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Aave (AAVE-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aave, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Aave (AAVE-USD) has returned -32.64% so far this year and -38.48% over the past 12 months.


Aave

1D
1.47%
1M
-13.60%
YTD
-32.64%
6M
-64.24%
1Y
-38.48%
3Y*
9.79%
5Y*
-23.81%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2020, AAVE-USD's average daily return is +5.28%, while the average monthly return is +92.86%. At this rate, your investment would double in approximately 0.1 years.

Historically, 48% of months were positive and 52% were negative. The best month was Oct 2020 with a return of +5,634.1%, while the worst month was Jun 2022 at -49.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, AAVE-USD closed higher 50% of trading days. The best single day was Oct 3, 2020 with a return of +10,189.3%, while the worst single day was May 19, 2021 at -34.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.55%-13.17%-12.29%-32.64%
20257.94%-42.24%-16.93%2.95%50.40%11.12%-4.95%20.95%-13.02%-16.81%-22.28%-17.88%-52.70%
2024-20.95%23.31%21.26%-35.13%24.57%-6.21%10.51%20.59%20.82%-8.52%48.01%45.30%183.76%
202359.90%-6.39%-4.45%-5.32%-9.09%10.60%-7.43%-15.14%21.72%20.58%20.69%10.48%109.27%
2022-37.94%-7.46%41.95%-31.30%-20.55%-49.49%71.07%-13.09%-12.12%12.46%-22.13%-20.54%-79.56%
2021239.05%18.23%7.96%16.09%-14.16%-34.38%32.11%18.33%-29.42%13.74%-18.27%-1.23%186.69%

Benchmark Metrics

Aave has an annualized alpha of 21.50%, beta of 1.99, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since October 03, 2020.

  • This cryptocurrency captured 230.05% of S&P 500 Index gains and 215.24% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.12 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
21.50%
Beta
1.99
0.12
Upside Capture
230.05%
Downside Capture
215.24%

Return for Risk

Risk / Return Rank

AAVE-USD ranks 53 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AAVE-USD Risk / Return Rank: 5353
Overall Rank
AAVE-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AAVE-USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
AAVE-USD Omega Ratio Rank: 6666
Omega Ratio Rank
AAVE-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
AAVE-USD Martin Ratio Rank: 2929
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Aave (AAVE-USD) and compare them to a chosen benchmark (S&P 500 Index).


AAVE-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.90

-1.33

Sortino ratio

Return per unit of downside risk

-0.14

1.39

-1.52

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-1.11

1.40

-2.51

Martin ratio

Return relative to average drawdown

-1.72

6.61

-8.32

Explore AAVE-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Aave. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aave was 92.10%, occurring on Jun 18, 2022. The portfolio has not yet recovered.

The current Aave drawdown is 84.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.1%May 19, 2021396Jun 18, 2022
-48.01%Oct 6, 202030Nov 4, 20204Nov 8, 202034
-41.71%Feb 13, 202140Mar 24, 202151May 14, 202191
-23.16%Nov 11, 20202Nov 12, 20204Nov 16, 20206
-20.92%Nov 18, 202010Nov 27, 20205Dec 2, 202015

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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