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ADX vs. RSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADX vs. RSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adams Diversified Equity Fund, Inc. (ADX) and Republic Services, Inc. (RSG). 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 10.74% return, which is significantly higher than RSG's 1.36% return. Both investments have delivered pretty close results over the past 10 years, with ADX having a 18.40% annualized return and RSG not far behind at 17.62%.


ADX

1D
-0.28%
1M
-0.80%
YTD
10.74%
6M
10.89%
1Y
26.85%
3Y*
27.51%
5Y*
16.38%
10Y*
18.40%

RSG

1D
2.14%
1M
2.23%
YTD
1.36%
6M
0.76%
1Y
-13.89%
3Y*
14.71%
5Y*
15.91%
10Y*
17.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADX vs. RSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADX
Adams Diversified Equity Fund, Inc.
10.74%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%
RSG
Republic Services, Inc.
1.36%6.44%23.03%29.64%-6.16%47.03%9.53%26.62%8.85%20.96%

Correlation

The correlation between ADX and RSG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.11

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

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1998

0.39

The correlation between ADX and RSG shifts across timeframes, from -0.14 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ADX vs. RSG — Risk / Return Rank

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

ADX
ADX Risk / Return Rank: 5353
Overall Rank
ADX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ADX Omega Ratio Rank: 4242
Omega Ratio Rank
ADX Calmar Ratio Rank: 5252
Calmar Ratio Rank
ADX Martin Ratio Rank: 7676
Martin Ratio Rank

RSG
RSG Risk / Return Rank: 1313
Overall Rank
RSG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RSG Sortino Ratio Rank: 1313
Sortino Ratio Rank
RSG Omega Ratio Rank: 1414
Omega Ratio Rank
RSG Calmar Ratio Rank: 1515
Calmar Ratio Rank
RSG Martin Ratio Rank: 1414
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. RSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and Republic Services, Inc. (RSG). 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.


ADXRSGDifference
Sharpe ratioReturn per unit of total volatility

+2.62

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.32

0.89

+0.43

Calmar ratioReturn relative to maximum drawdown

2.65

-0.74

+3.39

Martin ratioReturn relative to average drawdown

13.37

-1.25

+14.62

ADX vs. RSG - Sharpe Ratio Comparison

The current ADX Sharpe Ratio is 1.88, which is higher than the RSG Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ADX and RSG, 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. RSG - Drawdown Comparison

The maximum ADX drawdown since its inception was -71.60%, which is greater than RSG's maximum drawdown of -65.99%. Use the drawdown chart below to compare losses from any high point for ADX and RSG.


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Drawdown Indicators


ADXRSGDifference

Max Drawdown

Largest peak-to-trough decline

-71.60%

-65.99%

-5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-18.94%

+8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-22.54%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-22.54%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-37.17%

-34.02%

-3.15%

Current Drawdown

Current decline from peak

-3.12%

-16.33%

+13.21%

Average Drawdown

Average peak-to-trough decline

-22.11%

-11.84%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

12.44%

-10.43%

Volatility

ADX vs. RSG - Volatility Comparison

The current volatility for Adams Diversified Equity Fund, Inc. (ADX) is 4.80%, while Republic Services, Inc. (RSG) has a volatility of 6.69%. This indicates that ADX experiences smaller price fluctuations and is considered to be less risky than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADXRSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.69%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

14.00%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

18.90%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

18.20%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

19.11%

-1.06%

Dividends

ADX vs. RSG - Dividend Comparison

ADX's dividend yield for the trailing twelve months is around 7.53%, more than RSG's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
ADX
Adams Diversified Equity Fund, Inc.
7.53%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%
RSG
Republic Services, Inc.
1.15%1.12%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%

Frequently Asked Questions


ADX and RSG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSG has higher volatility (6.69%) compared to ADX (4.80%). In terms of maximum drawdown, ADX dropped -71.60% vs RSG's -65.99%.

ADX currently has the higher Sharpe Ratio (1.88 vs -0.74), 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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