ADA-USD vs. CSPX.L
ADA-USD (Cardano) is a cryptocurrency, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, ADA-USD returned -35.83%/yr vs 13.23%/yr for CSPX.L. At a 0.12 correlation, their price movements are largely independent.
Performance
ADA-USD vs. CSPX.L - 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 CSPX.L's 8.40% 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*
- —
CSPX.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.86%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
ADA-USD vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 4.51% |
Correlation
The correlation between ADA-USD and CSPX.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.12 |
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Return for Risk
ADA-USD vs. CSPX.L — Risk / Return Rank
ADA-USD
CSPX.L
ADA-USD vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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 | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.36 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.98 | -3.86 |
| Martin ratioReturn relative to average drawdown | -1.36 | 12.45 | -13.81 |
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Drawdowns
ADA-USD vs. CSPX.L - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for ADA-USD and CSPX.L.
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Drawdown Indicators
| ADA-USD | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -33.90% | -63.95% |
Max Drawdown (1Y)Largest decline over 1 year | -83.69% | -8.17% | -75.52% |
Max Drawdown (3Y)Largest decline over 3 years | -87.24% | -18.50% | -68.74% |
Max Drawdown (5Y)Largest decline over 5 years | -94.72% | -24.39% | -70.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -94.22% | -2.27% | -91.95% |
Average DrawdownAverage peak-to-trough decline | -77.55% | -3.72% | -73.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.12% | 1.96% | +59.16% |
Volatility
ADA-USD vs. CSPX.L - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 22.15% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than CSPX.L 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 | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.15% | 4.01% | +18.14% |
Volatility (6M)Calculated over the trailing 6-month period | 52.67% | 9.03% | +43.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.06% | 12.04% | +52.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.90% | 16.03% | +58.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.19% | 16.22% | +86.97% |
Frequently Asked Questions
ADA-USD and CSPX.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ADA-USD and CSPX.L
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