AAVE-USD vs. SOL-USD

In the year-to-date period, AAVE-USD achieves a -51.06% return, which is significantly lower than SOL-USD's -35.12% return.

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This table presents a comparison of risk-adjusted performance metrics for Aave (AAVE-USD) and Solana (SOL-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 0.89, which is higher than the SOL-USD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of AAVE-USD and SOL-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 SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for AAVE-USD and SOL-USD. For additional features, visit the drawdowns tool.

Aave (AAVE-USD) and Solana (SOL-USD) have volatilities of 24.61% and 24.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.