AVAX-USD vs. AAVE-USD

In the year-to-date period, AVAX-USD achieves a -37.18% return, which is significantly higher than AAVE-USD's -43.98% return.

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This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-USD) and Aave (AAVE-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 AVAX-USD Sharpe Ratio is 0.13, which is lower than the AAVE-USD Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of AVAX-USD and AAVE-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 AVAX-USD drawdown since its inception was -93.48%, roughly equal to the maximum AAVE-USD drawdown of -92.20%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and AAVE-USD. For additional features, visit the drawdowns tool.

The current volatility for Avalanche (AVAX-USD) is 28.84%, while Aave (AAVE-USD) has a volatility of 32.63%. This indicates that AVAX-USD experiences smaller price fluctuations and is considered to be less risky than AAVE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.