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ADBG vs. ADBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBG vs. ADBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Adobe Inc (ADBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADBG achieves a -72.70% return, which is significantly lower than ADBE's -43.59% return.


ADBG

1D
2.95%
1M
-37.44%
YTD
-72.70%
6M
-73.10%
1Y
-79.05%
3Y*
5Y*
10Y*

ADBE

1D
1.30%
1M
-19.34%
YTD
-43.59%
6M
-43.98%
1Y
-48.06%
3Y*
-25.87%
5Y*
-19.34%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBG vs. ADBE - Yearly Performance Comparison


2026 (YTD)2025
ADBG
Leverage Shares 2X Long ADBE Daily ETF
-72.70%-29.61%
ADBE
Adobe Inc
-43.59%-10.17%

Correlation

The correlation between ADBG and ADBE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.99

The correlation between ADBG and ADBE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

ADBG vs. ADBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADBG
ADBG Risk / Return Rank: 00
Overall Rank
ADBG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 00
Sortino Ratio Rank
ADBG Omega Ratio Rank: 00
Omega Ratio Rank
ADBG Calmar Ratio Rank: 11
Calmar Ratio Rank
ADBG Martin Ratio Rank: 11
Martin Ratio Rank

ADBE
ADBE Risk / Return Rank: 22
Overall Rank
ADBE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBE Sortino Ratio Rank: 22
Sortino Ratio Rank
ADBE Omega Ratio Rank: 33
Omega Ratio Rank
ADBE Calmar Ratio Rank: 44
Calmar Ratio Rank
ADBE Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADBG vs. ADBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Adobe Inc (ADBE). 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.


ADBGADBEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

0.72

0.74

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.96

-0.02

Martin ratioReturn relative to average drawdown

-1.68

-1.91

+0.23

ADBG vs. ADBE - Sharpe Ratio Comparison

The current ADBG Sharpe Ratio is -1.14, which is comparable to the ADBE Sharpe Ratio of -1.39. The chart below compares the historical Sharpe Ratios of ADBG and ADBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ADBG vs. ADBE - Drawdown Comparison

The maximum ADBG drawdown since its inception was -83.90%, which is greater than ADBE's maximum drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for ADBG and ADBE.


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Drawdown Indicators


ADBGADBEDifference

Max Drawdown

Largest peak-to-trough decline

-83.90%

-79.89%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-80.96%

-50.29%

-30.67%

Max Drawdown (3Y)

Largest decline over 3 years

-69.30%

Max Drawdown (5Y)

Largest decline over 5 years

-71.69%

Max Drawdown (10Y)

Largest decline over 10 years

-71.69%

Current Drawdown

Current decline from peak

-83.42%

-71.32%

-12.10%

Average Drawdown

Average peak-to-trough decline

-43.05%

-26.02%

-17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.09%

25.18%

+21.91%

Volatility

ADBG vs. ADBE - Volatility Comparison

Leverage Shares 2X Long ADBE Daily ETF (ADBG) has a higher volatility of 32.31% compared to Adobe Inc (ADBE) at 15.94%. This indicates that ADBG's price experiences larger fluctuations and is considered to be riskier than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADBGADBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.31%

15.94%

+16.37%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

29.39%

+29.89%

Volatility (1Y)

Calculated over the trailing 1-year period

69.23%

34.73%

+34.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.74%

36.59%

+32.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.74%

34.45%

+34.29%

Dividends

ADBG vs. ADBE - Dividend Comparison

Neither ADBG nor ADBE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, ADBG and ADBE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ADBG has higher volatility (32.31%) compared to ADBE (15.94%). In terms of maximum drawdown, ADBG dropped -83.90% vs ADBE's -79.89%.

ADBG currently has the higher Sharpe Ratio (-1.14 vs -1.39), 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.

Portfolio Optimizer

Find the right allocation for ADBG and ADBE

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