FIL-USD vs. AAVE-USD
FIL-USD (FilecoinFutures) and AAVE-USD (Aave) are both cryptocurrencies. Over the past 5 years, FIL-USD returned -56.74%/yr vs -19.30%/yr for AAVE-USD. A 0.62 correlation means they provide meaningful diversification when combined.
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 -41.89% return, which is significantly lower than AAVE-USD's -34.36% return.
FIL-USD
- 1D
- -2.60%
- 1M
- -4.09%
- 6M
- -48.46%
- YTD
- -41.89%
- 1Y
- -70.65%
- 3Y*
- -44.66%
- 5Y*
- -56.74%
- 10Y*
- —
AAVE-USD
- 1D
- -1.17%
- 1M
- 42.57%
- 6M
- -41.95%
- YTD
- -34.36%
- 1Y
- -68.75%
- 3Y*
- 5.65%
- 5Y*
- -19.30%
- 10Y*
- —
FIL-USD vs. AAVE-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FIL-USD FilecoinFutures | -41.89% | -73.81% | -28.62% | 130.09% | -91.21% | 40.46% | 13.24% |
AAVE-USD Aave | -34.36% | -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 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 | 0.65 |
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.
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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 | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.88 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.83 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.22 | 0.00 |
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Drawdowns
FIL-USD vs. AAVE-USD - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -99.63%, 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 | -99.63% | -92.10% | -7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -78.76% | -82.96% | +4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -93.78% | -84.08% | -9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -99.37% | -88.40% | -10.97% |
Current DrawdownCurrent decline from peak | -99.61% | -84.78% | -14.83% |
Average DrawdownAverage peak-to-trough decline | -82.08% | -68.74% | -13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.00% | 48.91% | +18.09% |
Volatility
FIL-USD vs. AAVE-USD - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 11.59%, while Aave (AAVE-USD) has a volatility of 24.34%. 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 | 11.59% | 24.34% | -12.75% |
Volatility (6M)Calculated over the trailing 6-month period | 60.16% | 59.32% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 100.99% | 70.36% | +30.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.73% | 82.03% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 131.17% | 3,521.60% | -3,390.43% |
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 (24.34%) compared to FIL-USD (11.59%). In terms of maximum drawdown, FIL-USD dropped -99.63% vs AAVE-USD's -92.10%.
FIL-USD currently has the higher Sharpe Ratio (-0.58 vs -0.81), 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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