HBAR-USD vs. AAVE-USD

In the year-to-date period, HBAR-USD achieves a 282.73% return, which is significantly higher than AAVE-USD's 244.24% 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 4.10, which is lower than the AAVE-USD Sharpe Ratio of 7.27. 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 -92.20%. 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.

HederaHashgraph (HBAR-USD) has a higher volatility of 62.56% compared to Aave (AAVE-USD) at 41.78%. This indicates that HBAR-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.