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ADI vs. AUSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ADI vs. AUSF

Last updated Jun 13, 2026

ADI (Analog Devices, Inc.) is a stock, while AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. Over the past 5 years, ADI returned 22.09%/yr vs 13.35%/yr for AUSF. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

ADI vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) and Global X Adaptive U.S. Factor ETF (AUSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADI achieves a 54.96% return, which is significantly higher than AUSF's 9.27% return.

ADI

1D
1.37%
1M
0.35%
YTD
54.96%
6M
50.45%
1Y
88.15%
3Y*
31.61%
5Y*
22.09%
10Y*
24.34%

AUSF

1D
0.70%
1M
2.94%
YTD
9.27%
6M
8.68%
1Y
17.75%
3Y*
19.94%
5Y*
13.35%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADI vs. AUSF - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ADI
Analog Devices, Inc.		54.96%29.75%8.82%23.36%-4.91%20.96%26.87%41.31%-13.35%
AUSF
Global X Adaptive U.S. Factor ETF		9.27%13.69%16.05%22.26%-0.18%27.48%1.27%24.06%-11.18%

Correlation

The correlation between ADI and AUSF is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.54

The correlation between ADI and AUSF has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Analog Devices, Inc.

Global X Adaptive U.S. Factor ETF

Often compared with ADI:
ADI vs. NXPIADI vs. MCHPADI vs. MPWRADI vs. AIADI vs. STMADI vs. AMDADI vs. ORCL
Often compared with AUSF:
AUSF vs. SPYAUSF vs. GVALAUSF vs. EYLDAUSF vs. VOOAUSF vs. ONEVAUSF vs. SFLRAUSF vs. FELG

Return for Risk

ADI vs. AUSF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADI
ADI Risk / Return Rank: 9393
Overall Rank
ADI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ADI Sortino Ratio Rank: 9393
Sortino Ratio Rank
ADI Omega Ratio Rank: 9191
Omega Ratio Rank
ADI Calmar Ratio Rank: 9393
Calmar Ratio Rank
ADI Martin Ratio Rank: 9393
Martin Ratio Rank
AUSF
AUSF Risk / Return Rank: 5757
Overall Rank
AUSF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AUSF Sortino Ratio Rank: 5656
Sortino Ratio Rank
AUSF Omega Ratio Rank: 5252
Omega Ratio Rank
AUSF Calmar Ratio Rank: 6666
Calmar Ratio Rank
AUSF Martin Ratio Rank: 5454
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.

ADI vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and Global X Adaptive U.S. Factor ETF (AUSF). 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.

ADIAUSFDifference
Sharpe ratioReturn per unit of total volatility
2.59
1.65

+0.94

Sortino ratioReturn per unit of downside risk
3.38
2.38

+1.00

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.13

Calmar ratioReturn relative to maximum drawdown

5.27

2.86

+2.40

Martin ratioReturn relative to average drawdown

14.52

8.29

+6.23

ADI vs. AUSF - Sharpe Ratio Comparison

The current ADI Sharpe Ratio is 2.59, which is higher than the AUSF Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ADI and AUSF, 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

ADI vs. AUSF - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for ADI and AUSF.

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Drawdown Indicators

ADIAUSFDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-44.25%

-38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-5.84%

-9.89%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-12.29%

-19.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-14.23%

-17.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

—

—

Current Drawdown

Current decline from peak

-4.54%

0.00%

-4.54%

Average Drawdown

Average peak-to-trough decline

-33.91%

-4.21%

-29.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

2.02%

+3.68%

Volatility

ADI vs. AUSF - Volatility Comparison

Analog Devices, Inc. (ADI) has a higher volatility of 14.81% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.70%. This indicates that ADI's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ADIAUSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.81%

2.70%

+12.11%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

6.72%

+18.58%

Volatility (1Y)

Calculated over the trailing 1-year period

32.01%

10.14%

+21.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.13%

13.66%

+19.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.78%

19.04%

+13.74%

Dividends

ADI vs. AUSF - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.00%, less than AUSF's 2.69% yield.

PositionTTM20252024202320222021202020192018201720162015
ADI
Analog Devices, Inc.		1.00%1.46%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%
AUSF
Global X Adaptive U.S. Factor ETF		2.69%2.78%2.63%1.83%2.51%2.22%2.95%4.02%1.46%0.00%0.00%0.00%

Frequently Asked Questions

ADI and AUSF have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADI has higher volatility (14.81%) compared to AUSF (2.70%). In terms of maximum drawdown, ADI dropped -82.88% vs AUSF's -44.25%.

ADI currently has the higher Sharpe Ratio (2.59 vs 1.65), 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

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