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ALGO-USD vs. ADA-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ALGO-USD achieves a -24.43% return, which is significantly higher than ADA-USD's -49.71% return.


ALGO-USD

1D
1.16%
1M
-15.88%
6M
-35.98%
YTD
-24.43%
1Y
-73.84%
3Y*
-9.91%
5Y*
-36.36%
10Y*

ADA-USD

1D
4.17%
1M
0.42%
6M
-57.71%
YTD
-49.71%
1Y
-79.64%
3Y*
-18.51%
5Y*
-32.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
ALGO-USD
Algorand
-24.43%-66.96%49.75%29.22%-89.60%393.28%55.98%-93.42%
ADA-USD
Cardano
-49.71%-60.53%42.06%141.64%-81.22%621.17%452.29%-63.50%

Correlation

The correlation between ALGO-USD and ADA-USD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.77

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.70

The correlation between ALGO-USD and ADA-USD has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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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: 2020
Overall Rank
ALGO-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ALGO-USD Sortino Ratio Rank: 2828
Sortino Ratio Rank
ALGO-USD Omega Ratio Rank: 3434
Omega Ratio Rank
ALGO-USD Calmar Ratio Rank: 00
Calmar Ratio Rank
ALGO-USD Martin Ratio Rank: 1616
Martin Ratio Rank

ADA-USD
ADA-USD Risk / Return Rank: 1616
Overall Rank
ADA-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 88
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 1414
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 2727
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 1818
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.

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.

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.


ALGO-USDADA-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

0.83

0.79

+0.04

Calmar ratioReturn relative to maximum drawdown

-1.01

-0.94

-0.08

Martin ratioReturn relative to average drawdown

-1.35

-1.34

-0.01

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

The current ALGO-USD Sharpe Ratio is -0.95, which is comparable to the ADA-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of ALGO-USD and ADA-USD, 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

ALGO-USD vs. ADA-USD - Drawdown Comparison

The maximum ALGO-USD drawdown since its inception was -97.53%, 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.


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Drawdown Indicators


ALGO-USDADA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-97.85%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-72.80%

-85.07%

+12.27%

Max Drawdown (3Y)

Largest decline over 3 years

-84.09%

-88.33%

+4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-96.59%

-95.16%

-1.43%

Current Drawdown

Current decline from peak

-97.46%

-94.36%

-3.10%

Average Drawdown

Average peak-to-trough decline

-87.15%

-77.73%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.19%

53.18%

-9.99%

Volatility

ALGO-USD vs. ADA-USD - Volatility Comparison

The current volatility for Algorand (ALGO-USD) is 14.74%, while Cardano (ADA-USD) has a volatility of 20.96%. This indicates that ALGO-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALGO-USDADA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.74%

20.96%

-6.22%

Volatility (6M)

Calculated over the trailing 6-month period

53.57%

52.20%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

65.58%

64.48%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.58%

74.65%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.86%

102.83%

-9.97%

Frequently Asked Questions


ALGO-USD and ADA-USD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (20.96%) compared to ALGO-USD (14.74%). In terms of maximum drawdown, ALGO-USD dropped -97.53% vs ADA-USD's -97.85%.

ALGO-USD currently has the higher Sharpe Ratio (-0.95 vs -1.03), 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.

Portfolio Optimizer

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