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AAVE-USD vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, AAVE-USD achieves a -37.71% return, which is significantly lower than MSFT's -3.48% return.


AAVE-USD

1D
-3.02%
1M
5.39%
6M
-29.57%
YTD
-37.71%
1Y
-64.40%
3Y*
12.12%
5Y*
-22.28%
10Y*
ALL TIME*
142.74%

MSFT

1D
3.02%
1M
19.01%
6M
8.48%
YTD
-3.48%
1Y
-10.62%
3Y*
12.25%
5Y*
11.19%
10Y*
24.97%
ALL TIME*
25.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

AAVE-USD

Aave
$23.86B$22.36B$21.99B
$17.39B$14.79B$16.23B

AAVE-USD vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AAVE-USD
Aave
-37.71%-52.70%183.76%109.27%-79.56%186.69%17,045.98%
MSFT
Microsoft Corporation
-3.48%15.58%12.93%58.19%-28.02%52.48%4.96%

Correlation

The correlation between AAVE-USD and MSFT is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2020

0.20

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Return for Risk

AAVE-USD vs. MSFT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAVE-USD
AAVE-USD Risk / Return Rank: 6161
Overall Rank
AAVE-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AAVE-USD Sortino Ratio Rank: 5959
Sortino Ratio Rank
AAVE-USD Omega Ratio Rank: 6161
Omega Ratio Rank
AAVE-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
AAVE-USD Martin Ratio Rank: 6464
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 2828
Overall Rank
MSFT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSFT Omega Ratio Rank: 2525
Omega Ratio Rank
MSFT Calmar Ratio Rank: 3232
Calmar Ratio Rank
MSFT Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAVE-USD vs. MSFT - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAVE-USDMSFTDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

0.90

0.95

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.35

-0.42

Martin ratioReturn relative to average drawdown

-1.10

-0.63

-0.47

AAVE-USD vs. MSFT - Sharpe Ratio Comparison

The current AAVE-USD Sharpe Ratio is -0.75, which is lower than the MSFT Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of AAVE-USD and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAVE-USD vs. MSFT - Drawdown Comparison

The maximum AAVE-USD drawdown since its inception was -92.10%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and MSFT.


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Drawdown Indicators


AAVE-USDMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-92.10%

-69.38%

-22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-82.96%

-34.50%

-48.46%

Max Drawdown (3Y)

Largest decline over 3 years

-84.08%

-34.50%

-49.58%

Max Drawdown (5Y)

Largest decline over 5 years

-88.40%

-37.15%

-51.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-85.55%

-13.73%

-71.82%

Average Drawdown

Average peak-to-trough decline

-68.89%

-21.80%

-47.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.78%

19.35%

+26.43%

Volatility

AAVE-USD vs. MSFT - Volatility Comparison

Aave (AAVE-USD) has a higher volatility of 20.80% compared to Microsoft Corporation (MSFT) at 15.97%. 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.


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Volatility by Period


AAVE-USDMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.80%

15.97%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

58.92%

26.41%

+32.51%

Volatility (1Y)

Calculated over the trailing 1-year period

71.10%

31.93%

+39.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.83%

28.00%

+53.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,505.86%

27.62%

+3,478.24%

Frequently Asked Questions


AAVE-USD and MSFT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAVE-USD has higher volatility (20.80%) compared to MSFT (15.97%). In terms of maximum drawdown, AAVE-USD dropped -92.10% vs MSFT's -69.38%.

MSFT currently has the higher Sharpe Ratio (-0.39 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AAVE-USD and MSFT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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