ADA-USD vs. IMOEX
Compare and contrast key facts about Cardano (ADA-USD) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADA-USD or IMOEX.
Key characteristics
| ADA-USD | IMOEX | |
|---|---|---|
| YTD Return | -40.98% | -11.20% |
| 1Y Return | 42.03% | -15.46% |
| 3Y Return (Ann) | -45.04% | -13.77% |
| 5Y Return (Ann) | 54.74% | -0.01% |
| Sharpe Ratio | -0.68 | -0.87 |
| Sortino Ratio | -0.77 | -1.11 |
| Omega Ratio | 0.93 | 0.85 |
| Calmar Ratio | 0.00 | -0.35 |
| Martin Ratio | -1.09 | -1.21 |
| Ulcer Index | 42.89% | 11.69% |
| Daily Std Dev | 61.07% | 16.10% |
| Max Drawdown | -97.85% | -83.89% |
| Current Drawdown | -88.18% | -35.82% |
Correlation
The correlation between ADA-USD and IMOEX is 0.07, 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.
Performance
ADA-USD vs. IMOEX - Performance Comparison
In the year-to-date period, ADA-USD achieves a -40.98% return, which is significantly lower than IMOEX's -11.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADA-USD vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and MOEX Russia Index (IMOEX). 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. IMOEX - Drawdown Comparison
The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ADA-USD and IMOEX. For additional features, visit the drawdowns tool.
Volatility
ADA-USD vs. IMOEX - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 15.85% compared to MOEX Russia Index (IMOEX) at 7.82%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.