PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAVE-USD vs. DOGE-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AAVE-USD and DOGE-USD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AAVE-USD vs. DOGE-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aave (AAVE-USD) and Dogecoin (DOGE-USD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%AugustSeptemberOctoberNovemberDecember2025
170.27%
154.05%
AAVE-USD
DOGE-USD

Key characteristics

Sharpe Ratio

AAVE-USD:

3.61

DOGE-USD:

1.54

Sortino Ratio

AAVE-USD:

3.63

DOGE-USD:

2.38

Omega Ratio

AAVE-USD:

1.33

DOGE-USD:

1.23

Calmar Ratio

AAVE-USD:

2.96

DOGE-USD:

0.95

Martin Ratio

AAVE-USD:

27.71

DOGE-USD:

5.22

Ulcer Index

AAVE-USD:

13.51%

DOGE-USD:

28.33%

Daily Std Dev

AAVE-USD:

84.04%

DOGE-USD:

86.82%

Max Drawdown

AAVE-USD:

-92.20%

DOGE-USD:

-95.27%

Current Drawdown

AAVE-USD:

-55.11%

DOGE-USD:

-54.01%

Returns By Period

In the year-to-date period, AAVE-USD achieves a -7.80% return, which is significantly lower than DOGE-USD's 1.07% return.


AAVE-USD

YTD

-7.80%

1M

-14.29%

6M

170.27%

1Y

203.80%

5Y*

N/A

10Y*

N/A

DOGE-USD

YTD

1.07%

1M

1.51%

6M

154.05%

1Y

292.52%

5Y*

165.17%

10Y*

116.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AAVE-USD vs. DOGE-USD — Risk-Adjusted Performance Rank

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

AAVE-USD
The Risk-Adjusted Performance Rank of AAVE-USD is 9494
Overall Rank
The Sharpe Ratio Rank of AAVE-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AAVE-USD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AAVE-USD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AAVE-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AAVE-USD is 9595
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8585
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAVE-USD vs. DOGE-USD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for AAVE-USD, currently valued at 3.61, compared to the broader market0.002.004.006.003.611.54
The chart of Sortino ratio for AAVE-USD, currently valued at 3.63, compared to the broader market0.002.004.003.632.38
The chart of Omega ratio for AAVE-USD, currently valued at 1.33, compared to the broader market1.001.201.401.601.331.23
The chart of Calmar ratio for AAVE-USD, currently valued at 2.96, compared to the broader market1.002.003.004.005.006.007.002.960.95
The chart of Martin ratio for AAVE-USD, currently valued at 27.71, compared to the broader market0.0010.0020.0030.0040.0050.0027.715.22
AAVE-USD
DOGE-USD

The current AAVE-USD Sharpe Ratio is 3.61, which is higher than the DOGE-USD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of AAVE-USD and DOGE-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.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00AugustSeptemberOctoberNovemberDecember2025
3.61
1.54
AAVE-USD
DOGE-USD

Drawdowns

AAVE-USD vs. DOGE-USD - Drawdown Comparison

The maximum AAVE-USD drawdown since its inception was -92.20%, roughly equal to the maximum DOGE-USD drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and DOGE-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-55.11%
-54.01%
AAVE-USD
DOGE-USD

Volatility

AAVE-USD vs. DOGE-USD - Volatility Comparison

Aave (AAVE-USD) and Dogecoin (DOGE-USD) have volatilities of 27.17% and 28.25%, 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.


20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.17%
28.25%
AAVE-USD
DOGE-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab