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ADA-USD vs. IMOEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

ADA-USD vs. IMOEX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
150.07%
-26.63%
ADA-USD
IMOEX

Key characteristics

Sharpe Ratio

ADA-USD:

1.80

IMOEX:

-0.76

Sortino Ratio

ADA-USD:

2.52

IMOEX:

-1.02

Omega Ratio

ADA-USD:

1.25

IMOEX:

0.87

Calmar Ratio

ADA-USD:

0.94

IMOEX:

-0.36

Martin Ratio

ADA-USD:

6.41

IMOEX:

-0.99

Ulcer Index

ADA-USD:

23.58%

IMOEX:

15.97%

Daily Std Dev

ADA-USD:

68.96%

IMOEX:

20.59%

Max Drawdown

ADA-USD:

-97.85%

IMOEX:

-83.89%

Current Drawdown

ADA-USD:

-67.96%

IMOEX:

-38.46%

Returns By Period

In the year-to-date period, ADA-USD achieves a 60.05% return, which is significantly higher than IMOEX's -14.87% return.


ADA-USD

YTD

60.05%

1M

18.83%

6M

152.89%

1Y

49.39%

5Y*

94.16%

10Y*

N/A

IMOEX

YTD

-14.87%

1M

1.60%

6M

-15.28%

1Y

-14.16%

5Y*

-2.65%

10Y*

6.57%

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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.


Sharpe ratio
The chart of Sharpe ratio for ADA-USD, currently valued at 1.80, compared to the broader market00.001.002.003.004.005.001.80
The chart of Sortino ratio for ADA-USD, currently valued at 2.52, compared to the broader market0-1.000.001.002.003.004.005.002.52
The chart of Omega ratio for ADA-USD, currently valued at 1.25, compared to the broader market01.001.201.401.25
The chart of Calmar ratio for ADA-USD, currently valued at 0.94, compared to the broader market1.002.003.004.000.94
The chart of Martin ratio for ADA-USD, currently valued at 6.41, compared to the broader market0.0010.0020.0030.0040.006.41-1.96
ADA-USD
IMOEX

The current ADA-USD Sharpe Ratio is 1.80, which is higher than the IMOEX Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of ADA-USD and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.80
-1.25
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%JulyAugustSeptemberOctoberNovemberDecember
-67.96%
-58.04%
ADA-USD
IMOEX

Volatility

ADA-USD vs. IMOEX - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 36.31% compared to MOEX Russia Index (IMOEX) at 17.47%. 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
36.31%
17.47%
ADA-USD
IMOEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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