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ADX vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADX vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adams Diversified Equity Fund, Inc. (ADX) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADX achieves a 16.11% return, which is significantly higher than ARCC's -2.30% return. Over the past 10 years, ADX has outperformed ARCC with an annualized return of 18.30%, while ARCC has yielded a comparatively lower 12.33% annualized return.


ADX

1D
1.27%
1M
1.69%
6M
14.25%
YTD
16.11%
1Y
30.61%
3Y*
26.36%
5Y*
17.06%
10Y*
18.30%
ALL TIME*
8.64%

ARCC

1D
-0.37%
1M
0.16%
6M
-0.63%
YTD
-2.30%
1Y
-7.66%
3Y*
8.39%
5Y*
8.57%
10Y*
12.33%
ALL TIME*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.83M$7.82M$6.92M
$81.64M$84.10M$93.93M

ADX vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADX
Adams Diversified Equity Fund, Inc.
16.11%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%
ARCC
Ares Capital Corporation
-2.30%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Correlation

The correlation between ADX and ARCC is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (10Y)
Provides a long-term view across more market conditions.

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2004

0.52

Over the past year, the correlation between ADX and ARCC has dropped to 0.32 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

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Return for Risk

ADX vs. ARCC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8080
Sortino Ratio Rank
ADX Omega Ratio Rank: 7575
Omega Ratio Rank
ADX Calmar Ratio Rank: 8484
Calmar Ratio Rank
ADX Martin Ratio Rank: 9393
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2424
Overall Rank
ARCC Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2121
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2222
Omega Ratio Rank
ARCC Calmar Ratio Rank: 2727
Calmar Ratio Rank
ARCC Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ADX vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and Ares Capital Corporation (ARCC). 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.


ADXARCCDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.32

0.94

+0.39

Calmar ratioReturn relative to maximum drawdown

2.76

-0.50

+3.26

Martin ratioReturn relative to average drawdown

13.65

-0.91

+14.56

ADX vs. ARCC - Sharpe Ratio Comparison

The current ADX Sharpe Ratio is 1.89, which is higher than the ARCC Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of ADX and ARCC, 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

ADX vs. ARCC - Drawdown Comparison

The maximum ADX drawdown since its inception was -71.60%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for ADX and ARCC.


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Drawdown Indicators


ADXARCCDifference

Max Drawdown

Largest peak-to-trough decline

-71.60%

-79.36%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-17.35%

+7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-19.35%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-21.76%

-3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.17%

-56.77%

+19.60%

Current Drawdown

Current decline from peak

-1.32%

-11.07%

+9.75%

Average Drawdown

Average peak-to-trough decline

-22.06%

-9.12%

-12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

9.51%

-7.46%

Volatility

ADX vs. ARCC - Volatility Comparison

Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 4.93% compared to Ares Capital Corporation (ARCC) at 4.33%. This indicates that ADX's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADXARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.33%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

14.79%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

18.86%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

19.97%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

25.58%

-7.51%

Dividends

ADX vs. ARCC - Dividend Comparison

ADX's dividend yield for the trailing twelve months is around 7.48%, less than ARCC's 10.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ADX
Adams Diversified Equity Fund, Inc.
7.48%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%
ARCC
Ares Capital Corporation
10.23%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%

Frequently Asked Questions


ADX and ARCC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADX has higher volatility (4.93%) compared to ARCC (4.33%). In terms of maximum drawdown, ADX dropped -71.60% vs ARCC's -79.36%.

ADX currently has the higher Sharpe Ratio (1.89 vs -0.46), 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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