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.
Key characteristics
| IMOEX | ADA-USD | |
|---|---|---|
| YTD Return | 11.55% | -26.53% |
| 1Y Return | 34.77% | 17.74% |
| 3Y Return (Ann) | -1.71% | -39.84% |
| 5Y Return (Ann) | 6.31% | 35.96% |
| Sharpe Ratio | 2.81 | 1.56 |
| Daily Std Dev | 11.18% | 60.18% |
| Max Drawdown | -83.89% | -97.85% |
| Current Drawdown | -19.37% | -85.29% |
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.
Performance
IMOEX vs. ADA-USD - Performance Comparison
In the year-to-date period, IMOEX achieves a 11.55% return, which is significantly higher than ADA-USD's -26.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 4.59%, while Cardano (ADA-USD) has a volatility of 15.37%. 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.