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.
Performance
ADA-USD vs. IMOEX - Performance Comparison
Returns By Period
In the year-to-date period, ADA-USD achieves a 34.69% return, which is significantly higher than IMOEX's -16.02% return.
ADA-USD
34.69%
121.73%
65.66%
123.17%
84.79%
N/A
IMOEX
-16.02%
-5.97%
-24.45%
-19.14%
-2.47%
5.41%
Key characteristics
| ADA-USD | IMOEX | |
|---|---|---|
| Sharpe Ratio | 0.09 | -0.95 |
| Sortino Ratio | 0.72 | -1.21 |
| Omega Ratio | 1.07 | 0.84 |
| Calmar Ratio | 0.01 | -0.41 |
| Martin Ratio | 0.15 | -1.23 |
| Ulcer Index | 44.28% | 13.70% |
| Daily Std Dev | 67.26% | 17.53% |
| Max Drawdown | -97.85% | -83.89% |
| Current Drawdown | -73.04% | -39.30% |
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Correlation
The correlation between ADA-USD and IMOEX is 0.08, 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.
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 34.21% compared to MOEX Russia Index (IMOEX) at 9.78%. 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.