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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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Popular comparisons:
SOL-USD vs. BTC-USD SOL-USD vs. ETH-USD SOL-USD vs. AVAX-USD SOL-USD vs. ADA-USD SOL-USD vs. ATOM-USD SOL-USD vs. MSTR SOL-USD vs. VOO SOL-USD vs. TSLA SOL-USD vs. QQQ SOL-USD vs. LTC-USD
Popular comparisons:
SOL-USD vs. BTC-USD SOL-USD vs. ETH-USD SOL-USD vs. AVAX-USD SOL-USD vs. ADA-USD SOL-USD vs. ATOM-USD SOL-USD vs. MSTR SOL-USD vs. VOO SOL-USD vs. TSLA SOL-USD vs. QQQ SOL-USD vs. LTC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Solana, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
52.87%
12.53%
SOL-USD (Solana)
Benchmark (^GSPC)

Returns By Period

Solana had a return of 152.71% year-to-date (YTD) and 353.22% in the last 12 months.


SOL-USD

YTD

152.71%

1M

50.07%

6M

52.87%

1Y

353.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

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
2024-4.41%29.56%61.38%-37.42%30.46%-11.56%17.29%-21.21%12.74%10.36%152.71%
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%
2021179.77%206.75%49.54%121.01%-24.13%9.36%1.98%200.27%29.15%43.42%3.09%-18.39%11,129.58%
202036.25%-40.26%-46.59%27.33%-23.02%-57.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SOL-USD is 86, placing it in the top 14% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SOL-USD is 8686
Combined Rank
The Sharpe Ratio Rank of SOL-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 8888
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.


Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 0.76, compared to the broader market0.001.002.000.762.53
The chart of Sortino ratio for SOL-USD, currently valued at 1.54, compared to the broader market-1.000.001.002.003.001.543.39
The chart of Omega ratio for SOL-USD, currently valued at 1.15, compared to the broader market0.901.001.101.201.301.401.151.47
The chart of Calmar ratio for SOL-USD, currently valued at 0.52, compared to the broader market0.501.001.502.000.523.65
The chart of Martin ratio for SOL-USD, currently valued at 2.60, compared to the broader market0.005.0010.002.6016.21
SOL-USD
^GSPC

The current Solana Sharpe ratio is 0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Solana with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00JuneJulyAugustSeptemberOctoberNovember
0.76
2.53
SOL-USD (Solana)
Benchmark (^GSPC)

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.93%
-0.53%
SOL-USD (Solana)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current Solana drawdown is 0.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.27%Nov 7, 2021418Dec 29, 2022
-75.05%Sep 1, 2020114Dec 23, 202041Feb 2, 2021155
-58.09%May 19, 202163Jul 20, 202127Aug 16, 202190
-34.55%Sep 9, 202113Sep 21, 202130Oct 21, 202143
-27.66%Feb 25, 20219Mar 5, 202123Mar 28, 202132

Volatility

Volatility Chart

The current Solana volatility is 23.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.64%
3.97%
SOL-USD (Solana)
Benchmark (^GSPC)