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

Performance

ADA-USD vs. KO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and The Coca-Cola Company (KO). 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 -48.46% return, which is significantly lower than KO's 18.99% return.


ADA-USD

1D
0.57%
1M
-36.57%
YTD
-48.46%
6M
-58.23%
1Y
-73.29%
3Y*
-13.30%
5Y*
-35.83%
10Y*

KO

1D
0.11%
1M
2.70%
YTD
18.99%
6M
17.96%
1Y
18.86%
3Y*
14.33%
5Y*
11.29%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADA-USD vs. KO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADA-USD
Cardano
-48.46%-60.53%42.06%141.64%-81.22%621.17%452.29%-20.01%-94.29%2,760.49%
KO
The Coca-Cola Company
18.99%15.60%8.88%-4.43%10.61%11.37%2.47%20.60%6.77%0.16%

Correlation

The correlation between ADA-USD and KO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.03

The correlation between ADA-USD and KO shifts across timeframes, from -0.07 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ADA-USD vs. KO — 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: 2323
Overall Rank
ADA-USD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1717
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 2525
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 2525
Martin Ratio Rank

KO
KO Risk / Return Rank: 7474
Overall Rank
KO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KO Sortino Ratio Rank: 7272
Sortino Ratio Rank
KO Omega Ratio Rank: 6767
Omega Ratio Rank
KO Calmar Ratio Rank: 7979
Calmar Ratio Rank
KO Martin Ratio Rank: 7575
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. KO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and The Coca-Cola Company (KO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADA-USDKODifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

0.83

1.19

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.88

2.26

-3.13

Martin ratioReturn relative to average drawdown

-1.36

4.51

-5.87

ADA-USD vs. KO - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.95, which is lower than the KO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of ADA-USD and KO, 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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Drawdowns

ADA-USD vs. KO - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for ADA-USD and KO.


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Drawdown Indicators


ADA-USDKODifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-68.23%

-29.62%

Max Drawdown (1Y)

Largest decline over 1 year

-83.69%

-7.87%

-75.82%

Max Drawdown (3Y)

Largest decline over 3 years

-87.24%

-16.26%

-70.98%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-17.27%

-77.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

Current Drawdown

Current decline from peak

-94.22%

-1.16%

-93.06%

Average Drawdown

Average peak-to-trough decline

-77.55%

-16.09%

-61.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.12%

3.98%

+57.14%

Volatility

ADA-USD vs. KO - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 22.15% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADA-USDKODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.15%

6.70%

+15.45%

Volatility (6M)

Calculated over the trailing 6-month period

52.67%

12.87%

+39.80%

Volatility (1Y)

Calculated over the trailing 1-year period

64.06%

16.73%

+47.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.90%

16.18%

+58.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.19%

18.24%

+84.95%

Frequently Asked Questions


ADA-USD and KO have a correlation of -0.07, 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 (22.15%) compared to KO (6.70%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs KO's -68.23%.

KO currently has the higher Sharpe Ratio (1.06 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for ADA-USD and KO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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