FIL-USD vs. AAVE-USD
FIL-USD (FilecoinFutures) and AAVE-USD (Aave) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -57.92%/yr vs -21.56%/yr for AAVE-USD. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
FIL-USD vs. AAVE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FIL-USD achieves a -44.67% return, which is significantly lower than AAVE-USD's -37.10% return.
FIL-USD
- 1D
- 2.29%
- 1M
- -11.17%
- 6M
- -30.62%
- YTD
- -44.67%
- 1Y
- -68.50%
- 3Y*
- -44.13%
- 5Y*
- -57.92%
- 10Y*
- —
- ALL TIME*
- -27.47%
AAVE-USD
- 1D
- 1.24%
- 1M
- 4.72%
- 6M
- -26.11%
- YTD
- -37.10%
- 1Y
- -63.24%
- 3Y*
- 13.35%
- 5Y*
- -21.56%
- 10Y*
- —
- ALL TIME*
- 143.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AAVE-USD Aave | $24.32B | $22.17B | $21.86B |
FIL-USD FilecoinFutures | $44.60M | $42.27M | $103.05M |
FIL-USD vs. AAVE-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -44.67% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 13.24% |
AAVE-USD Aave | -37.10% | -52.70% | 183.76% | 109.27% | -79.56% | 186.69% | 17,045.98% |
Correlation
The correlation between FIL-USD and AAVE-USD is 0.65, 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. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2020 | 0.62 |
The correlation between FIL-USD and AAVE-USD has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.
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Return for Risk
FIL-USD vs. AAVE-USD — Risk / Return Rank
FIL-USD
AAVE-USD
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.
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.
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.90 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.76 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.08 | -0.07 |
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Drawdowns
FIL-USD vs. AAVE-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.64%, 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-USD | AAVE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.64% | -92.10% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -79.77% | -82.96% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -94.08% | -84.08% | -10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -99.40% | -88.40% | -11.00% |
Current DrawdownCurrent decline from peak | -99.62% | -85.41% | -14.21% |
Average DrawdownAverage peak-to-trough decline | -82.20% | -68.90% | -13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.62% | 45.91% | -4.29% |
Volatility
FIL-USD vs. AAVE-USD - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 15.21%, while Aave (AAVE-USD) has a volatility of 20.82%. This indicates that FIL-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
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.21% | 20.82% | -5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 58.52% | 58.84% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.90% | 71.09% | +29.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.62% | 81.83% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 130.82% | 3,505.04% | -3,374.22% |
Frequently Asked Questions
FIL-USD and AAVE-USD have a correlation of 0.65, 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 (20.82%) compared to FIL-USD (15.21%). In terms of maximum drawdown, FIL-USD dropped -99.64% vs AAVE-USD's -92.10%.
FIL-USD currently has the higher Sharpe Ratio (-0.56 vs -0.74), 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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