ADBE vs. BNB-USD
ADBE (Adobe Inc) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, ADBE returned -17.73%/yr vs 10.55%/yr for BNB-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
ADBE vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than BNB-USD's -29.49% return.
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
ADBE vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between ADBE and BNB-USD is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.12 |
The correlation between ADBE and BNB-USD shifts across timeframes, from 0.00 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADBE vs. BNB-USD — Risk / Return Rank
ADBE
BNB-USD
ADBE vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and BNB (BNB-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.
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.
| ADBE | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.02 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -0.13 | -0.91 |
| Martin ratioReturn relative to average drawdown | -1.99 | -0.20 | -1.79 |
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Drawdowns
ADBE vs. BNB-USD - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, roughly equal to the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for ADBE and BNB-USD.
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Drawdown Indicators
| ADBE | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -79.74% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -56.24% | +7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -56.24% | -11.62% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -69.89% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | — | — |
Current DrawdownCurrent decline from peak | -70.36% | -53.42% | -16.94% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -38.71% | +12.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 42.27% | -14.96% |
Volatility
ADBE vs. BNB-USD - Volatility Comparison
Adobe Inc (ADBE) and BNB (BNB-USD) have volatilities of 16.64% and 17.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADBE | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 17.28% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 34.73% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 44.38% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 50.42% | -13.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 80.06% | -45.58% |
Frequently Asked Questions
ADBE and BNB-USD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to ADBE (16.64%). In terms of maximum drawdown, ADBE dropped -79.89% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.13 vs -1.45), 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.
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