ADA-USD vs. AAPL
ADA-USD (Cardano) is a cryptocurrency, while AAPL (Apple Inc) is a stock. Over the past 5 years, ADA-USD returned -35.83%/yr vs 18.59%/yr for AAPL. At a 0.15 correlation, their price movements are largely independent.
Performance
ADA-USD vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, ADA-USD achieves a -48.46% return, which is significantly lower than AAPL's 7.29% return.
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
- 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 vs. AAPL - Yearly Performance Comparison
Correlation
The correlation between ADA-USD and AAPL 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
ADA-USD vs. AAPL — Risk / Return Rank
ADA-USD
AAPL
ADA-USD vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and Apple Inc (AAPL). 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.
| ADA-USD | AAPL | 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 | 0.83 | 1.38 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 3.40 | -4.28 |
| Martin ratioReturn relative to average drawdown | -1.36 | 8.47 | -9.83 |
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Drawdowns
ADA-USD vs. AAPL - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ADA-USD and AAPL.
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Drawdown Indicators
| ADA-USD | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -81.80% | -16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -83.69% | -13.80% | -69.89% |
Max Drawdown (3Y)Largest decline over 3 years | -87.24% | -33.36% | -53.88% |
Max Drawdown (5Y)Largest decline over 5 years | -94.72% | -33.36% | -61.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -94.22% | -7.64% | -86.58% |
Average DrawdownAverage peak-to-trough decline | -77.55% | -29.59% | -47.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.12% | 5.53% | +55.59% |
Volatility
ADA-USD vs. AAPL - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 22.15% compared to Apple Inc (AAPL) at 6.73%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADA-USD | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.15% | 6.73% | +15.42% |
Volatility (6M)Calculated over the trailing 6-month period | 52.67% | 16.53% | +36.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.06% | 22.64% | +41.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.90% | 27.52% | +47.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.19% | 28.92% | +74.27% |
Frequently Asked Questions
ADA-USD and AAPL 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, ADA-USD dropped -97.85% vs AAPL's -81.80%.
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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