DOT-USD vs. AAVE-USD
DOT-USD (Polkadot) and AAVE-USD (Aave) are both cryptocurrencies. Over the past 5 years, DOT-USD returned -46.92%/yr vs -21.88%/yr for AAVE-USD. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
DOT-USD vs. AAVE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DOT-USD achieves a -57.58% return, which is significantly lower than AAVE-USD's -36.80% return.
DOT-USD
- 1D
- -1.30%
- 1M
- -8.34%
- 6M
- -55.07%
- YTD
- -57.58%
- 1Y
- -79.41%
- 3Y*
- -46.89%
- 5Y*
- -46.92%
- 10Y*
- —
- ALL TIME*
- -49.04%
AAVE-USD
- 1D
- -7.37%
- 1M
- 10.80%
- 6M
- -33.09%
- YTD
- -36.80%
- 1Y
- -64.70%
- 3Y*
- 11.97%
- 5Y*
- -21.88%
- 10Y*
- —
- ALL TIME*
- 143.44%
Liquidity Comparison
DOT-USD vs. AAVE-USD - Yearly Performance Comparison
Correlation
The correlation between DOT-USD and AAVE-USD is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.20 |
Over the past year, DOT-USD and AAVE-USD have become more correlated (0.71) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
DOT-USD vs. AAVE-USD — Risk / Return Rank
DOT-USD
AAVE-USD
DOT-USD vs. AAVE-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polkadot (DOT-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.
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.
| DOT-USD | AAVE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.90 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.78 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.35 | -1.10 | -0.24 |
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Drawdowns
DOT-USD vs. AAVE-USD - Drawdown Comparison
The maximum DOT-USD drawdown since its inception was -98.59%, which is greater than AAVE-USD's maximum drawdown of -92.10%. Use the drawdown chart below to compare losses from any high point for DOT-USD and AAVE-USD.
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Drawdown Indicators
| DOT-USD | AAVE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.59% | -92.10% | -6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -83.28% | -82.96% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -93.44% | -84.08% | -9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -98.59% | -88.40% | -10.19% |
Current DrawdownCurrent decline from peak | -98.59% | -85.34% | -13.25% |
Average DrawdownAverage peak-to-trough decline | -81.52% | -68.88% | -12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.93% | 45.65% | -1.72% |
Volatility
DOT-USD vs. AAVE-USD - Volatility Comparison
The current volatility for Polkadot (DOT-USD) is 14.19%, while Aave (AAVE-USD) has a volatility of 21.38%. This indicates that DOT-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.
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Volatility by Period
| DOT-USD | AAVE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.19% | 21.38% | -7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 53.60% | 59.39% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.82% | 71.27% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.28% | 81.86% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.10% | 3,506.68% | -3,434.58% |
Frequently Asked Questions
DOT-USD and AAVE-USD have a correlation of 0.71, 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 (21.38%) compared to DOT-USD (14.19%). In terms of maximum drawdown, DOT-USD dropped -98.59% vs AAVE-USD's -92.10%.
AAVE-USD currently has the higher Sharpe Ratio (-0.76 vs -0.95), 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.
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