AAVE-USD vs. BNB-USD
AAVE-USD (Aave) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, AAVE-USD returned -27.28%/yr vs 10.53%/yr for BNB-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
AAVE-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AAVE-USD achieves a -55.84% return, which is significantly lower than BNB-USD's -29.98% return.
AAVE-USD
- 1D
- 0.14%
- 1M
- -33.18%
- YTD
- -55.84%
- 6M
- -66.36%
- 1Y
- -78.11%
- 3Y*
- 5.36%
- 5Y*
- -27.28%
- 10Y*
- —
BNB-USD
- 1D
- -0.08%
- 1M
- -9.92%
- YTD
- -29.98%
- 6M
- -31.42%
- 1Y
- -7.65%
- 3Y*
- 35.35%
- 5Y*
- 10.53%
- 10Y*
- —
AAVE-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between AAVE-USD and BNB-USD is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2020 | 0.61 |
The correlation between AAVE-USD and BNB-USD shifts across timeframes, from 0.57 (3 years) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AAVE-USD vs. BNB-USD — Risk / Return Rank
AAVE-USD
BNB-USD
AAVE-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and BNB (BNB-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.
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.
| AAVE-USD | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.02 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.14 | -0.81 |
| Martin ratioReturn relative to average drawdown | -1.51 | -0.22 | -1.29 |
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Drawdowns
AAVE-USD vs. BNB-USD - Drawdown Comparison
The maximum AAVE-USD drawdown since its inception was -92.10%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and BNB-USD.
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Drawdown Indicators
| AAVE-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.10% | -79.74% | -12.36% |
Max Drawdown (1Y)Largest decline over 1 year | -82.96% | -56.24% | -26.72% |
Max Drawdown (3Y)Largest decline over 3 years | -84.08% | -56.24% | -27.84% |
Max Drawdown (5Y)Largest decline over 5 years | -88.40% | -69.89% | -18.51% |
Current DrawdownCurrent decline from peak | -89.76% | -53.75% | -36.01% |
Average DrawdownAverage peak-to-trough decline | -68.48% | -38.70% | -29.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.76% | 42.14% | +12.62% |
Volatility
AAVE-USD vs. BNB-USD - Volatility Comparison
Aave (AAVE-USD) has a higher volatility of 19.32% compared to BNB (BNB-USD) at 17.29%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAVE-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.32% | 17.29% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 57.47% | 34.77% | +22.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.50% | 44.40% | +25.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.99% | 50.48% | +32.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3,547.74% | 80.07% | +3,467.67% |
Frequently Asked Questions
AAVE-USD and BNB-USD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAVE-USD has higher volatility (19.32%) compared to BNB-USD (17.29%). In terms of maximum drawdown, AAVE-USD dropped -92.10% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.14 vs -0.93), 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.
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