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

Correlation

The correlation between IMOEX and ADA-USD is 0.07, 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.


-0.50.00.51.00.1

Performance

IMOEX vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MOEX Russia Index (IMOEX) 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%AugustSeptemberOctoberNovemberDecember2025
-11.73%
130.92%
IMOEX
ADA-USD

Key characteristics

Sharpe Ratio

IMOEX:

-0.51

ADA-USD:

1.68

Sortino Ratio

IMOEX:

-0.62

ADA-USD:

2.44

Omega Ratio

IMOEX:

0.93

ADA-USD:

1.24

Calmar Ratio

IMOEX:

-0.25

ADA-USD:

0.90

Martin Ratio

IMOEX:

-0.66

ADA-USD:

6.46

Ulcer Index

IMOEX:

16.96%

ADA-USD:

22.53%

Daily Std Dev

IMOEX:

21.86%

ADA-USD:

69.66%

Max Drawdown

IMOEX:

-83.89%

ADA-USD:

-97.85%

Current Drawdown

IMOEX:

-32.56%

ADA-USD:

-68.57%

Returns By Period

In the year-to-date period, IMOEX achieves a 0.29% return, which is significantly lower than ADA-USD's 10.57% return.


IMOEX

YTD

0.29%

1M

3.76%

6M

-0.58%

1Y

-8.59%

5Y*

-1.57%

10Y*

5.80%

ADA-USD

YTD

10.57%

1M

5.08%

6M

130.92%

1Y

90.51%

5Y*

77.12%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

IMOEX
The Risk-Adjusted Performance Rank of IMOEX is 33
Overall Rank
The Sharpe Ratio Rank of IMOEX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of IMOEX is 33
Sortino Ratio Rank
The Omega Ratio Rank of IMOEX is 33
Omega Ratio Rank
The Calmar Ratio Rank of IMOEX is 22
Calmar Ratio Rank
The Martin Ratio Rank of IMOEX is 33
Martin Ratio Rank

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8282
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8181
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.

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.


Sharpe ratio
The chart of Sharpe ratio for IMOEX, currently valued at -0.86, compared to the broader market-0.500.000.501.001.502.002.50-0.861.68
The chart of Sortino ratio for IMOEX, currently valued at -1.20, compared to the broader market0.001.002.003.00-1.202.44
The chart of Omega ratio for IMOEX, currently valued at 0.87, compared to the broader market0.901.001.101.201.301.401.500.871.24
The chart of Calmar ratio for IMOEX, currently valued at -0.25, compared to the broader market0.001.002.003.004.00-0.250.90
The chart of Martin ratio for IMOEX, currently valued at -1.29, compared to the broader market0.005.0010.0015.0020.00-1.296.46
IMOEX
ADA-USD

The current IMOEX Sharpe Ratio is -0.51, which is lower than the ADA-USD Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IMOEX 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-2.00-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.86
1.68
IMOEX
ADA-USD

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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-51.18%
-68.57%
IMOEX
ADA-USD

Volatility

IMOEX vs. ADA-USD - Volatility Comparison

The current volatility for MOEX Russia Index (IMOEX) is 7.20%, while Cardano (ADA-USD) has a volatility of 27.42%. 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.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.20%
27.42%
IMOEX
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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