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WEEK vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEEK vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Weekly T-Bill ETF (WEEK) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

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WEEK vs. ADX - Yearly Performance Comparison


2026 (YTD)2025
WEEK
Roundhill Weekly T-Bill ETF
0.83%3.37%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%28.99%

Returns By Period

In the year-to-date period, WEEK achieves a 0.83% return, which is significantly higher than ADX's -4.23% return.


WEEK

1D
0.02%
1M
0.33%
YTD
0.83%
6M
1.82%
1Y
3.94%
3Y*
5Y*
10Y*

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEEK vs. ADX - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is lower than ADX's 0.59% expense ratio.


Return for Risk

WEEK vs. ADX — Risk / Return Rank

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

WEEK
WEEK Risk / Return Rank: 9999
Overall Rank
WEEK Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WEEK Sortino Ratio Rank: 9999
Sortino Ratio Rank
WEEK Omega Ratio Rank: 9999
Omega Ratio Rank
WEEK Calmar Ratio Rank: 9999
Calmar Ratio Rank
WEEK Martin Ratio Rank: 100100
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

WEEK vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) 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.


WEEKADXDifference

Sharpe ratio

Return per unit of total volatility

9.49

1.38

+8.11

Sortino ratio

Return per unit of downside risk

19.60

2.06

+17.54

Omega ratio

Gain probability vs. loss probability

4.73

1.29

+3.44

Calmar ratio

Return relative to maximum drawdown

30.44

2.33

+28.11

Martin ratio

Return relative to average drawdown

267.59

10.84

+256.75

WEEK vs. ADX - Sharpe Ratio Comparison

The current WEEK Sharpe Ratio is 9.49, which is higher than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of WEEK and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEEKADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.49

1.38

+8.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

9.75

0.09

+9.65

Correlation

The correlation between WEEK and ADX is 0.04, 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.


Dividends

WEEK vs. ADX - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.91%, less than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
WEEK
Roundhill Weekly T-Bill ETF
3.91%3.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

WEEK vs. ADX - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for WEEK and ADX.


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Drawdown Indicators


WEEKADXDifference

Max Drawdown

Largest peak-to-trough decline

-0.13%

-71.60%

+71.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.13%

-11.12%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.17%

Current Drawdown

Current decline from peak

0.00%

-6.53%

+6.53%

Average Drawdown

Average peak-to-trough decline

-0.01%

-23.22%

+23.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.39%

-2.38%

Volatility

WEEK vs. ADX - Volatility Comparison

The current volatility for Roundhill Weekly T-Bill ETF (WEEK) is 0.12%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that WEEK experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEEKADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

6.18%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

10.53%

-10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

18.63%

-18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.41%

17.20%

-16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.41%

17.95%

-17.54%