AAVE-USD vs. MATIC-USD

Last updated Jun 6, 2026

AAVE-USD (Aave) and MATIC-USD (Polygon USD) are both cryptocurrencies. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

AAVE-USD vs. MATIC-USD - Performance Comparison

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

Returns By Period

AAVE-USD

• 1D: -11.74%
• 1M: -33.35%
• YTD: -56.87%
• 6M: -65.75%
• 1Y: -74.01%
• 3Y*: 0.59%
• 5Y*: -29.68%
• 10Y*: —

MATIC-USD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAVE-USD vs. MATIC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AAVE-USD Aave	-56.87%	-52.70%	183.76%	109.27%	-79.56%	186.69%	17,045.98%
MATIC-USD Polygon USD	0.00%	-29.46%	-53.57%	28.05%	-69.98%	14,215.20%	-3.50%

Correlation

The correlation between AAVE-USD and MATIC-USD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 3, 2020	0.57

The correlation between AAVE-USD and MATIC-USD shifts across timeframes, from 0.44 (3 years) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AAVE-USD vs. MATIC-USD — Risk / Return Rank

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

AAVE-USD

AAVE-USD Risk / Return Rank: 23
AAVE-USD Sharpe Ratio Rank: 22
AAVE-USD Sortino Ratio Rank: 25
AAVE-USD Omega Ratio Rank: 27
AAVE-USD Calmar Ratio Rank: 31
AAVE-USD Martin Ratio Rank: 9

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAVE-USD vs. MATIC-USD - Risk-Adjusted Trends Comparison

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

	AAVE-USD	MATIC-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.87	—	—
Sortino ratio: Return per unit of downside risk	-1.58	—	—
Omega ratio: Gain probability vs. loss probability	0.85	—	—
Calmar ratio: Return relative to maximum drawdown	-0.90	—	—
Martin ratio: Return relative to average drawdown	-1.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AAVE-USD	MATIC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	—	—

Drawdowns

Drawdown Indicators

	AAVE-USD	MATIC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-92.10%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-82.43%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-83.58%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-88.40%	—	—
Current Drawdown Current decline from peak	-90.00%	—	—
Average Drawdown Average peak-to-trough decline	-68.44%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	53.16%	—	—

Volatility

Volatility by Period

	AAVE-USD	MATIC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	57.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	70.70%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.12%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3,554.58%	—	—

Frequently Asked Questions

Can I hold both AAVE-USD and MATIC-USD in my portfolio?

AAVE-USD and MATIC-USD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.