ALGO-USD vs. ADA-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Algorand (ALGO-USD) and Cardano (ADA-USD).

Performance

ALGO-USD vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algorand (ALGO-USD) and Cardano (ADA-USD). The values are adjusted to include any dividend payments, if applicable.

ALGO-USD vs. ADA-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ALGO-USD Algorand	-0.73%	-66.96%	49.75%	29.22%	-89.60%	393.28%	55.98%	-93.29%
ADA-USD Cardano	-28.06%	-60.53%	42.06%	141.64%	-81.22%	621.17%	452.29%	-62.41%

Returns By Period

In the year-to-date period, ALGO-USD achieves a -0.73% return, which is significantly higher than ADA-USD's -28.06% return.

ALGO-USD

• 1D: 6.73%
• 1M: 27.03%
• YTD: -0.73%
• 6M: -51.38%
• 1Y: -38.07%
• 3Y*: -20.08%
• 5Y*: -38.69%
• 10Y*: —

ADA-USD

• 1D: -3.58%
• 1M: -8.80%
• YTD: -28.06%
• 6M: -72.51%
• 1Y: -62.58%
• 3Y*: -14.79%
• 5Y*: -27.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALGO-USD vs. ADA-USD — Risk / Return Rank

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

ALGO-USD

ALGO-USD Risk / Return Rank: 62
ALGO-USD Sharpe Ratio Rank: 61
ALGO-USD Sortino Ratio Rank: 62
ALGO-USD Omega Ratio Rank: 62
ALGO-USD Calmar Ratio Rank: 63
ALGO-USD Martin Ratio Rank: 64

ADA-USD

ADA-USD Risk / Return Rank: 28
ADA-USD Sharpe Ratio Rank: 21
ADA-USD Sortino Ratio Rank: 27
ADA-USD Omega Ratio Rank: 29
ADA-USD Calmar Ratio Rank: 29
ADA-USD Martin Ratio Rank: 36

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.

ALGO-USD vs. ADA-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Algorand (ALGO-USD) and Cardano (ADA-USD). 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.

	ALGO-USD	ADA-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.44	-0.79	+0.34
Sortino ratio Return per unit of downside risk	-0.20	-1.20	+0.99
Omega ratio Gain probability vs. loss probability	0.98	0.89	+0.09
Calmar ratio Return relative to maximum drawdown	-1.00	-1.10	+0.10
Martin ratio Return relative to average drawdown	-1.48	-1.63	+0.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALGO-USD vs. ADA-USD - Sharpe Ratio Comparison

The current ALGO-USD Sharpe Ratio is -0.44, which is higher than the ADA-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of ALGO-USD and ADA-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALGO-USD	ADA-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.44	-0.79	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	-0.29	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	0.22	-0.56

Correlation

The correlation between ALGO-USD and ADA-USD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

ALGO-USD vs. ADA-USD - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -97.47%, roughly equal to the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and ADA-USD.

Drawdown Indicators

	ALGO-USD	ADA-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.47%	-97.85%	+0.38%
Max Drawdown (1Y) Largest decline over 1 year	-74.55%	-75.08%	+0.53%
Max Drawdown (5Y) Largest decline over 5 years	-96.59%	-91.93%	-4.66%
Current Drawdown Current decline from peak	-96.59%	-91.93%	-4.66%
Average Drawdown Average peak-to-trough decline	-86.49%	-77.24%	-9.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.60%	50.64%	-2.04%

Volatility

ALGO-USD vs. ADA-USD - Volatility Comparison

Algorand (ALGO-USD) has a higher volatility of 22.18% compared to Cardano (ADA-USD) at 16.88%. This indicates that ALGO-USD's price experiences larger fluctuations and is considered to be riskier than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALGO-USD	ADA-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.18%	16.88%	+5.30%
Volatility (6M) Calculated over the trailing 6-month period	58.73%	60.15%	-1.42%
Volatility (1Y) Calculated over the trailing 1-year period	71.32%	66.36%	+4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.50%	78.61%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.07%	103.79%	-9.72%