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ADA.L vs. DOT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


ADA.LDOT-USD
YTD Return18.18%-20.93%
1Y Return23.81%21.78%
3Y Return (Ann)-6.70%-47.09%
Sharpe Ratio0.431.09
Daily Std Dev54.55%57.07%
Max Drawdown-100.00%-93.24%
Current Drawdown-99.93%-87.99%

Correlation

-0.50.00.51.00.2

The correlation between ADA.L and DOT-USD is 0.16, 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.

Performance

ADA.L vs. DOT-USD - Performance Comparison

In the year-to-date period, ADA.L achieves a 18.18% return, which is significantly higher than DOT-USD's -20.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
-16.81%
126.71%
ADA.L
DOT-USD

Compare stocks, funds, or ETFs

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


Adams plc

Polkadot

Risk-Adjusted Performance

ADA.L vs. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams plc (ADA.L) and Polkadot (DOT-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.


ADA.L
Sharpe ratio
The chart of Sharpe ratio for ADA.L, currently valued at 3.76, compared to the broader market-2.00-1.000.001.002.003.004.003.76
Sortino ratio
The chart of Sortino ratio for ADA.L, currently valued at 7.59, compared to the broader market-4.00-2.000.002.004.006.007.59
Omega ratio
The chart of Omega ratio for ADA.L, currently valued at 2.58, compared to the broader market0.501.001.502.002.58
Calmar ratio
The chart of Calmar ratio for ADA.L, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ADA.L, currently valued at 24.10, compared to the broader market-10.000.0010.0020.0030.0024.10
DOT-USD
Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 1.09, compared to the broader market-2.00-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for DOT-USD, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for DOT-USD, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for DOT-USD, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for DOT-USD, currently valued at 4.22, compared to the broader market-10.000.0010.0020.0030.004.22

ADA.L vs. DOT-USD - Sharpe Ratio Comparison

The current ADA.L Sharpe Ratio is 0.43, which is lower than the DOT-USD Sharpe Ratio of 1.09. The chart below compares the 12-month rolling Sharpe Ratio of ADA.L and DOT-USD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
3.76
1.09
ADA.L
DOT-USD

Drawdowns

ADA.L vs. DOT-USD - Drawdown Comparison

The maximum ADA.L drawdown since its inception was -100.00%, which is greater than DOT-USD's maximum drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for ADA.L and DOT-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchAprilMay
-37.94%
-87.99%
ADA.L
DOT-USD

Volatility

ADA.L vs. DOT-USD - Volatility Comparison

The current volatility for Adams plc (ADA.L) is 1.71%, while Polkadot (DOT-USD) has a volatility of 17.02%. This indicates that ADA.L experiences smaller price fluctuations and is considered to be less risky than DOT-USD 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%December2024FebruaryMarchAprilMay
1.71%
17.02%
ADA.L
DOT-USD