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ADA-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADA-USD and BTC-USD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

ADA-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025
139.65%
58.67%
ADA-USD
BTC-USD

Key characteristics

Sharpe Ratio

ADA-USD:

1.87

BTC-USD:

1.64

Sortino Ratio

ADA-USD:

2.57

BTC-USD:

2.35

Omega Ratio

ADA-USD:

1.26

BTC-USD:

1.23

Calmar Ratio

ADA-USD:

1.03

BTC-USD:

1.40

Martin Ratio

ADA-USD:

8.22

BTC-USD:

7.47

Ulcer Index

ADA-USD:

19.79%

BTC-USD:

10.70%

Daily Std Dev

ADA-USD:

69.47%

BTC-USD:

43.74%

Max Drawdown

ADA-USD:

-97.85%

BTC-USD:

-93.07%

Current Drawdown

ADA-USD:

-68.29%

BTC-USD:

-2.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with ADA-USD having a 11.54% return and BTC-USD slightly lower at 11.00%.


ADA-USD

YTD

11.54%

1M

9.43%

6M

142.08%

1Y

83.04%

5Y*

77.25%

10Y*

N/A

BTC-USD

YTD

11.00%

1M

11.94%

6M

60.48%

1Y

141.44%

5Y*

61.80%

10Y*

84.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADA-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8989
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 9191
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8787
Martin 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.

ADA-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and Bitcoin (BTC-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.


Sharpe ratio
The chart of Sharpe ratio for ADA-USD, currently valued at 1.87, compared to the broader market0.002.004.006.001.871.64
The chart of Sortino ratio for ADA-USD, currently valued at 2.57, compared to the broader market0.002.004.002.572.35
The chart of Omega ratio for ADA-USD, currently valued at 1.26, compared to the broader market1.001.201.401.601.261.23
The chart of Calmar ratio for ADA-USD, currently valued at 1.03, compared to the broader market2.004.006.001.031.40
The chart of Martin ratio for ADA-USD, currently valued at 8.22, compared to the broader market0.0010.0020.0030.0040.0050.008.227.47
ADA-USD
BTC-USD

The current ADA-USD Sharpe Ratio is 1.87, which is comparable to the BTC-USD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ADA-USD and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
1.87
1.64
ADA-USD
BTC-USD

Drawdowns

ADA-USD vs. BTC-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ADA-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-68.29%
-2.30%
ADA-USD
BTC-USD

Volatility

ADA-USD vs. BTC-USD - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 27.38% compared to Bitcoin (BTC-USD) at 12.45%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%SeptemberOctoberNovemberDecember2025
27.38%
12.45%
ADA-USD
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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