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

Correlation

The correlation between AAVE-USD and HBAR-USD is 0.30, 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. HBAR-USD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
225.61%
427.90%
AAVE-USD
HBAR-USD

Key characteristics

Sharpe Ratio

AAVE-USD:

0.81

HBAR-USD:

3.28

Sortino Ratio

AAVE-USD:

1.85

HBAR-USD:

4.04

Omega Ratio

AAVE-USD:

1.18

HBAR-USD:

1.38

Calmar Ratio

AAVE-USD:

0.55

HBAR-USD:

3.80

Martin Ratio

AAVE-USD:

3.06

HBAR-USD:

15.87

Ulcer Index

AAVE-USD:

30.87%

HBAR-USD:

30.22%

Daily Std Dev

AAVE-USD:

87.87%

HBAR-USD:

124.01%

Max Drawdown

AAVE-USD:

-92.20%

HBAR-USD:

-92.80%

Current Drawdown

AAVE-USD:

-73.48%

HBAR-USD:

-64.37%

Returns By Period

In the year-to-date period, AAVE-USD achieves a -45.53% return, which is significantly lower than HBAR-USD's -32.81% return.


AAVE-USD

YTD

-45.53%

1M

-9.96%

6M

14.05%

1Y

85.35%

5Y*

N/A

10Y*

N/A

HBAR-USD

YTD

-32.81%

1M

-7.43%

6M

252.75%

1Y

44.77%

5Y*

40.20%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AAVE-USD vs. HBAR-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 8080
Overall Rank
The Sharpe Ratio Rank of AAVE-USD is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AAVE-USD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AAVE-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AAVE-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AAVE-USD is 8181
Martin Ratio Rank

HBAR-USD
The Risk-Adjusted Performance Rank of HBAR-USD is 9797
Overall Rank
The Sharpe Ratio Rank of HBAR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HBAR-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HBAR-USD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of HBAR-USD is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HBAR-USD is 9696
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. HBAR-USD - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for AAVE-USD, currently valued at 0.81, compared to the broader market0.001.002.003.004.00
AAVE-USD: 0.81
HBAR-USD: 3.28
The chart of Sortino ratio for AAVE-USD, currently valued at 1.85, compared to the broader market0.001.002.003.004.00
AAVE-USD: 1.85
HBAR-USD: 4.04
The chart of Omega ratio for AAVE-USD, currently valued at 1.18, compared to the broader market0.901.001.101.201.301.40
AAVE-USD: 1.18
HBAR-USD: 1.38
The chart of Calmar ratio for AAVE-USD, currently valued at 0.55, compared to the broader market1.002.003.004.00
AAVE-USD: 0.55
HBAR-USD: 3.80
The chart of Martin ratio for AAVE-USD, currently valued at 3.06, compared to the broader market0.005.0010.0015.0020.0025.00
AAVE-USD: 3.06
HBAR-USD: 15.87

The current AAVE-USD Sharpe Ratio is 0.81, which is lower than the HBAR-USD Sharpe Ratio of 3.28. 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.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
0.81
3.28
AAVE-USD
HBAR-USD

Drawdowns

AAVE-USD vs. HBAR-USD - Drawdown Comparison

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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-73.48%
-64.37%
AAVE-USD
HBAR-USD

Volatility

AAVE-USD vs. HBAR-USD - Volatility Comparison

Aave (AAVE-USD) has a higher volatility of 33.05% compared to HederaHashgraph (HBAR-USD) at 29.41%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
33.05%
29.41%
AAVE-USD
HBAR-USD