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ADA-USD vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ADA-USD vs. HBAR-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADA-USD achieves a -51.46% return, which is significantly lower than HBAR-USD's -23.54% return.


ADA-USD

1D
-10.02%
1M
-39.43%
YTD
-51.46%
6M
-61.14%
1Y
-74.19%
3Y*
-22.94%
5Y*
-37.38%
10Y*

HBAR-USD

1D
-3.03%
1M
-11.20%
YTD
-23.54%
6M
-39.40%
1Y
-49.10%
3Y*
17.87%
5Y*
-18.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADA-USD vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ADA-USD
Cardano
-51.46%-60.53%42.06%141.64%-81.22%621.17%452.29%-32.98%
HBAR-USD
HederaHashgraph
-23.54%-60.44%212.23%135.51%-87.44%812.76%211.49%-88.67%

Correlation

The correlation between ADA-USD and HBAR-USD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2019

0.67

The correlation between ADA-USD and HBAR-USD shifts across timeframes, from 0.67 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ADA-USD vs. HBAR-USD — Risk / Return Rank

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

ADA-USD
ADA-USD Risk / Return Rank: 1818
Overall Rank
ADA-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1111
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 1616
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3333
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 1919
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6060
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 6060
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6363
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADA-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and HederaHashgraph (HBAR-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-USDHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

0.83

0.93

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.67

-0.22

Martin ratioReturn relative to average drawdown

-1.41

-0.97

-0.44

ADA-USD vs. HBAR-USD - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.97, which is lower than the HBAR-USD Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of ADA-USD and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADA-USDHBAR-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

-0.62

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.18

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.01

+0.18

Drawdowns

ADA-USD vs. HBAR-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than HBAR-USD's maximum drawdown of -92.79%. Use the drawdown chart below to compare losses from any high point for ADA-USD and HBAR-USD.


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Drawdown Indicators


ADA-USDHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-92.79%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-83.19%

-73.25%

-9.94%

Max Drawdown (3Y)

Largest decline over 3 years

-86.85%

-79.18%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-94.55%

-92.79%

-1.76%

Current Drawdown

Current decline from peak

-94.55%

-83.95%

-10.60%

Average Drawdown

Average peak-to-trough decline

-77.53%

-67.02%

-10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.40%

50.47%

+8.93%

Volatility

ADA-USD vs. HBAR-USD - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 19.22% compared to HederaHashgraph (HBAR-USD) at 17.01%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-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-USDHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.22%

17.01%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

52.51%

43.68%

+8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

63.88%

65.49%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.91%

85.29%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.99%

105.80%

-2.81%

Frequently Asked Questions


ADA-USD and HBAR-USD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (19.22%) compared to HBAR-USD (17.01%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs HBAR-USD's -92.79%.

HBAR-USD currently has the higher Sharpe Ratio (-0.62 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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