QuantOracle

Impermanent Loss Calculator

Quantify the cost of providing liquidity to an AMM pool versus simply holding the two tokens. Returns IL percentage, dollar amount, and the fee APY needed to break even.

Inputs

Calls the deterministic /v1/crypto/impermanent-loss endpoint server-side.

Results

Impermanent loss
-2.02%
vs simply holding both tokens
Dollar loss
$252.55
Hold value
$12,500
LP value
$12,247.45
Fee breakeven APY
24.58%
Price ratio
1.5000
AMM type
v2
Compute time
11 ms
What does this mean?

With token A's price ratio relative to token B 50.0% higher than at LP entry, your impermanent loss is -2.02% — a dollar loss of $252.55 on the original $10,000 investment. This is modest — a healthy fee yield should compensate. The pool would need to generate at least 24.58% APY in fees to compensate; check the pool's actual fee yield against this number.

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Frequently asked questions

Impermanent loss is the difference between holding two tokens in a liquidity pool versus simply holding them in your wallet. When token prices change, the pool automatically rebalances to maintain a constant ratio (constant-product for v2 AMMs), which means it sells the token going up and buys the one going down. Compared to simply holding, you end up with less value when prices move significantly. It is "impermanent" because if prices return to their starting ratio, the loss disappears — but it is real and permanent if you withdraw at any other ratio.

Why impermanent loss exists

Automated market makers (AMMs) like Uniswap let anyone provide liquidity by depositing two tokens. Traders swap against your liquidity, paying fees that get distributed to LPs. Sounds great. The catch: when one token's price changes relative to the other, the AMM automatically rebalances your position to maintain a constant product (xy = k for Uniswap v2). This means it sells you out of the appreciating token and into the depreciating one. Compared to having simply held the two tokens, you end up with less value.

The math, briefly

For a Uniswap v2 pool, if the price ratio of token A to token B has changed by a factor p (where p=1 means no change), the impermanent loss is:

IL = 2·√p / (1+p) − 1

At p=1, IL=0%. At p=1.5, IL=-2.0%. At p=2, IL=-5.7%. At p=4, IL=-20%. At p=10, IL=-43%. The formula is symmetric: a token that doubles produces the same IL as one that halves. The loss accelerates with extreme price moves but is small for moderate ones.

What v3 changes

Uniswap v3 lets LPs concentrate liquidity in a price range instead of providing it across all prices (0 to ∞). Within the range, capital efficiency is much higher — you can provide the same depth with a fraction of the capital, which means much higher fees per dollar deposited. But the IL within the range is amplified by the same factor: if you concentrate in a tight range and the price exits it, you become 100% one token at the worst possible time.

When LPing pays

LPing is profitable when fee yield + reward yield exceeds IL over your holding period. The "fee breakeven APY" in the results tells you the threshold. Some quick intuitions:

  • Stable-stable pairs (USDC/USDT): IL is essentially zero. Fee yields are low (3-10% APY). Almost always profitable to LP if you can earn fees + rewards.
  • Correlated pairs (ETH/stETH, BTC/WBTC): low IL, low fees. Usually profitable for similar reasons.
  • Volatile-stable (ETH/USDC): meaningful IL when one moves significantly, but typically high fee volume. Profitable in calm markets, uncertain in trending ones.
  • Volatile-volatile (ETH/BTC, SOL/AVAX): IL depends on relative divergence. Can be profitable if the two assets stay correlated; brutal if they decouple.

Related

Use the liquidation price calculator for leveraged crypto positions; the QuantOracle API also exposes endpoints for funding rate calculation, DEX slippage, and rebalance thresholds — see /api-docs.

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