AAVE-USD vs. MSFT

In the year-to-date period, AAVE-USD achieves a -36.87% return, which is significantly lower than MSFT's -5.63% return.

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This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and Microsoft Corporation (MSFT). 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 2.33, which is higher than the MSFT Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of AAVE-USD and MSFT, 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%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and MSFT. For additional features, visit the drawdowns tool.

Aave (AAVE-USD) has a higher volatility of 30.42% compared to Microsoft Corporation (MSFT) at 4.32%. This indicates that AAVE-USD's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.