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Solana (SOL-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Solana (SOL-USD) returned -7.93% year-to-date (YTD) and 21.41% over the past 12 months.


SOL-USD

YTD

-7.93%

1M

31.75%

6M

-21.74%

1Y

21.41%

5Y*

216.28%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of SOL-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202522.39%-36.09%-15.76%18.40%18.02%-7.93%
2024-4.41%29.56%61.38%-37.42%30.46%-11.56%17.29%-21.21%12.74%10.36%41.15%-20.39%86.46%
2023140.46%-8.50%-3.40%7.85%-8.79%-9.25%25.53%-16.80%8.41%80.04%53.80%71.34%919.03%
2022-41.43%-0.22%23.25%-30.63%-46.22%-26.61%26.23%-25.77%5.53%-1.81%-56.72%-29.43%-94.15%
2021182.23%206.96%48.71%120.68%-23.60%8.35%3.57%194.57%30.04%43.49%3.09%-18.39%11,171.38%
2020-11.04%-17.51%50.89%78.84%210.89%-39.40%-46.83%27.66%-23.18%94.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SOL-USD is 64, indicating average performance compared to other cryptocurrencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SOL-USD is 6464
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6565
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Solana (SOL-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Solana Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.24
  • 5-Year: 1.70
  • All Time: 1.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Solana compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Solana. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Solana was 96.27%, occurring on Dec 29, 2022. Recovery took 751 trading sessions.

The current Solana drawdown is 33.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.27%Nov 7, 2021418Dec 29, 2022751Jan 18, 20251169
-74.79%Sep 1, 2020114Dec 23, 202041Feb 2, 2021155
-59.71%Jan 19, 202580Apr 8, 2025
-57.99%May 19, 202163Jul 20, 202127Aug 16, 202190
-41.61%Apr 13, 202029May 11, 202060Jul 10, 202089

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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