AAVE-USD vs. AVAX-USD

The year-to-date returns for both investments are quite close, with AAVE-USD having a -46.14% return and AVAX-USD slightly higher at -44.54%.

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This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and Avalanche (AVAX-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.

The current AAVE-USD Sharpe Ratio is 1.11, which is higher than the AVAX-USD Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of AAVE-USD and AVAX-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AAVE-USD drawdown since its inception was -92.20%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and AVAX-USD. For additional features, visit the drawdowns tool.

Aave (AAVE-USD) and Avalanche (AVAX-USD) have volatilities of 34.87% and 34.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.