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ADXN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADXN and SPY is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ADXN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Addex Therapeutics Ltd (ADXN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
2.21%
15.99%
ADXN
SPY

Key characteristics

Sharpe Ratio

ADXN:

-0.22

SPY:

1.93

Sortino Ratio

ADXN:

0.52

SPY:

2.59

Omega Ratio

ADXN:

1.08

SPY:

1.35

Calmar Ratio

ADXN:

-0.26

SPY:

2.93

Martin Ratio

ADXN:

-0.42

SPY:

12.16

Ulcer Index

ADXN:

60.56%

SPY:

2.02%

Daily Std Dev

ADXN:

113.23%

SPY:

12.73%

Max Drawdown

ADXN:

-98.94%

SPY:

-55.19%

Current Drawdown

ADXN:

-98.34%

SPY:

-1.31%

Returns By Period

In the year-to-date period, ADXN achieves a 14.86% return, which is significantly higher than SPY's 2.68% return.


ADXN

YTD

14.86%

1M

-3.94%

6M

2.13%

1Y

-26.24%

5Y*

-53.45%

10Y*

N/A

SPY

YTD

2.68%

1M

1.66%

6M

15.99%

1Y

23.74%

5Y*

14.27%

10Y*

13.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADXN vs. SPY — Risk-Adjusted Performance Rank

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

ADXN
The Risk-Adjusted Performance Rank of ADXN is 4040
Overall Rank
The Sharpe Ratio Rank of ADXN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ADXN is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ADXN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ADXN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ADXN is 3838
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8080
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8383
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.

ADXN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Addex Therapeutics Ltd (ADXN) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for ADXN, currently valued at -0.22, compared to the broader market-2.000.002.004.00-0.221.93
The chart of Sortino ratio for ADXN, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.006.000.522.59
The chart of Omega ratio for ADXN, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.35
The chart of Calmar ratio for ADXN, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.262.93
The chart of Martin ratio for ADXN, currently valued at -0.42, compared to the broader market-10.000.0010.0020.0030.00-0.4212.16
ADXN
SPY

The current ADXN Sharpe Ratio is -0.22, which is lower than the SPY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ADXN and SPY, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.22
1.93
ADXN
SPY

Dividends

ADXN vs. SPY - Dividend Comparison

ADXN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20242023202220212020201920182017201620152014
ADXN
Addex Therapeutics Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ADXN vs. SPY - Drawdown Comparison

The maximum ADXN drawdown since its inception was -98.94%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ADXN and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.34%
-1.31%
ADXN
SPY

Volatility

ADXN vs. SPY - Volatility Comparison

Addex Therapeutics Ltd (ADXN) has a higher volatility of 25.38% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that ADXN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
25.38%
4.03%
ADXN
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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