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ADMA vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADMA and ^NIFTY500 is 0.08, 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.


-0.50.00.51.00.1

Performance

ADMA vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADMA Biologics, Inc. (ADMA) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
103.51%
248.20%
ADMA
^NIFTY500

Key characteristics

Sharpe Ratio

ADMA:

4.97

^NIFTY500:

1.05

Sortino Ratio

ADMA:

5.30

^NIFTY500:

1.39

Omega Ratio

ADMA:

1.72

^NIFTY500:

1.22

Calmar Ratio

ADMA:

4.86

^NIFTY500:

1.43

Martin Ratio

ADMA:

39.90

^NIFTY500:

4.57

Ulcer Index

ADMA:

8.16%

^NIFTY500:

3.43%

Daily Std Dev

ADMA:

65.42%

^NIFTY500:

14.81%

Max Drawdown

ADMA:

-91.28%

^NIFTY500:

-68.02%

Current Drawdown

ADMA:

-23.08%

^NIFTY500:

-8.89%

Returns By Period

In the year-to-date period, ADMA achieves a 284.96% return, which is significantly higher than ^NIFTY500's 14.88% return. Over the past 10 years, ADMA has underperformed ^NIFTY500 with an annualized return of 4.61%, while ^NIFTY500 has yielded a comparatively higher 13.02% annualized return.


ADMA

YTD

284.96%

1M

-18.58%

6M

58.18%

1Y

321.31%

5Y*

32.75%

10Y*

4.61%

^NIFTY500

YTD

14.88%

1M

1.43%

6M

0.37%

1Y

17.83%

5Y*

17.81%

10Y*

13.02%

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Risk-Adjusted Performance

ADMA vs. ^NIFTY500 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ADMA Biologics, Inc. (ADMA) and Nifty 500 (^NIFTY500). 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 ADMA, currently valued at 3.87, compared to the broader market-4.00-2.000.002.003.870.61
The chart of Sortino ratio for ADMA, currently valued at 4.69, compared to the broader market-4.00-2.000.002.004.004.690.87
The chart of Omega ratio for ADMA, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.13
The chart of Calmar ratio for ADMA, currently valued at 4.11, compared to the broader market0.002.004.006.004.110.76
The chart of Martin ratio for ADMA, currently valued at 30.25, compared to the broader market-5.000.005.0010.0015.0020.0025.0030.252.32
ADMA
^NIFTY500

The current ADMA Sharpe Ratio is 4.97, which is higher than the ^NIFTY500 Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ADMA and ^NIFTY500, 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 Ratio0.002.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
3.87
0.61
ADMA
^NIFTY500

Drawdowns

ADMA vs. ^NIFTY500 - Drawdown Comparison

The maximum ADMA drawdown since its inception was -91.28%, which is greater than ^NIFTY500's maximum drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for ADMA and ^NIFTY500. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.08%
-10.41%
ADMA
^NIFTY500

Volatility

ADMA vs. ^NIFTY500 - Volatility Comparison

ADMA Biologics, Inc. (ADMA) has a higher volatility of 13.26% compared to Nifty 500 (^NIFTY500) at 4.62%. This indicates that ADMA's price experiences larger fluctuations and is considered to be riskier than ^NIFTY500 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%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.26%
4.62%
ADMA
^NIFTY500
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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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