PortfoliosLab logo
ADA-USD vs. NEAR-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADA-USD and NEAR-USD is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ADA-USD vs. NEAR-USD - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
352.07%
145.68%
ADA-USD
NEAR-USD

Key characteristics

Sharpe Ratio

ADA-USD:

1.44

NEAR-USD:

-0.54

Sortino Ratio

ADA-USD:

2.72

NEAR-USD:

-0.39

Omega Ratio

ADA-USD:

1.29

NEAR-USD:

0.96

Calmar Ratio

ADA-USD:

1.25

NEAR-USD:

0.00

Martin Ratio

ADA-USD:

7.00

NEAR-USD:

-1.28

Ulcer Index

ADA-USD:

26.96%

NEAR-USD:

41.67%

Daily Std Dev

ADA-USD:

94.89%

NEAR-USD:

81.63%

Max Drawdown

ADA-USD:

-97.85%

NEAR-USD:

-95.13%

Current Drawdown

ADA-USD:

-76.50%

NEAR-USD:

-87.81%

Returns By Period

In the year-to-date period, ADA-USD achieves a -17.33% return, which is significantly higher than NEAR-USD's -49.62% return.


ADA-USD

YTD

-17.33%

1M

-6.39%

6M

101.43%

1Y

46.88%

5Y*

75.13%

10Y*

N/A

NEAR-USD

YTD

-49.62%

1M

-18.41%

6M

-47.61%

1Y

-64.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ADA-USD vs. NEAR-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8989
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8989
Martin Ratio Rank

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 99
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADA-USD vs. NEAR-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and NEAR Protocol (NEAR-USD). 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.


The chart of Sharpe ratio for ADA-USD, currently valued at 1.44, compared to the broader market0.001.002.003.004.00
ADA-USD: 1.44
NEAR-USD: -0.54
The chart of Sortino ratio for ADA-USD, currently valued at 2.72, compared to the broader market0.001.002.003.004.00
ADA-USD: 2.72
NEAR-USD: -0.39
The chart of Omega ratio for ADA-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.40
ADA-USD: 1.29
NEAR-USD: 0.96
The chart of Calmar ratio for ADA-USD, currently valued at 1.25, compared to the broader market1.002.003.004.00
ADA-USD: 1.25
NEAR-USD: 0.00
The chart of Martin ratio for ADA-USD, currently valued at 7.00, compared to the broader market0.005.0010.0015.0020.0025.00
ADA-USD: 7.00
NEAR-USD: -1.28

The current ADA-USD Sharpe Ratio is 1.44, which is higher than the NEAR-USD Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of ADA-USD and NEAR-USD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.44
-0.54
ADA-USD
NEAR-USD

Drawdowns

ADA-USD vs. NEAR-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, roughly equal to the maximum NEAR-USD drawdown of -95.13%. Use the drawdown chart below to compare losses from any high point for ADA-USD and NEAR-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-76.50%
-87.81%
ADA-USD
NEAR-USD

Volatility

ADA-USD vs. NEAR-USD - Volatility Comparison

The current volatility for Cardano (ADA-USD) is 25.31%, while NEAR Protocol (NEAR-USD) has a volatility of 29.98%. This indicates that ADA-USD experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
25.31%
29.98%
ADA-USD
NEAR-USD