Compound Analytics Dashboard
Detailed risk metrics for the Compound protocol – from pool utilization to asset concentration.
Compound V3 is an autonomous interest rate protocol for the algorithmic trading of interest.
This dashboard aggregates real-time data on protocol health: liquidity distribution, debt concentration, and specific risk metrics.
The data basis serves due diligence, risk monitoring, and market analysis.
Historical yield analyses are available in the Lending Yield Backtester.
Risk Metrics and Indicators
- Liquidity Structure: Analysis of available liquidity across all markets
- Debt Distribution: Detailed breakdown of outstanding credit volumes by asset
- Scenario Simulation: Stress tests to assess protocol stability under volatile market conditions
- Concentration Risks: Identification of concentration risks in asset distribution
- Real-time Status: Continuous synchronization with the current ledger state
- Pool Utilization: Monitoring of utilization rates and remaining capacities
Liquidity Distribution
Debt Distribution
The widgets are based on direct on-chain queries of the Compound V3 smart contracts. All views allow filtering by assets and adjustment of time periods.
Liquidity: Capital allocation and market distribution.
Liabilities: Credit volume and risk structure.
Scenarios: Simulation of market stress and impact analysis.
FAQ
The Health Factor quantifies the safety of a credit position. It is calculated from the weighted value of the posted collateral relative to the borrowed value. A value < 1.0 leads to liquidation. A safety buffer (e.g., > 1.5) is recommended to cushion market volatility.
Liquidation is triggered when the Health Factor falls below 1.0. In this case, the collateral no longer covers the loan according to the protocol parameters. Liquidators can repay parts of the debt and receive the posted collateral including a liquidation bonus in return.
In Compound V3 (Comet), posted collateral assets are held separately and are not re-lent. Therefore, they do not generate direct interest income. Interest is paid exclusively for supplying the Base Asset (e.g., USDC).
Compound V3 markets are based on a single Base Asset (e.g., USDC). Users can post various collateral assets but only borrow the Base Asset. This design serves risk segregation and capital efficiency.