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ADX vs. RSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADX and RSG is 0.47, 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.


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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Key characteristics

Sharpe Ratio

ADX:

0.78

RSG:

1.92

Sortino Ratio

ADX:

1.27

RSG:

2.47

Omega Ratio

ADX:

1.18

RSG:

1.36

Calmar Ratio

ADX:

0.88

RSG:

3.89

Martin Ratio

ADX:

3.15

RSG:

11.41

Ulcer Index

ADX:

5.10%

RSG:

2.92%

Daily Std Dev

ADX:

19.70%

RSG:

17.59%

Max Drawdown

ADX:

-56.82%

RSG:

-65.98%

Current Drawdown

ADX:

-5.70%

RSG:

-1.28%

Returns By Period

In the year-to-date period, ADX achieves a -0.04% return, which is significantly lower than RSG's 24.21% return. Over the past 10 years, ADX has underperformed RSG with an annualized return of 10.87%, while RSG has yielded a comparatively higher 22.29% annualized return.


ADX

YTD

-0.04%

1M

8.98%

6M

-1.40%

1Y

14.94%

5Y*

14.54%

10Y*

10.87%

RSG

YTD

24.21%

1M

3.48%

6M

18.10%

1Y

32.80%

5Y*

26.70%

10Y*

22.29%

*Annualized

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Risk-Adjusted Performance

ADX vs. RSG — Risk-Adjusted Performance Rank

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

ADX
The Risk-Adjusted Performance Rank of ADX is 7878
Overall Rank
The Sharpe Ratio Rank of ADX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ADX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ADX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ADX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ADX is 7777
Martin Ratio Rank

RSG
The Risk-Adjusted Performance Rank of RSG is 9494
Overall Rank
The Sharpe Ratio Rank of RSG is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9696
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.

ADX vs. RSG - Risk-Adjusted Performance 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.


The current ADX Sharpe Ratio is 0.78, which is lower than the RSG Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ADX and RSG, 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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Dividends

ADX vs. RSG - Dividend Comparison

ADX's dividend yield for the trailing twelve months is around 17.54%, more than RSG's 0.92% yield.


TTM20242023202220212020201920182017201620152014
ADX
Adams Diversified Equity Fund, Inc.
17.54%12.38%7.34%7.36%1.13%5.96%9.00%15.85%9.18%1.57%1.17%8.63%
RSG
Republic Services, Inc.
0.92%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%

Drawdowns

ADX vs. RSG - Drawdown Comparison

The maximum ADX drawdown since its inception was -56.82%, smaller than the maximum RSG drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for ADX and RSG. For additional features, visit the drawdowns tool.


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Volatility

ADX vs. RSG - Volatility Comparison

Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 6.54% compared to Republic Services, Inc. (RSG) at 4.12%. This indicates that ADX's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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