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

Correlation

The correlation between AAVE-USD and MSFT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

AAVE-USD vs. MSFT - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
225.03%
82.74%
AAVE-USD
MSFT

Key characteristics

Sharpe Ratio

AAVE-USD:

0.76

MSFT:

-0.13

Sortino Ratio

AAVE-USD:

1.81

MSFT:

-0.01

Omega Ratio

AAVE-USD:

1.17

MSFT:

1.00

Calmar Ratio

AAVE-USD:

0.51

MSFT:

-0.13

Martin Ratio

AAVE-USD:

2.85

MSFT:

-0.30

Ulcer Index

AAVE-USD:

31.08%

MSFT:

10.51%

Daily Std Dev

AAVE-USD:

87.85%

MSFT:

24.96%

Max Drawdown

AAVE-USD:

-92.20%

MSFT:

-69.39%

Current Drawdown

AAVE-USD:

-73.53%

MSFT:

-15.70%

Returns By Period

In the year-to-date period, AAVE-USD achieves a -45.63% return, which is significantly lower than MSFT's -6.85% return.


AAVE-USD

YTD

-45.63%

1M

-5.47%

6M

21.75%

1Y

83.19%

5Y*

N/A

10Y*

N/A

MSFT

YTD

-6.85%

1M

0.48%

6M

-8.11%

1Y

-1.05%

5Y*

18.64%

10Y*

24.96%

*Annualized

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Risk-Adjusted Performance

AAVE-USD vs. MSFT — 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 7878
Overall Rank
The Sharpe Ratio Rank of AAVE-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AAVE-USD is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AAVE-USD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AAVE-USD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AAVE-USD is 8080
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4141
Overall Rank
The Sharpe Ratio Rank of MSFT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4545
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. MSFT - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for AAVE-USD, currently valued at 0.67, compared to the broader market0.001.002.003.004.00
AAVE-USD: 0.67
MSFT: -0.32
The chart of Sortino ratio for AAVE-USD, currently valued at 1.73, compared to the broader market0.001.002.003.004.00
AAVE-USD: 1.73
MSFT: -0.30
The chart of Omega ratio for AAVE-USD, currently valued at 1.16, compared to the broader market1.001.101.201.301.40
AAVE-USD: 1.16
MSFT: 0.96
The chart of Calmar ratio for AAVE-USD, currently valued at 0.43, compared to the broader market01.002.003.004.00
AAVE-USD: 0.43
MSFT: -0.13
The chart of Martin ratio for AAVE-USD, currently valued at 2.49, compared to the broader market0.005.0010.0015.0020.00
AAVE-USD: 2.49
MSFT: -0.96

The current AAVE-USD Sharpe Ratio is 0.76, which is higher than the MSFT Sharpe Ratio of -0.13. 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.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
0.67
-0.32
AAVE-USD
MSFT

Drawdowns

AAVE-USD vs. MSFT - Drawdown Comparison

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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.53%
-15.70%
AAVE-USD
MSFT

Volatility

AAVE-USD vs. MSFT - Volatility Comparison

Aave (AAVE-USD) has a higher volatility of 32.66% compared to Microsoft Corporation (MSFT) at 13.57%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
32.66%
13.57%
AAVE-USD
MSFT