PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADA-USD vs. IMOEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


ADA-USDIMOEX
YTD Return-26.26%-4.91%
1Y Return40.23%1.00%
3Y Return (Ann)-27.97%-8.02%
5Y Return (Ann)49.45%1.77%
Sharpe Ratio0.480.07
Daily Std Dev57.31%13.64%
Max Drawdown-97.85%-83.89%
Current Drawdown-85.24%-31.27%

Correlation

-0.50.00.51.00.1

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.

Performance

ADA-USD vs. IMOEX - Performance Comparison

In the year-to-date period, ADA-USD achieves a -26.26% return, which is significantly lower than IMOEX's -4.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
1,267.08%
-9.77%
ADA-USD
IMOEX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cardano

MOEX Russia Index

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.


ADA-USD
Sharpe ratio
The chart of Sharpe ratio for ADA-USD, currently valued at 0.48, compared to the broader market0.001.002.003.004.005.000.48
Sortino ratio
The chart of Sortino ratio for ADA-USD, currently valued at 1.21, compared to the broader market0.001.002.003.004.001.21
Omega ratio
The chart of Omega ratio for ADA-USD, currently valued at 1.12, compared to the broader market0.901.001.101.201.301.401.12
Calmar ratio
The chart of Calmar ratio for ADA-USD, currently valued at 0.15, compared to the broader market1.002.003.004.005.006.000.15
Martin ratio
The chart of Martin ratio for ADA-USD, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.0025.001.27
IMOEX
Sharpe ratio
The chart of Sharpe ratio for IMOEX, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00-0.41
Sortino ratio
The chart of Sortino ratio for IMOEX, currently valued at -0.44, compared to the broader market0.001.002.003.004.00-0.44
Omega ratio
The chart of Omega ratio for IMOEX, currently valued at 0.95, compared to the broader market0.901.001.101.201.301.400.95
Calmar ratio
The chart of Calmar ratio for IMOEX, currently valued at 0.03, compared to the broader market1.002.003.004.005.006.000.03
Martin ratio
The chart of Martin ratio for IMOEX, currently valued at -1.77, compared to the broader market0.005.0010.0015.0020.0025.00-1.77

ADA-USD vs. IMOEX - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is 0.48, which is higher than the IMOEX Sharpe Ratio of 0.07. The chart below compares the 12-month rolling Sharpe Ratio of ADA-USD and IMOEX.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
0.48
-0.41
ADA-USD
IMOEX

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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%FebruaryMarchAprilMayJuneJuly
-85.24%
-45.41%
ADA-USD
IMOEX

Volatility

ADA-USD vs. IMOEX - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 21.76% compared to MOEX Russia Index (IMOEX) at 10.29%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%FebruaryMarchAprilMayJuneJuly
21.76%
10.29%
ADA-USD
IMOEX