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

Performance

ADA-USD vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and The Procter & Gamble Company (PG). 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 PG's 5.93% 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*

PG

1D
0.86%
1M
4.83%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADA-USD vs. PG - 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%
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%4.91%

Correlation

The correlation between ADA-USD and PG is -0.04, 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

-0.04

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

-0.00

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

0.04

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. PG — 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

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and The Procter & Gamble Company (PG). 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-USDPGDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

0.83

0.97

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.37

-0.51

Martin ratioReturn relative to average drawdown

-1.36

-0.68

-0.68

ADA-USD vs. PG - Sharpe Ratio Comparison

The current ADA-USD Sharpe Ratio is -0.95, which is lower than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ADA-USD and PG, 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. PG - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for ADA-USD and PG.


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Drawdown Indicators


ADA-USDPGDifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-54.25%

-43.60%

Max Drawdown (1Y)

Largest decline over 1 year

-83.69%

-15.52%

-68.17%

Max Drawdown (3Y)

Largest decline over 3 years

-87.24%

-21.15%

-66.09%

Max Drawdown (5Y)

Largest decline over 5 years

-94.72%

-23.77%

-70.95%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-94.22%

-13.29%

-80.93%

Average Drawdown

Average peak-to-trough decline

-77.55%

-12.16%

-65.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.12%

8.80%

+52.32%

Volatility

ADA-USD vs. PG - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 22.15% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADA-USDPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.15%

6.99%

+15.16%

Volatility (6M)

Calculated over the trailing 6-month period

52.67%

15.01%

+37.66%

Volatility (1Y)

Calculated over the trailing 1-year period

64.06%

18.78%

+45.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.90%

17.82%

+57.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.19%

19.05%

+84.14%

Frequently Asked Questions


ADA-USD and PG have a correlation of -0.04, 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 PG (6.99%). In terms of maximum drawdown, ADA-USD dropped -97.85% vs PG's -54.25%.

PG currently has the higher Sharpe Ratio (-0.30 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 PG

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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