AVAX-USD vs. MKR-USD

In the year-to-date period, AVAX-USD achieves a -10.00% return, which is significantly higher than MKR-USD's -24.22% return.

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This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-USD) and Maker (MKR-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 -0.33, which is higher than the MKR-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of AVAX-USD and MKR-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 MKR-USD drawdown of -91.67%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and MKR-USD. For additional features, visit the drawdowns tool.

Avalanche (AVAX-USD) has a higher volatility of 25.00% compared to Maker (MKR-USD) at 18.37%. This indicates that AVAX-USD's price experiences larger fluctuations and is considered to be riskier than MKR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.