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Week of February 6, 2022

Impermanent Loss - A brief overview

Leo Brunnhofer explains impermanent loss — the risk liquidity providers face in DeFi when deposited asset prices diverge — through three concrete scenarios illustrating how price movements affect returns. The post outlines what to understand before providing liquidity on decentralized exchanges.

Impermanent loss is a fundamental concept for decentralized finance (DeFi) participants, particularly those engaged in liquidity mining activities.

Core Concept

When users deposit two different cryptocurrencies into a decentralized exchange liquidity pool (such as Uniswap), they enable trading on that platform. Impermanent loss occurs when the relative prices of those deposited assets change between the initial deposit and withdrawal. This loss becomes permanent only upon withdrawal.

Key principle: Losses are minimized when paired assets move in similar directions and percentages. The greatest losses occur when one asset appreciates significantly while the other depreciates.

Preparation Requirements

Before providing liquidity, you should understand:

  • The underlying projects
  • How Automated Market Makers (AMM) function
  • Technical factors: use cases, price history, total value locked (TVL), and annual percentage yield (APY)
  • Impermanent loss mechanics and risk-reward ratios

Three Illustrative Scenarios

Scenario 1: Both Assets Appreciate

When AXS and WETH prices both increased (AXS: $50→$70; ETH: $3,000→$3,100), liquidity providers experienced only 1.14% impermanent loss, yielding $14 less than passive holders.

Scenario 2: Both Assets Depreciate

When both assets declined (AXS: $135→$70; ETH: $4,300→$3,100), impermanent loss reached 1.34%, with liquidity providers losing approximately $8 more than holders.

Scenario 3: Divergent Price Movements

When prices moved oppositely (AXS: $70→$140; ETH: $4,300→$2,150), impermanent loss reached 20%, representing the worst-case scenario.

Strategic Considerations

Stablecoin pairings offer a potential strategy: they underperform during bull markets but can generate consistent returns through trading fees during bear markets. Understanding these dynamics before committing capital is essential for any DeFi participant.