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ADX vs. GAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADX vs. GAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adams Diversified Equity Fund, Inc. (ADX) and General American Investors Company, Inc. (GAM). The values are adjusted to include any dividend payments, if applicable.

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ADX vs. GAM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%
GAM
General American Investors Company, Inc.
-0.44%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%

Returns By Period

In the year-to-date period, ADX achieves a -4.23% return, which is significantly lower than GAM's -0.44% return. Over the past 10 years, ADX has outperformed GAM with an annualized return of 16.41%, while GAM has yielded a comparatively lower 14.54% annualized return.


ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%

GAM

1D
2.63%
1M
-5.37%
YTD
-0.44%
6M
4.50%
1Y
29.07%
3Y*
25.04%
5Y*
14.77%
10Y*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ADX vs. GAM — Risk / Return Rank

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

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
Martin Ratio Rank

GAM
GAM Risk / Return Rank: 8989
Overall Rank
GAM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 8888
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAM Martin Ratio Rank: 9494
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.

ADX vs. GAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and General American Investors Company, Inc. (GAM). 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.


ADXGAMDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.84

-0.47

Sortino ratio

Return per unit of downside risk

2.06

2.63

-0.58

Omega ratio

Gain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

2.33

2.61

-0.28

Martin ratio

Return relative to average drawdown

10.84

14.20

-3.36

ADX vs. GAM - Sharpe Ratio Comparison

The current ADX Sharpe Ratio is 1.38, which is comparable to the GAM Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ADX and GAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADXGAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.84

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.93

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.83

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.44

-0.35

Correlation

The correlation between ADX and GAM is 0.57, 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.


Dividends

ADX vs. GAM - Dividend Comparison

ADX's dividend yield for the trailing twelve months is around 8.45%, less than GAM's 10.95% yield.


TTM20252024202320222021202020192018201720162015
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%
GAM
General American Investors Company, Inc.
10.95%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%

Drawdowns

ADX vs. GAM - Drawdown Comparison

The maximum ADX drawdown since its inception was -71.60%, which is greater than GAM's maximum drawdown of -66.63%. Use the drawdown chart below to compare losses from any high point for ADX and GAM.


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Drawdown Indicators


ADXGAMDifference

Max Drawdown

Largest peak-to-trough decline

-71.60%

-66.63%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-11.00%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-26.09%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.17%

-41.78%

+4.61%

Current Drawdown

Current decline from peak

-6.53%

-6.09%

-0.44%

Average Drawdown

Average peak-to-trough decline

-23.22%

-11.62%

-11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.03%

+0.36%

Volatility

ADX vs. GAM - Volatility Comparison

Adams Diversified Equity Fund, Inc. (ADX) and General American Investors Company, Inc. (GAM) have volatilities of 6.18% and 5.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADXGAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

5.92%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

8.42%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

15.85%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

15.95%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

17.62%

+0.33%