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

Performance

ADA-USD vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and Realty Income Corporation (O). 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 O's 13.70% 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*

O

1D
1.31%
1M
1.67%
YTD
13.70%
6M
11.57%
1Y
14.88%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADA-USD vs. O - 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%
O
Realty Income Corporation
13.70%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%2.28%

Correlation

The correlation between ADA-USD and O is -0.03, 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

-0.03

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

0.02

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

0.06

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

0.04

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Return for Risk

ADA-USD vs. O — 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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and Realty Income Corporation (O). 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-USDODifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.83

1.15

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.88

1.29

-2.16

Martin ratioReturn relative to average drawdown

-1.36

3.12

-4.48

ADA-USD vs. O - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.95, which is lower than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ADA-USD and O, 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. O - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ADA-USD and O.


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Drawdown Indicators


ADA-USDODifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-48.45%

-49.40%

Max Drawdown (1Y)

Largest decline over 1 year

-83.69%

-11.10%

-72.59%

Max Drawdown (3Y)

Largest decline over 3 years

-87.24%

-26.49%

-60.75%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-34.48%

-60.24%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-94.22%

-5.94%

-88.28%

Average Drawdown

Average peak-to-trough decline

-77.55%

-9.20%

-68.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.12%

4.58%

+56.54%

Volatility

ADA-USD vs. O - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 22.15% compared to Realty Income Corporation (O) at 5.29%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADA-USDODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.15%

5.29%

+16.86%

Volatility (6M)

Calculated over the trailing 6-month period

52.67%

11.98%

+40.69%

Volatility (1Y)

Calculated over the trailing 1-year period

64.06%

16.21%

+47.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.90%

18.92%

+55.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.19%

25.64%

+77.55%

Frequently Asked Questions


ADA-USD and O have a correlation of -0.03, 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 O (5.29%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.88 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 O

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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