FIL-USD vs. AAVE-USD
FIL-USD (FilecoinFutures) and AAVE-USD (Aave) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -57.56%/yr vs -19.20%/yr for AAVE-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
FIL-USD vs. AAVE-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FIL-USD achieves a -39.17% return, which is significantly higher than AAVE-USD's -50.12% return.
FIL-USD
- 1D
- -0.12%
- 1M
- -17.67%
- YTD
- -39.17%
- 6M
- -40.05%
- 1Y
- -65.13%
- 3Y*
- -41.48%
- 5Y*
- -57.56%
- 10Y*
- —
AAVE-USD
- 1D
- -3.04%
- 1M
- -15.05%
- YTD
- -50.12%
- 6M
- -51.77%
- 1Y
- -71.75%
- 3Y*
- 8.38%
- 5Y*
- -19.20%
- 10Y*
- —
FIL-USD vs. AAVE-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -39.17% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 13.24% |
AAVE-USD Aave | -50.12% | -52.70% | 183.76% | 109.27% | -79.56% | 186.69% | 17,045.98% |
Correlation
The correlation between FIL-USD and AAVE-USD is 0.68, 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 | 0.68 |
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 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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.86 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.86 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.19 | -1.34 | +0.15 |
Loading charts...
Drawdowns
FIL-USD vs. AAVE-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.62%, 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.
Loading charts...
Drawdown Indicators
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.62% | -92.10% | -7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -78.23% | -82.96% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -93.63% | -84.08% | -9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -99.36% | -88.40% | -10.96% |
Current DrawdownCurrent decline from peak | -99.59% | -88.43% | -11.16% |
Average DrawdownAverage peak-to-trough decline | -81.97% | -68.58% | -13.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.40% | 48.48% | +14.92% |
Volatility
FIL-USD vs. AAVE-USD - Volatility Comparison
FilecoinFutures (FIL-USD) has a higher volatility of 25.41% compared to Aave (AAVE-USD) at 22.20%. 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.
Loading charts...
Volatility by Period
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.41% | 22.20% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 61.97% | 56.70% | +5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.71% | 69.76% | +31.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.04% | 82.36% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.56% | 3,538.39% | -3,406.83% |
Frequently Asked Questions
FIL-USD and AAVE-USD have a correlation of 0.68, 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 (25.41%) compared to AAVE-USD (22.20%). In terms of maximum drawdown, FIL-USD dropped -99.62% vs AAVE-USD's -92.10%.
FIL-USD currently has the higher Sharpe Ratio (-0.53 vs -0.87), 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.
Find the right allocation for FIL-USD and AAVE-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer