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

Correlation

The correlation between FKRCX and ADA-USD 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.


-0.50.00.51.00.2

Performance

FKRCX vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Gold and Precious Metals Fund (FKRCX) 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%JulyAugustSeptemberOctoberNovemberDecember
-7.79%
150.07%
FKRCX
ADA-USD

Key characteristics

Sharpe Ratio

FKRCX:

0.21

ADA-USD:

1.80

Sortino Ratio

FKRCX:

0.47

ADA-USD:

2.52

Omega Ratio

FKRCX:

1.06

ADA-USD:

1.25

Calmar Ratio

FKRCX:

0.10

ADA-USD:

0.94

Martin Ratio

FKRCX:

0.71

ADA-USD:

6.41

Ulcer Index

FKRCX:

8.65%

ADA-USD:

23.58%

Daily Std Dev

FKRCX:

29.84%

ADA-USD:

68.96%

Max Drawdown

FKRCX:

-78.85%

ADA-USD:

-97.85%

Current Drawdown

FKRCX:

-49.81%

ADA-USD:

-67.96%

Returns By Period

In the year-to-date period, FKRCX achieves a 4.44% return, which is significantly lower than ADA-USD's 60.05% return.


FKRCX

YTD

4.44%

1M

-17.66%

6M

-7.79%

1Y

4.51%

5Y*

4.58%

10Y*

6.09%

ADA-USD

YTD

60.05%

1M

18.83%

6M

152.89%

1Y

49.39%

5Y*

94.16%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Franklin Gold and Precious Metals Fund (FKRCX) 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.


Sharpe ratio
The chart of Sharpe ratio for FKRCX, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.281.80
The chart of Sortino ratio for FKRCX, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.0010.00-0.182.52
The chart of Omega ratio for FKRCX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.25
The chart of Calmar ratio for FKRCX, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.0014.000.100.94
The chart of Martin ratio for FKRCX, currently valued at -1.11, compared to the broader market0.0020.0040.0060.00-1.116.41
FKRCX
ADA-USD

The current FKRCX Sharpe Ratio is 0.21, which is lower than the ADA-USD Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FKRCX 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
1.80
FKRCX
ADA-USD

Drawdowns

FKRCX vs. ADA-USD - Drawdown Comparison

The maximum FKRCX drawdown since its inception was -78.85%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for FKRCX and ADA-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.82%
-67.96%
FKRCX
ADA-USD

Volatility

FKRCX vs. ADA-USD - Volatility Comparison

The current volatility for Franklin Gold and Precious Metals Fund (FKRCX) is 13.92%, while Cardano (ADA-USD) has a volatility of 36.31%. This indicates that FKRCX 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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.92%
36.31%
FKRCX
ADA-USD
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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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