AAVE-USD vs. HBAR-USD

In the year-to-date period, AAVE-USD achieves a -5.79% return, which is significantly lower than HBAR-USD's 15.03% return.

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This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and HederaHashgraph (HBAR-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 3.95, which is higher than the HBAR-USD Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of AAVE-USD and HBAR-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 HBAR-USD drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and HBAR-USD. For additional features, visit the drawdowns tool.

Aave (AAVE-USD) and HederaHashgraph (HBAR-USD) have volatilities of 27.15% and 28.45%, 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.