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AVAX-USD vs. ADA-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AVAX-USD and ADA-USD is 0.67, 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.


-0.50.00.51.00.7

Performance

AVAX-USD vs. ADA-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
-0.54%
111.05%
AVAX-USD
ADA-USD

Key characteristics

Sharpe Ratio

AVAX-USD:

-0.21

ADA-USD:

1.64

Sortino Ratio

AVAX-USD:

0.34

ADA-USD:

2.37

Omega Ratio

AVAX-USD:

1.03

ADA-USD:

1.23

Calmar Ratio

AVAX-USD:

0.00

ADA-USD:

0.92

Martin Ratio

AVAX-USD:

-0.74

ADA-USD:

7.23

Ulcer Index

AVAX-USD:

26.23%

ADA-USD:

20.48%

Daily Std Dev

AVAX-USD:

78.46%

ADA-USD:

71.00%

Max Drawdown

AVAX-USD:

-93.48%

ADA-USD:

-97.85%

Current Drawdown

AVAX-USD:

-80.84%

ADA-USD:

-73.91%

Returns By Period

In the year-to-date period, AVAX-USD achieves a -27.67% return, which is significantly lower than ADA-USD's -8.21% return.


AVAX-USD

YTD

-27.67%

1M

-27.47%

6M

-4.97%

1Y

-28.14%

5Y*

N/A

10Y*

N/A

ADA-USD

YTD

-8.21%

1M

-21.57%

6M

96.56%

1Y

32.78%

5Y*

67.37%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AVAX-USD vs. ADA-USD — Risk-Adjusted Performance Rank

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

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 4141
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 5050
Martin Ratio Rank

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8787
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8686
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.

AVAX-USD vs. ADA-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-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.


The chart of Sharpe ratio for AVAX-USD, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.211.64
The chart of Sortino ratio for AVAX-USD, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.005.000.342.37
The chart of Omega ratio for AVAX-USD, currently valued at 1.03, compared to the broader market0.901.001.101.201.301.401.501.031.23
The chart of Calmar ratio for AVAX-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.92
The chart of Martin ratio for AVAX-USD, currently valued at -0.74, compared to the broader market0.0010.0020.0030.0040.0050.00-0.747.23
AVAX-USD
ADA-USD

The current AVAX-USD Sharpe Ratio is -0.21, which is lower than the ADA-USD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of AVAX-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.21
1.64
AVAX-USD
ADA-USD

Drawdowns

AVAX-USD vs. ADA-USD - Drawdown Comparison

The maximum AVAX-USD drawdown since its inception was -93.48%, roughly equal to the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and ADA-USD. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-80.84%
-73.91%
AVAX-USD
ADA-USD

Volatility

AVAX-USD vs. ADA-USD - Volatility Comparison

Avalanche (AVAX-USD) has a higher volatility of 25.60% compared to Cardano (ADA-USD) at 22.97%. This indicates that AVAX-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.


15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
25.60%
22.97%
AVAX-USD
ADA-USD