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

Correlation

The correlation between ADA-USD and SPY is 0.20, 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.


-0.50.00.51.00.2

Performance

ADA-USD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
142.08%
9.96%
ADA-USD
SPY

Key characteristics

Sharpe Ratio

ADA-USD:

1.87

SPY:

1.95

Sortino Ratio

ADA-USD:

2.57

SPY:

2.60

Omega Ratio

ADA-USD:

1.26

SPY:

1.36

Calmar Ratio

ADA-USD:

1.03

SPY:

2.98

Martin Ratio

ADA-USD:

8.22

SPY:

12.42

Ulcer Index

ADA-USD:

19.79%

SPY:

2.02%

Daily Std Dev

ADA-USD:

69.47%

SPY:

12.88%

Max Drawdown

ADA-USD:

-97.85%

SPY:

-55.19%

Current Drawdown

ADA-USD:

-68.29%

SPY:

-1.30%

Returns By Period

In the year-to-date period, ADA-USD achieves a 11.54% return, which is significantly higher than SPY's 2.68% return.


ADA-USD

YTD

11.54%

1M

9.43%

6M

142.08%

1Y

83.04%

5Y*

77.25%

10Y*

N/A

SPY

YTD

2.68%

1M

2.31%

6M

9.96%

1Y

24.17%

5Y*

15.14%

10Y*

13.67%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ADA-USD vs. SPY — 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 9292
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 8888
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 9191
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and SPDR S&P 500 ETF (SPY). 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 1.87, compared to the broader market0.002.004.006.001.871.65
The chart of Sortino ratio for ADA-USD, currently valued at 2.57, compared to the broader market0.002.004.002.572.19
The chart of Omega ratio for ADA-USD, currently valued at 1.26, compared to the broader market1.001.201.401.601.261.31
The chart of Calmar ratio for ADA-USD, currently valued at 1.03, compared to the broader market2.004.006.001.030.74
The chart of Martin ratio for ADA-USD, currently valued at 8.22, compared to the broader market0.0010.0020.0030.0040.0050.008.2210.52
ADA-USD
SPY

The current ADA-USD Sharpe Ratio is 1.87, which is comparable to the SPY Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ADA-USD and SPY, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.87
1.65
ADA-USD
SPY

Drawdowns

ADA-USD vs. SPY - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ADA-USD and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-68.29%
-1.30%
ADA-USD
SPY

Volatility

ADA-USD vs. SPY - Volatility Comparison

Cardano (ADA-USD) has a higher volatility of 27.38% compared to SPDR S&P 500 ETF (SPY) at 3.86%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.38%
3.86%
ADA-USD
SPY
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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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