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PLNUSD=X vs. AAVE-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PLNUSD=X vs. AAVE-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLN/USD (PLNUSD=X) and Aave (AAVE-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLNUSD=X achieves a -4.67% return, which is significantly higher than AAVE-USD's -43.82% return.


PLNUSD=X

1D
0.22%
1M
-3.34%
YTD
-4.67%
6M
-5.04%
1Y
-3.18%
3Y*
2.64%
5Y*
0.09%
10Y*
0.74%

AAVE-USD

1D
2.15%
1M
-4.40%
YTD
-43.82%
6M
-45.03%
1Y
-68.02%
3Y*
9.01%
5Y*
-15.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLNUSD=X vs. AAVE-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PLNUSD=X
PLN/USD
-4.67%15.12%-4.70%11.11%-7.74%-7.60%2.30%
AAVE-USD
Aave
-43.82%-52.70%183.76%109.27%-79.56%186.69%17,045.98%

Correlation

The correlation between PLNUSD=X and AAVE-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2020

0.15

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Return for Risk

PLNUSD=X vs. AAVE-USD — Risk / Return Rank

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

PLNUSD=X
PLNUSD=X Risk / Return Rank: 3030
Overall Rank
PLNUSD=X Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PLNUSD=X Sortino Ratio Rank: 3232
Sortino Ratio Rank
PLNUSD=X Omega Ratio Rank: 3232
Omega Ratio Rank
PLNUSD=X Calmar Ratio Rank: 3131
Calmar Ratio Rank
PLNUSD=X Martin Ratio Rank: 2222
Martin Ratio Rank

AAVE-USD
AAVE-USD Risk / Return Rank: 4040
Overall Rank
AAVE-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AAVE-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
AAVE-USD Omega Ratio Rank: 4040
Omega Ratio Rank
AAVE-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
AAVE-USD Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLNUSD=X vs. AAVE-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLN/USD (PLNUSD=X) 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.


PLNUSD=XAAVE-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

0.95

0.88

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.34

-0.82

+0.48

Martin ratioReturn relative to average drawdown

-0.84

-1.26

+0.42

PLNUSD=X vs. AAVE-USD - Sharpe Ratio Comparison

The current PLNUSD=X Sharpe Ratio is -0.34, which is higher than the AAVE-USD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of PLNUSD=X and AAVE-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLNUSD=X vs. AAVE-USD - Drawdown Comparison

The maximum PLNUSD=X drawdown since its inception was -59.63%, smaller than the maximum AAVE-USD drawdown of -92.10%. Use the drawdown chart below to compare losses from any high point for PLNUSD=X and AAVE-USD.


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Drawdown Indicators


PLNUSD=XAAVE-USDDifference

Max Drawdown

Largest peak-to-trough decline

-59.63%

-92.10%

+32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-82.96%

+75.38%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-84.08%

+73.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-88.40%

+63.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-46.35%

-86.97%

+40.62%

Average Drawdown

Average peak-to-trough decline

-40.79%

-68.60%

+27.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

48.54%

-45.21%

Volatility

PLNUSD=X vs. AAVE-USD - Volatility Comparison

The current volatility for PLN/USD (PLNUSD=X) is 2.19%, while Aave (AAVE-USD) has a volatility of 24.80%. This indicates that PLNUSD=X 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


PLNUSD=XAAVE-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

24.80%

-22.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

57.74%

-51.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.61%

69.50%

-61.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

82.34%

-71.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.95%

3,536.70%

-3,526.75%

Frequently Asked Questions


PLNUSD=X and AAVE-USD have a correlation of 0.12, 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 (24.80%) compared to PLNUSD=X (2.19%). In terms of maximum drawdown, PLNUSD=X dropped -59.63% vs AAVE-USD's -92.10%.

PLNUSD=X currently has the higher Sharpe Ratio (-0.34 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.

Portfolio Optimizer

Find the right allocation for PLNUSD=X and AAVE-USD

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