AAVE-USD vs. MATIC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Aave (AAVE-USD) and Polygon USD (MATIC-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AAVE-USD Aave	-35.23%	-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%

Returns By Period

AAVE-USD

• 1D: -3.75%
• 1M: -15.07%
• YTD: -35.23%
• 6M: -67.35%
• 1Y: -37.16%
• 3Y*: 8.57%
• 5Y*: -24.28%
• 10Y*: —

MATIC-USD

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

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

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: 54
AAVE-USD Sharpe Ratio Rank: 69
AAVE-USD Sortino Ratio Rank: 65
AAVE-USD Omega Ratio Rank: 65
AAVE-USD Calmar Ratio Rank: 41
AAVE-USD Martin Ratio Rank: 29

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	-0.42	—	—
Sortino ratio Return per unit of downside risk	-0.11	—	—
Omega ratio Gain probability vs. loss probability	0.99	—	—
Calmar ratio Return relative to maximum drawdown	-1.09	—	—
Martin ratio Return relative to average drawdown	-1.68	—	—
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	-0.42	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	—	—

Correlation

The correlation between AAVE-USD and MATIC-USD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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	-73.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.10%	—	—
Current Drawdown Current decline from peak	-84.98%	—	—
Average Drawdown Average peak-to-trough decline	-67.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	47.68%	—	—

Volatility

Volatility by Period

	AAVE-USD	MATIC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	64.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	74.17%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.64%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3,610.75%	—	—