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

Correlation

The correlation between ADA.L and SOL-USD is 0.17, 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.L vs. SOL-USD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-41.75%
46.02%
ADA.L
SOL-USD

Key characteristics

Sharpe Ratio

ADA.L:

0.31

SOL-USD:

0.31

Sortino Ratio

ADA.L:

0.89

SOL-USD:

1.03

Omega Ratio

ADA.L:

1.35

SOL-USD:

1.10

Calmar Ratio

ADA.L:

0.19

SOL-USD:

0.14

Martin Ratio

ADA.L:

0.65

SOL-USD:

1.20

Ulcer Index

ADA.L:

25.50%

SOL-USD:

20.90%

Daily Std Dev

ADA.L:

53.91%

SOL-USD:

70.37%

Max Drawdown

ADA.L:

-89.09%

SOL-USD:

-96.27%

Current Drawdown

ADA.L:

-87.27%

SOL-USD:

-8.60%

Returns By Period

In the year-to-date period, ADA.L achieves a -36.36% return, which is significantly lower than SOL-USD's 133.16% return.


ADA.L

YTD

-36.36%

1M

-22.22%

6M

-41.67%

1Y

16.67%

5Y (annualized)

-6.92%

10Y (annualized)

35.02%

SOL-USD

YTD

133.16%

1M

18.37%

6M

46.02%

1Y

227.54%

5Y (annualized)

N/A

10Y (annualized)

N/A

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Risk-Adjusted Performance

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

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


Sharpe ratio
The chart of Sharpe ratio for ADA.L, currently valued at -1.59, compared to the broader market-4.00-2.000.002.004.00-1.590.31
The chart of Sortino ratio for ADA.L, currently valued at -2.20, compared to the broader market-4.00-2.000.002.004.00-2.201.03
The chart of Omega ratio for ADA.L, currently valued at 0.33, compared to the broader market0.501.001.502.000.331.10
The chart of Calmar ratio for ADA.L, currently valued at 0.19, compared to the broader market0.002.004.006.000.190.14
The chart of Martin ratio for ADA.L, currently valued at -2.85, compared to the broader market0.0010.0020.0030.00-2.851.20
ADA.L
SOL-USD

The current ADA.L Sharpe Ratio is 0.31, which is comparable to the SOL-USD Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ADA.L and SOL-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 Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
-1.59
0.31
ADA.L
SOL-USD

Drawdowns

ADA.L vs. SOL-USD - Drawdown Comparison

The maximum ADA.L drawdown since its inception was -89.09%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ADA.L and SOL-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.21%
-8.60%
ADA.L
SOL-USD

Volatility

ADA.L vs. SOL-USD - Volatility Comparison

Adams plc (ADA.L) has a higher volatility of 25.01% compared to Solana (SOL-USD) at 20.81%. This indicates that ADA.L's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
25.01%
20.81%
ADA.L
SOL-USD
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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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