IMOEX vs. ADA-USD
Compare and contrast key facts about MOEX Russia Index (IMOEX) and Cardano (ADA-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or ADA-USD.
Performance
IMOEX vs. ADA-USD - Performance Comparison
Returns By Period
In the year-to-date period, IMOEX achieves a -16.02% return, which is significantly lower than ADA-USD's 34.69% return.
IMOEX
-16.02%
-5.97%
-24.45%
-19.14%
-2.47%
5.41%
ADA-USD
34.69%
121.73%
65.66%
123.17%
84.79%
N/A
Key characteristics
| IMOEX | ADA-USD | |
|---|---|---|
| Sharpe Ratio | -0.95 | 0.09 |
| Sortino Ratio | -1.21 | 0.72 |
| Omega Ratio | 0.84 | 1.07 |
| Calmar Ratio | -0.41 | 0.01 |
| Martin Ratio | -1.23 | 0.15 |
| Ulcer Index | 13.70% | 44.28% |
| Daily Std Dev | 17.53% | 67.26% |
| Max Drawdown | -83.89% | -97.85% |
| Current Drawdown | -39.30% | -73.04% |
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Correlation
The correlation between IMOEX and ADA-USD is 0.08, 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.
Risk-Adjusted Performance
IMOEX vs. ADA-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) 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.
Drawdowns
IMOEX vs. ADA-USD - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for IMOEX and ADA-USD. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. ADA-USD - Volatility Comparison
The current volatility for MOEX Russia Index (IMOEX) is 9.78%, while Cardano (ADA-USD) has a volatility of 34.21%. This indicates that IMOEX 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.