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AAVE-USD vs. DOGE-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AAVE-USD and DOGE-USD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
222.78%
6,764.42%
AAVE-USD
DOGE-USD

Key characteristics

Sharpe Ratio

AAVE-USD:

0.65

DOGE-USD:

1.32

Sortino Ratio

AAVE-USD:

1.71

DOGE-USD:

2.12

Omega Ratio

AAVE-USD:

1.16

DOGE-USD:

1.22

Calmar Ratio

AAVE-USD:

0.42

DOGE-USD:

0.85

Martin Ratio

AAVE-USD:

2.43

DOGE-USD:

3.78

Ulcer Index

AAVE-USD:

31.28%

DOGE-USD:

36.02%

Daily Std Dev

AAVE-USD:

87.77%

DOGE-USD:

80.85%

Max Drawdown

AAVE-USD:

-92.20%

DOGE-USD:

-95.27%

Current Drawdown

AAVE-USD:

-73.71%

DOGE-USD:

-73.79%

Returns By Period

In the year-to-date period, AAVE-USD achieves a -46.00% return, which is significantly lower than DOGE-USD's -42.40% return.


AAVE-USD

YTD

-46.00%

1M

-9.77%

6M

16.88%

1Y

86.12%

5Y*

N/A

10Y*

N/A

DOGE-USD

YTD

-42.40%

1M

-4.55%

6M

32.38%

1Y

22.99%

5Y*

138.77%

10Y*

112.21%

*Annualized

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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 7676
Overall Rank
The Sharpe Ratio Rank of AAVE-USD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AAVE-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AAVE-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AAVE-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AAVE-USD is 7777
Martin Ratio Rank

DOGE-USD
The Risk-Adjusted Performance Rank of DOGE-USD is 8383
Overall Rank
The Sharpe Ratio Rank of DOGE-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGE-USD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DOGE-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DOGE-USD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DOGE-USD is 8282
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.


The chart of Sharpe ratio for AAVE-USD, currently valued at 0.65, compared to the broader market0.001.002.003.004.00
AAVE-USD: 0.65
DOGE-USD: 1.32
The chart of Sortino ratio for AAVE-USD, currently valued at 1.71, compared to the broader market0.001.002.003.004.00
AAVE-USD: 1.71
DOGE-USD: 2.12
The chart of Omega ratio for AAVE-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
AAVE-USD: 1.16
DOGE-USD: 1.22
The chart of Calmar ratio for AAVE-USD, currently valued at 0.42, compared to the broader market1.002.003.004.00
AAVE-USD: 0.42
DOGE-USD: 0.85
The chart of Martin ratio for AAVE-USD, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.00
AAVE-USD: 2.43
DOGE-USD: 3.78

The current AAVE-USD Sharpe Ratio is 0.65, which is lower than the DOGE-USD Sharpe Ratio of 1.32. 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
0.65
1.32
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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-73.71%
-73.79%
AAVE-USD
DOGE-USD

Volatility

AAVE-USD vs. DOGE-USD - Volatility Comparison

Aave (AAVE-USD) has a higher volatility of 32.66% compared to Dogecoin (DOGE-USD) at 27.34%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
32.66%
27.34%
AAVE-USD
DOGE-USD