FIL-USD vs. AAVE-USD
FIL-USD (FilecoinFutures) and AAVE-USD (Aave) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -60.41%/yr vs -28.58%/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 -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*
- —
FIL-USD vs. AAVE-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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.
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | -0.85 | +0.30 |
Sortino ratioReturn per unit of downside risk | -0.74 | -1.45 | +0.71 |
Omega ratioGain probability vs. loss probability | 0.93 | 0.86 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | -1.13 | +0.15 |
Martin ratioReturn relative to average drawdown | -1.23 | -1.62 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.54% | -88.23% | -11.31% |
Average DrawdownAverage peak-to-trough decline | -81.88% | -68.41% | -13.47% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| FIL-USD | AAVE-USD | Difference | |
|---|---|---|---|
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.
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