RMR vs. ADX

Last updated Jun 24, 2026

RMR (The RMR Group Inc.) is a stock, while ADX (Adams Diversified Equity Fund, Inc.) is Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, RMR returned 3.24%/yr vs 18.44%/yr for ADX. At a 0.37 correlation, their price movements are largely independent.

Performance

RMR vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The RMR Group Inc. (RMR) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RMR achieves a 47.09% return, which is significantly higher than ADX's 11.06% return. Over the past 10 years, RMR has underperformed ADX with an annualized return of 3.24%, while ADX has yielded a comparatively higher 18.44% annualized return.

RMR

• 1D: 1.67%
• 1M: 2.62%
• YTD: 47.09%
• 6M: 45.91%
• 1Y: 40.45%
• 3Y*: 5.11%
• 5Y*: -2.01%
• 10Y*: 3.24%

ADX

• 1D: -0.44%
• 1M: -0.52%
• YTD: 11.06%
• 6M: 11.92%
• 1Y: 28.91%
• 3Y*: 27.63%
• 5Y*: 16.53%
• 10Y*: 18.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RMR vs. ADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RMR The RMR Group Inc.	47.09%	-19.39%	-21.50%	6.48%	-13.93%	10.33%	-11.24%	-11.65%	-9.17%	53.27%
ADX Adams Diversified Equity Fund, Inc.	11.06%	26.03%	28.31%	31.49%	-19.82%	29.69%	17.28%	36.75%	-3.58%	29.61%

Correlation

The correlation between RMR and ADX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Dec 15, 2015	0.37

Over the past year, the correlation between RMR and ADX has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

RMR vs. ADX — Risk / Return Rank

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

RMR

RMR Risk / Return Rank: 80
RMR Sharpe Ratio Rank: 82
RMR Sortino Ratio Rank: 80
RMR Omega Ratio Rank: 76
RMR Calmar Ratio Rank: 81
RMR Martin Ratio Rank: 79

ADX

ADX Risk / Return Rank: 61
ADX Sharpe Ratio Rank: 55
ADX Sortino Ratio Rank: 56
ADX Omega Ratio Rank: 48
ADX Calmar Ratio Rank: 61
ADX Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMR vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The RMR Group Inc. (RMR) and Adams Diversified Equity Fund, Inc. (ADX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RMR	ADX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.02	-0.55
Sortino ratio: Return per unit of downside risk	2.23	2.89	-0.66
Omega ratio: Gain probability vs. loss probability	1.26	1.35	-0.09
Calmar ratio: Return relative to maximum drawdown	2.55	2.86	-0.30
Martin ratio: Return relative to average drawdown	5.71	14.47	-8.76

RMR vs. ADX - Sharpe Ratio Comparison

The current RMR Sharpe Ratio is 1.47, which is comparable to the ADX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of RMR and ADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RMR vs. ADX - Drawdown Comparison

The maximum RMR drawdown since its inception was -75.78%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for RMR and ADX.

Drawdown Indicators

	RMR	ADX	Difference
Max Drawdown Largest peak-to-trough decline	-75.78%	-71.60%	-4.18%
Max Drawdown (1Y) Largest decline over 1 year	-15.91%	-10.16%	-5.75%
Max Drawdown (3Y) Largest decline over 3 years	-45.01%	-18.29%	-26.72%
Max Drawdown (5Y) Largest decline over 5 years	-54.38%	-25.07%	-29.31%
Max Drawdown (10Y) Largest decline over 10 years	-75.78%	-37.17%	-38.61%
Current Drawdown Current decline from peak	-59.56%	-2.85%	-56.71%
Average Drawdown Average peak-to-trough decline	-44.56%	-22.11%	-22.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	2.00%	+5.11%

Volatility

RMR vs. ADX - Volatility Comparison

The RMR Group Inc. (RMR) has a higher volatility of 7.04% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.84%. This indicates that RMR's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RMR	ADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.04%	4.84%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	19.91%	11.12%	+8.79%
Volatility (1Y) Calculated over the trailing 1-year period	27.68%	14.43%	+13.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.09%	17.40%	+9.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.30%	18.05%	+15.25%

Dividends

RMR vs. ADX - Dividend Comparison

RMR's dividend yield for the trailing twelve months is around 8.68%, more than ADX's 7.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADX Adams Diversified Equity Fund, Inc.	7.51%	7.93%	12.38%	7.34%	7.36%	15.35%	6.54%	9.00%	15.85%	9.18%	7.79%	7.17%
RMR The RMR Group Inc.	8.68%	12.08%	8.48%	5.67%	5.59%	24.57%	3.94%	3.13%	2.07%	1.69%	2.02%	0.00%

Frequently Asked Questions

Can I hold both RMR and ADX in my portfolio?

RMR and ADX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RMR or ADX?

RMR has higher volatility (7.04%) compared to ADX (4.84%). In terms of maximum drawdown, RMR dropped -75.78% vs ADX's -71.60%.

Which has better risk-adjusted returns?

ADX currently has the higher Sharpe Ratio (2.02 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.