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MKR-USD vs. AVAX-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MKR-USD and AVAX-USD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MKR-USD vs. AVAX-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Maker (MKR-USD) and Avalanche (AVAX-USD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-59.34%
21.96%
MKR-USD
AVAX-USD

Key characteristics

Sharpe Ratio

MKR-USD:

-0.88

AVAX-USD:

-0.33

Sortino Ratio

MKR-USD:

-1.81

AVAX-USD:

0.08

Omega Ratio

MKR-USD:

0.84

AVAX-USD:

1.01

Calmar Ratio

MKR-USD:

0.01

AVAX-USD:

0.00

Martin Ratio

MKR-USD:

-1.84

AVAX-USD:

-0.97

Ulcer Index

MKR-USD:

41.47%

AVAX-USD:

30.97%

Daily Std Dev

MKR-USD:

74.10%

AVAX-USD:

77.54%

Max Drawdown

MKR-USD:

-91.67%

AVAX-USD:

-93.48%

Current Drawdown

MKR-USD:

-81.38%

AVAX-USD:

-76.16%

Returns By Period

In the year-to-date period, MKR-USD achieves a -24.22% return, which is significantly lower than AVAX-USD's -10.00% return.


MKR-USD

YTD

-24.22%

1M

-24.96%

6M

-59.34%

1Y

-42.80%

5Y*

16.27%

10Y*

N/A

AVAX-USD

YTD

-10.00%

1M

-10.34%

6M

21.96%

1Y

-10.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MKR-USD vs. AVAX-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MKR-USD
The Risk-Adjusted Performance Rank of MKR-USD is 1010
Overall Rank
The Sharpe Ratio Rank of MKR-USD is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of MKR-USD is 00
Sortino Ratio Rank
The Omega Ratio Rank of MKR-USD is 00
Omega Ratio Rank
The Calmar Ratio Rank of MKR-USD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MKR-USD is 33
Martin Ratio Rank

AVAX-USD
The Risk-Adjusted Performance Rank of AVAX-USD is 3535
Overall Rank
The Sharpe Ratio Rank of AVAX-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of AVAX-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of AVAX-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AVAX-USD is 88
Calmar Ratio Rank
The Martin Ratio Rank of AVAX-USD is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MKR-USD vs. AVAX-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Maker (MKR-USD) and Avalanche (AVAX-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.


Sharpe ratio
The chart of Sharpe ratio for MKR-USD, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.88-0.33
The chart of Sortino ratio for MKR-USD, currently valued at -1.81, compared to the broader market0.002.004.00-1.810.08
The chart of Omega ratio for MKR-USD, currently valued at 0.84, compared to the broader market1.001.201.400.841.01
The chart of Calmar ratio for MKR-USD, currently valued at 0.01, compared to the broader market1.002.003.004.005.006.000.010.00
The chart of Martin ratio for MKR-USD, currently valued at -1.84, compared to the broader market0.0010.0020.0030.0040.0050.00-1.84-0.97
MKR-USD
AVAX-USD

The current MKR-USD Sharpe Ratio is -0.88, which is lower than the AVAX-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of MKR-USD and AVAX-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.88
-0.33
MKR-USD
AVAX-USD

Drawdowns

MKR-USD vs. AVAX-USD - Drawdown Comparison

The maximum MKR-USD drawdown since its inception was -91.67%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for MKR-USD and AVAX-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-81.38%
-76.16%
MKR-USD
AVAX-USD

Volatility

MKR-USD vs. AVAX-USD - Volatility Comparison

The current volatility for Maker (MKR-USD) is 18.37%, while Avalanche (AVAX-USD) has a volatility of 25.00%. This indicates that MKR-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
18.37%
25.00%
MKR-USD
AVAX-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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