HBAR-USD vs. AAVE-USD

In the year-to-date period, HBAR-USD achieves a -19.82% return, which is significantly higher than AAVE-USD's -28.23% return.

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This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-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.

The current HBAR-USD Sharpe Ratio is 0.77, which is lower than the AAVE-USD Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HBAR-USD and AAVE-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum HBAR-USD drawdown since its inception was -92.80%, roughly equal to the maximum AAVE-USD drawdown of -92.18%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and AAVE-USD. For additional features, visit the drawdowns tool.

The current volatility for HederaHashgraph (HBAR-USD) is 21.24%, while Aave (AAVE-USD) has a volatility of 25.93%. This indicates that HBAR-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.