SINAD=Signal to Noise and Distortion ratio: it includes both the noise (quantization, thermal, jitter, mismatch...) and the distortion of the ADC/DAC. It is a positive number because (hopefully) the power of the ADC is higher than the rest.
THD=Total Harmonic Distortion: it is the ratio of the sum of all the harmonics power to the fundamental tone.
THD+N=THD+Noise: Adds the noise to the THD but it does not add all the spurious tones that are accounted for in the SINAD.