AAPL vs. ADA-USD
AAPL (Apple Inc) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, AAPL returned 18.59%/yr vs -35.83%/yr for ADA-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
AAPL vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than ADA-USD's -48.46% return.
AAPL
- 1D
- -1.52%
- 1M
- -2.37%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 48.78%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
AAPL vs. ADA-USD - Yearly Performance Comparison
Correlation
The correlation between AAPL and ADA-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.15 |
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Return for Risk
AAPL vs. ADA-USD — Risk / Return Rank
AAPL
ADA-USD
AAPL vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and Cardano (ADA-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.
| AAPL | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +4.75 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.83 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | -0.88 | +4.28 |
| Martin ratioReturn relative to average drawdown | 8.47 | -1.36 | +9.83 |
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Drawdowns
AAPL vs. ADA-USD - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for AAPL and ADA-USD.
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Drawdown Indicators
| AAPL | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -97.85% | +16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -83.69% | +69.89% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -87.24% | +53.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -94.72% | +61.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | -94.22% | +86.58% |
Average DrawdownAverage peak-to-trough decline | -29.59% | -77.55% | +47.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 61.12% | -55.59% |
Volatility
AAPL vs. ADA-USD - Volatility Comparison
The current volatility for Apple Inc (AAPL) is 6.73%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPL | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 22.15% | -15.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 52.67% | -36.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 64.06% | -41.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 74.90% | -47.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 103.19% | -74.27% |
Frequently Asked Questions
AAPL and ADA-USD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to AAPL (6.73%). In terms of maximum drawdown, AAPL dropped -81.80% vs ADA-USD's -97.85%.
AAPL currently has the higher Sharpe Ratio (2.07 vs -0.95), 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.
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