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

Correlation

The correlation between AAVE-USD and ETH-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. ETH-USD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
222.78%
368.70%
AAVE-USD
ETH-USD

Key characteristics

Sharpe Ratio

AAVE-USD:

0.65

ETH-USD:

-0.58

Sortino Ratio

AAVE-USD:

1.71

ETH-USD:

-0.53

Omega Ratio

AAVE-USD:

1.16

ETH-USD:

0.95

Calmar Ratio

AAVE-USD:

0.42

ETH-USD:

0.03

Martin Ratio

AAVE-USD:

2.43

ETH-USD:

-1.42

Ulcer Index

AAVE-USD:

31.28%

ETH-USD:

29.28%

Daily Std Dev

AAVE-USD:

87.77%

ETH-USD:

59.28%

Max Drawdown

AAVE-USD:

-92.20%

ETH-USD:

-93.96%

Current Drawdown

AAVE-USD:

-73.71%

ETH-USD:

-62.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with AAVE-USD having a -46.00% return and ETH-USD slightly lower at -46.39%.


AAVE-USD

YTD

-46.00%

1M

-9.77%

6M

16.88%

1Y

86.12%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-46.39%

1M

-10.77%

6M

-27.95%

1Y

-42.92%

5Y*

55.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AAVE-USD vs. ETH-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

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1313
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 11
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 11
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 44
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and Ethereum (ETH-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
ETH-USD: -0.58
The chart of Sortino ratio for AAVE-USD, currently valued at 1.71, compared to the broader market00.001.002.003.004.00
AAVE-USD: 1.71
ETH-USD: -0.53
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
ETH-USD: 0.95
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
ETH-USD: 0.03
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
ETH-USD: -1.42

The current AAVE-USD Sharpe Ratio is 0.65, which is higher than the ETH-USD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of AAVE-USD and ETH-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
-0.58
AAVE-USD
ETH-USD

Drawdowns

AAVE-USD vs. ETH-USD - Drawdown Comparison

The maximum AAVE-USD drawdown since its inception was -92.20%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and ETH-USD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-73.71%
-62.87%
AAVE-USD
ETH-USD

Volatility

AAVE-USD vs. ETH-USD - Volatility Comparison

Aave (AAVE-USD) has a higher volatility of 32.66% compared to Ethereum (ETH-USD) at 27.40%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
32.66%
27.40%
AAVE-USD
ETH-USD