ADA-USD vs. ETH-USD
Compare and contrast key facts about Cardano (ADA-USD) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADA-USD or ETH-USD.
Performance
ADA-USD vs. ETH-USD - Performance Comparison
Returns By Period
In the year-to-date period, ADA-USD achieves a 70.05% return, which is significantly higher than ETH-USD's 46.03% return.
ADA-USD
70.05%
189.84%
119.90%
161.31%
95.27%
N/A
ETH-USD
46.03%
32.78%
-10.61%
61.55%
87.74%
N/A
Key characteristics
| ADA-USD | ETH-USD | |
|---|---|---|
| Sharpe Ratio | 0.74 | -0.22 |
| Sortino Ratio | 1.61 | 0.14 |
| Omega Ratio | 1.16 | 1.01 |
| Calmar Ratio | 0.29 | 0.00 |
| Martin Ratio | 1.56 | -0.63 |
| Ulcer Index | 39.21% | 24.30% |
| Daily Std Dev | 69.55% | 52.60% |
| Max Drawdown | -97.85% | -93.96% |
| Current Drawdown | -65.96% | -30.77% |
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Correlation
The correlation between ADA-USD and ETH-USD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
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.
Volatility
ADA-USD vs. ETH-USD - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 37.82% compared to Ethereum (ETH-USD) at 21.48%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.