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Cardano (ADA-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Cardano

Popular comparisons: ADA-USD vs. BTC-USD, ADA-USD vs. HBAR-USD, ADA-USD vs. SOL-USD, ADA-USD vs. IMOEX, ADA-USD vs. AVAX-USD, ADA-USD vs. SPY, ADA-USD vs. XLM-USD, ADA-USD vs. DOT-USD, ADA-USD vs. ETH-USD, ADA-USD vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cardano, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%2024FebruaryMarchAprilMayJune
-39.64%
15.31%
ADA-USD (Cardano)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cardano had a return of -35.33% year-to-date (YTD) and 33.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-35.33%14.75%
1 month-22.34%2.85%
6 months-39.64%15.30%
1 year33.88%25.37%
5 years (annualized)32.42%13.19%
10 years (annualized)N/A10.82%

Monthly Returns

The table below presents the monthly returns of ADA-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-16.15%31.59%-0.80%-32.23%1.51%-35.33%
202358.61%-9.84%13.18%-0.39%-5.78%-23.36%7.16%-16.95%-0.52%15.38%28.24%58.08%141.09%
2022-19.72%-8.72%19.07%-33.70%-17.05%-27.03%12.68%-13.61%-2.74%-6.46%-21.52%-22.71%-81.19%
202190.13%279.26%-8.78%13.34%28.86%-20.62%-4.42%109.66%-23.73%-7.07%-20.87%-15.74%622.29%
202063.78%-11.62%-35.73%56.60%55.40%11.79%66.99%-11.61%-17.63%-7.92%84.09%5.89%452.28%
2019-6.55%12.38%61.74%0.86%27.14%-8.21%-26.73%-25.21%-13.57%7.07%-2.91%-18.75%-20.01%
2018-27.84%-39.81%-50.12%120.19%-34.40%-38.87%4.09%-28.68%-16.64%-18.18%-44.17%5.52%-94.29%
2017274.01%500.33%2,145.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADA-USD is 61, suggesting that the investment has average results relative to other cryptocurrencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADA-USD is 6161
ADA-USD (Cardano)
The Sharpe Ratio Rank of ADA-USD is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 5959Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 6060Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 6262Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cardano (ADA-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADA-USD
Sharpe ratio
The chart of Sharpe ratio for ADA-USD, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.001.19
Sortino ratio
The chart of Sortino ratio for ADA-USD, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.001.90
Omega ratio
The chart of Omega ratio for ADA-USD, currently valued at 1.19, compared to the broader market1.001.101.201.301.401.501.19
Calmar ratio
The chart of Calmar ratio for ADA-USD, currently valued at 0.47, compared to the broader market2.004.006.008.0010.0012.000.47
Martin ratio
The chart of Martin ratio for ADA-USD, currently valued at 3.65, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.10, compared to the broader market0.001.002.003.004.005.003.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.001.101.201.301.401.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.75, compared to the broader market2.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.21

Sharpe Ratio

The current Cardano Sharpe ratio is 1.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cardano with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.002024FebruaryMarchAprilMayJune
1.19
2.19
ADA-USD (Cardano)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-87.05%
-0.25%
ADA-USD (Cardano)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cardano. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cardano was 97.85%, occurring on Mar 12, 2020. Recovery took 345 trading sessions.

The current Cardano drawdown is 87.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.85%Jan 5, 2018798Mar 12, 2020345Feb 20, 20211143
-91.85%Sep 4, 2021738Sep 11, 2023
-54.26%May 17, 202165Jul 20, 202130Aug 19, 202195
-26.59%Dec 20, 20175Dec 24, 20176Dec 30, 201711
-26.55%Apr 16, 202110Apr 25, 202111May 6, 202121

Volatility

Volatility Chart

The current Cardano volatility is 11.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%2024FebruaryMarchAprilMayJune
11.35%
2.37%
ADA-USD (Cardano)
Benchmark (^GSPC)