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ADUS vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADUS and AVDV is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

ADUS vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Addus HomeCare Corporation (ADUS) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
32.29%
71.72%
ADUS
AVDV

Key characteristics

Sharpe Ratio

ADUS:

0.32

AVDV:

0.97

Sortino Ratio

ADUS:

0.63

AVDV:

1.42

Omega Ratio

ADUS:

1.08

AVDV:

1.20

Calmar Ratio

ADUS:

0.27

AVDV:

1.27

Martin Ratio

ADUS:

0.68

AVDV:

4.44

Ulcer Index

ADUS:

13.47%

AVDV:

4.05%

Daily Std Dev

ADUS:

29.01%

AVDV:

18.54%

Max Drawdown

ADUS:

-70.37%

AVDV:

-43.01%

Current Drawdown

ADUS:

-22.75%

AVDV:

0.00%

Returns By Period

In the year-to-date period, ADUS achieves a -16.23% return, which is significantly lower than AVDV's 12.02% return.


ADUS

YTD

-16.23%

1M

4.68%

6M

-16.84%

1Y

6.92%

5Y*

3.46%

10Y*

14.77%

AVDV

YTD

12.02%

1M

15.81%

6M

11.58%

1Y

15.80%

5Y*

16.05%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADUS vs. AVDV — Risk-Adjusted Performance Rank

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

ADUS
The Risk-Adjusted Performance Rank of ADUS is 5858
Overall Rank
The Sharpe Ratio Rank of ADUS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ADUS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ADUS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ADUS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ADUS is 5959
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADUS vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Addus HomeCare Corporation (ADUS) and Avantis International Small Cap Value ETF (AVDV). 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.


The chart of Sharpe ratio for ADUS, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
ADUS: 0.32
AVDV: 0.97
The chart of Sortino ratio for ADUS, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
ADUS: 0.63
AVDV: 1.42
The chart of Omega ratio for ADUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
ADUS: 1.08
AVDV: 1.20
The chart of Calmar ratio for ADUS, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
ADUS: 0.27
AVDV: 1.27
The chart of Martin ratio for ADUS, currently valued at 0.68, compared to the broader market-10.000.0010.0020.00
ADUS: 0.68
AVDV: 4.44

The current ADUS Sharpe Ratio is 0.32, which is lower than the AVDV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ADUS and AVDV, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.32
0.97
ADUS
AVDV

Dividends

ADUS vs. AVDV - Dividend Comparison

ADUS has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 3.85%.


TTM202420232022202120202019
ADUS
Addus HomeCare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.85%4.31%3.29%3.17%2.39%1.67%0.36%

Drawdowns

ADUS vs. AVDV - Drawdown Comparison

The maximum ADUS drawdown since its inception was -70.37%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for ADUS and AVDV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.75%
0
ADUS
AVDV

Volatility

ADUS vs. AVDV - Volatility Comparison

The current volatility for Addus HomeCare Corporation (ADUS) is 9.01%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 12.41%. This indicates that ADUS experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.01%
12.41%
ADUS
AVDV