PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOT-USD vs. ADA.L
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


DOT-USDADA.L
YTD Return-21.62%18.18%
1Y Return13.31%23.81%
3Y Return (Ann)-44.19%-6.70%
Sharpe Ratio0.940.43
Daily Std Dev56.79%54.66%
Max Drawdown-93.24%-100.00%
Current Drawdown-88.09%-99.93%

Correlation

-0.50.00.51.00.2

The correlation between DOT-USD and ADA.L is 0.16, 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.

Performance

DOT-USD vs. ADA.L - Performance Comparison

In the year-to-date period, DOT-USD achieves a -21.62% return, which is significantly lower than ADA.L's 18.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%December2024FebruaryMarchApril
124.73%
-16.82%
DOT-USD
ADA.L

Compare stocks, funds, or ETFs

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


Polkadot

Adams plc

Risk-Adjusted Performance

DOT-USD vs. ADA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-USD) and Adams plc (ADA.L). 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.


DOT-USD
Sharpe ratio
The chart of Sharpe ratio for DOT-USD, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.000.94
Sortino ratio
The chart of Sortino ratio for DOT-USD, currently valued at 1.66, compared to the broader market0.001.002.003.004.005.001.66
Omega ratio
The chart of Omega ratio for DOT-USD, currently valued at 1.17, compared to the broader market1.001.101.201.301.401.501.17
Calmar ratio
The chart of Calmar ratio for DOT-USD, currently valued at 0.34, compared to the broader market2.004.006.008.0010.000.34
Martin ratio
The chart of Martin ratio for DOT-USD, currently valued at 3.90, compared to the broader market0.0020.0040.0060.003.90
ADA.L
Sharpe ratio
The chart of Sharpe ratio for ADA.L, currently valued at 1.64, compared to the broader market0.002.004.006.008.0010.001.64
Sortino ratio
The chart of Sortino ratio for ADA.L, currently valued at 2.68, compared to the broader market0.001.002.003.004.005.002.68
Omega ratio
The chart of Omega ratio for ADA.L, currently valued at 1.76, compared to the broader market1.001.101.201.301.401.501.76
Calmar ratio
The chart of Calmar ratio for ADA.L, currently valued at 0.70, compared to the broader market2.004.006.008.0010.000.70
Martin ratio
The chart of Martin ratio for ADA.L, currently valued at 5.58, compared to the broader market0.0020.0040.0060.005.58

DOT-USD vs. ADA.L - Sharpe Ratio Comparison

The current DOT-USD Sharpe Ratio is 0.94, which is higher than the ADA.L Sharpe Ratio of 0.43. The chart below compares the 12-month rolling Sharpe Ratio of DOT-USD and ADA.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
0.94
1.64
DOT-USD
ADA.L

Drawdowns

DOT-USD vs. ADA.L - Drawdown Comparison

The maximum DOT-USD drawdown since its inception was -93.24%, smaller than the maximum ADA.L drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DOT-USD and ADA.L. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchApril
-88.09%
-37.95%
DOT-USD
ADA.L

Volatility

DOT-USD vs. ADA.L - Volatility Comparison

Polkadot (DOT-USD) has a higher volatility of 25.42% compared to Adams plc (ADA.L) at 2.05%. This indicates that DOT-USD's price experiences larger fluctuations and is considered to be riskier than ADA.L 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%December2024FebruaryMarchApril
25.42%
2.05%
DOT-USD
ADA.L