0.0633552 (29.08.2026) and 3.98807 (12.01.2024).
Are ARB and XRP correlated?
The correlation of daily log returns between ARB and XRP is 0.54, which counts as a moderate link. Log returns are used rather than prices: two rising assets correlate almost by default, joint day-to-day movement is what matters.
What is the ARB/XRP spread z-score now?
The z-score is 0.97 — the spread is within its usual range. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.
Is ARB/XRP suitable for a pair trade?
No. The fitted hedge ratio is negative, meaning the legs moved in opposite directions over the window — the market-neutral construction that pair trading relies on does not hold here.
How often do ARB and XRP diverge?
Over 1137 daily candles the spread left ±2σ 6 times. The median return to the norm took 91 days.
Related pairs
Other pairs sharing a leg with this one.
All figures are computed from exchange data and describe past behaviour. Nothing here is investment advice.