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

Correlation

The correlation between ADA-USD and ETH-USD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ADA-USD vs. ETH-USD - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,076.29%
459.74%
ADA-USD
ETH-USD

Key characteristics

Sharpe Ratio

ADA-USD:

1.44

ETH-USD:

-0.60

Sortino Ratio

ADA-USD:

2.72

ETH-USD:

-0.59

Omega Ratio

ADA-USD:

1.29

ETH-USD:

0.94

Calmar Ratio

ADA-USD:

1.25

ETH-USD:

0.03

Martin Ratio

ADA-USD:

7.00

ETH-USD:

-1.51

Ulcer Index

ADA-USD:

26.96%

ETH-USD:

28.86%

Daily Std Dev

ADA-USD:

94.89%

ETH-USD:

59.30%

Max Drawdown

ADA-USD:

-97.85%

ETH-USD:

-93.96%

Current Drawdown

ADA-USD:

-76.50%

ETH-USD:

-62.68%

Returns By Period

In the year-to-date period, ADA-USD achieves a -17.33% return, which is significantly higher than ETH-USD's -46.10% return.


ADA-USD

YTD

-17.33%

1M

-6.39%

6M

101.43%

1Y

46.88%

5Y*

75.13%

10Y*

N/A

ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADA-USD vs. ETH-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 9090
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 9090
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8989
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
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. ETH-USD - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for ADA-USD, currently valued at 1.44, compared to the broader market0.001.002.003.004.00
ADA-USD: 1.44
ETH-USD: -0.60
The chart of Sortino ratio for ADA-USD, currently valued at 2.72, compared to the broader market0.001.002.003.004.00
ADA-USD: 2.72
ETH-USD: -0.59
The chart of Omega ratio for ADA-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.40
ADA-USD: 1.29
ETH-USD: 0.94
The chart of Calmar ratio for ADA-USD, currently valued at 1.25, compared to the broader market1.002.003.004.00
ADA-USD: 1.25
ETH-USD: 0.03
The chart of Martin ratio for ADA-USD, currently valued at 7.00, compared to the broader market0.005.0010.0015.0020.0025.00
ADA-USD: 7.00
ETH-USD: -1.51

The current ADA-USD Sharpe Ratio is 1.44, which is higher than the ETH-USD Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of ADA-USD and ETH-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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.44
-0.60
ADA-USD
ETH-USD

Drawdowns

ADA-USD vs. ETH-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ADA-USD and ETH-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-76.50%
-62.68%
ADA-USD
ETH-USD

Volatility

ADA-USD vs. ETH-USD - Volatility Comparison

The current volatility for Cardano (ADA-USD) is 25.31%, while Ethereum (ETH-USD) has a volatility of 27.46%. This indicates that ADA-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
25.31%
27.46%
ADA-USD
ETH-USD