ADA-USD vs. ETH-USD
Compare and contrast key facts about Cardano (ADA-USD) and Ethereum (ETH-USD).
Performance
ADA-USD vs. ETH-USD - Performance Comparison
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ADA-USD vs. ETH-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, ADA-USD achieves a -28.06% return, which is significantly higher than ETH-USD's -30.81% return.
ADA-USD
- 1D
- -3.58%
- 1M
- -8.80%
- YTD
- -28.06%
- 6M
- -72.51%
- 1Y
- -62.58%
- 3Y*
- -14.79%
- 5Y*
- -27.11%
- 10Y*
- —
ETH-USD
- 1D
- -4.09%
- 1M
- 3.52%
- YTD
- -30.81%
- 6M
- -54.26%
- 1Y
- 14.38%
- 3Y*
- 4.27%
- 5Y*
- 0.43%
- 10Y*
- 68.46%
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Return for Risk
ADA-USD vs. ETH-USD — Risk / Return Rank
ADA-USD
ETH-USD
ADA-USD vs. ETH-USD - Risk-Adjusted Trends 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.
| ADA-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.79 | 0.19 | -0.98 |
Sortino ratioReturn per unit of downside risk | -1.20 | 0.85 | -2.05 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.09 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -1.10 | -0.92 | -0.18 |
Martin ratioReturn relative to average drawdown | -1.63 | -1.58 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADA-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.19 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.01 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.79 | -0.58 |
Correlation
The correlation between ADA-USD and ETH-USD is 0.76, 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.
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 -94.01%. Use the drawdown chart below to compare losses from any high point for ADA-USD and ETH-USD.
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Drawdown Indicators
| ADA-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.85% | -94.01% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -75.08% | -62.26% | -12.82% |
Max Drawdown (5Y)Largest decline over 5 years | -91.93% | -79.35% | -12.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -91.93% | -57.51% | -34.42% |
Average DrawdownAverage peak-to-trough decline | -77.24% | -50.82% | -26.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.64% | 36.50% | +14.14% |
Volatility
ADA-USD vs. ETH-USD - Volatility Comparison
The current volatility for Cardano (ADA-USD) is 16.88%, while Ethereum (ETH-USD) has a volatility of 18.12%. 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.
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Volatility by Period
| ADA-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 18.12% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 60.15% | 51.50% | +8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.36% | 62.47% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.61% | 63.54% | +15.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.79% | 78.86% | +24.93% |