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

Performance

FIL-USD vs. AAVE-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FilecoinFutures (FIL-USD) and Aave (AAVE-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIL-USD achieves a -32.77% return, which is significantly higher than AAVE-USD's -49.24% return.


FIL-USD

1D
-8.90%
1M
-5.74%
YTD
-32.77%
6M
-43.17%
1Y
-67.10%
3Y*
-43.63%
5Y*
-60.41%
10Y*

AAVE-USD

1D
-7.74%
1M
-19.92%
YTD
-49.24%
6M
-61.04%
1Y
-71.31%
3Y*
5.16%
5Y*
-28.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIL-USD vs. AAVE-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FIL-USD
FilecoinFutures
-32.77%-73.81%-28.62%130.09%-91.21%40.46%18.06%
AAVE-USD
Aave
-49.24%-52.70%183.76%109.27%-79.56%186.69%17,045.98%

Correlation

The correlation between FIL-USD and AAVE-USD is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2020

0.62

The correlation between FIL-USD and AAVE-USD has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

FIL-USD vs. AAVE-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIL-USD
FIL-USD Risk / Return Rank: 5858
Overall Rank
FIL-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FIL-USD Sortino Ratio Rank: 5353
Sortino Ratio Rank
FIL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
FIL-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
FIL-USD Martin Ratio Rank: 6666
Martin Ratio Rank

AAVE-USD
AAVE-USD Risk / Return Rank: 2323
Overall Rank
AAVE-USD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AAVE-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
AAVE-USD Omega Ratio Rank: 2727
Omega Ratio Rank
AAVE-USD Calmar Ratio Rank: 2828
Calmar Ratio Rank
AAVE-USD Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIL-USD vs. AAVE-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-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.


FIL-USDAAVE-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.55

-0.85

+0.30

Sortino ratio

Return per unit of downside risk

-0.74

-1.45

+0.71

Omega ratio

Gain probability vs. loss probability

0.93

0.86

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.98

-1.13

+0.15

Martin ratio

Return relative to average drawdown

-1.23

-1.62

+0.39

FIL-USD vs. AAVE-USD - Sharpe Ratio Comparison

The current FIL-USD Sharpe Ratio is -0.55, which is higher than the AAVE-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of FIL-USD and AAVE-USD, 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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Sharpe Ratios by Period


FIL-USDAAVE-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.85

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

-0.29

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.03

-0.20

Drawdowns

FIL-USD vs. AAVE-USD - Drawdown Comparison

The maximum FIL-USD drawdown since its inception was -99.58%, 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 FIL-USD and AAVE-USD.


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Drawdown Indicators


FIL-USDAAVE-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-92.10%

-7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-76.17%

-79.31%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-93.03%

-80.67%

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-99.30%

-88.40%

-10.90%

Current Drawdown

Current decline from peak

-99.54%

-88.23%

-11.31%

Average Drawdown

Average peak-to-trough decline

-81.88%

-68.41%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.49%

52.50%

+7.99%

Volatility

FIL-USD vs. AAVE-USD - Volatility Comparison

FilecoinFutures (FIL-USD) has a higher volatility of 29.62% compared to Aave (AAVE-USD) at 15.11%. This indicates that FIL-USD's price experiences larger fluctuations and is considered to be riskier 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


FIL-USDAAVE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.62%

15.11%

+14.51%

Volatility (6M)

Calculated over the trailing 6-month period

61.29%

56.49%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

101.15%

70.12%

+31.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.38%

83.05%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.89%

3,557.15%

-3,425.26%

Frequently Asked Questions


FIL-USD and AAVE-USD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIL-USD has higher volatility (29.62%) compared to AAVE-USD (15.11%). In terms of maximum drawdown, FIL-USD dropped -99.58% vs AAVE-USD's -92.10%.

FIL-USD currently has the higher Sharpe Ratio (-0.55 vs -0.85), 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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