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

Key characteristics


ADA.LSOL-USD
YTD Return18.18%39.92%
1Y Return23.81%576.10%
3Y Return (Ann)-6.70%48.08%
Sharpe Ratio0.4316.23
Daily Std Dev54.55%75.86%
Max Drawdown-100.00%-96.27%
Current Drawdown-99.93%-45.15%

Correlation

-0.50.00.51.00.2

The correlation between ADA.L and SOL-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. SOL-USD - Performance Comparison

In the year-to-date period, ADA.L achieves a 18.18% return, which is significantly lower than SOL-USD's 39.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2024FebruaryMarchAprilMay
-17.57%
3,891.05%
ADA.L
SOL-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

Solana

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.


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
SOL-USD
Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 16.23, compared to the broader market-2.00-1.000.001.002.003.004.0016.23
Sortino ratio
The chart of Sortino ratio for SOL-USD, currently valued at 6.07, compared to the broader market-4.00-2.000.002.004.006.006.07
Omega ratio
The chart of Omega ratio for SOL-USD, currently valued at 1.61, compared to the broader market0.501.001.502.001.61
Calmar ratio
The chart of Calmar ratio for SOL-USD, currently valued at 14.41, compared to the broader market0.002.004.006.0014.41
Martin ratio
The chart of Martin ratio for SOL-USD, currently valued at 106.44, compared to the broader market-10.000.0010.0020.0030.00106.44

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

The current ADA.L Sharpe Ratio is 0.43, which is lower than the SOL-USD Sharpe Ratio of 16.23. The chart below compares the 12-month rolling Sharpe Ratio of ADA.L and SOL-USD.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00December2024FebruaryMarchAprilMay
3.76
16.23
ADA.L
SOL-USD

Drawdowns

ADA.L vs. SOL-USD - Drawdown Comparison

The maximum ADA.L drawdown since its inception was -100.00%, roughly equal to 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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-37.94%
-45.15%
ADA.L
SOL-USD

Volatility

ADA.L vs. SOL-USD - Volatility Comparison

The current volatility for Adams plc (ADA.L) is 1.71%, while Solana (SOL-USD) has a volatility of 23.48%. This indicates that ADA.L experiences smaller price fluctuations and is considered to be less risky than SOL-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%
23.48%
ADA.L
SOL-USD