AAVE-USD vs. MATIC-USD

In the year-to-date period, AAVE-USD achieves a -5.79% return, which is significantly higher than MATIC-USD's -12.22% return.

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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.

The current AAVE-USD Sharpe Ratio is 3.95, which is higher than the MATIC-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of AAVE-USD and MATIC-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 MATIC-USD drawdown of -89.89%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and MATIC-USD. For additional features, visit the drawdowns tool.

Aave (AAVE-USD) has a higher volatility of 27.15% compared to Polygon USD (MATIC-USD) at 22.95%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than MATIC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.