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

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Solana

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. VOO, SOL-USD vs. QQQ, SOL-USD vs. TSLA, SOL-USD vs. MSTR, SOL-USD vs. GBTC

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.


0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
376.55%
21.11%
SOL-USD (Solana)
Benchmark (^GSPC)

S&P 500

Returns By Period

Solana had a return of 52.41% year-to-date (YTD) and 623.21% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date52.41%6.33%
1 month-15.73%-2.81%
6 months413.08%21.13%
1 year623.21%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.41%29.56%61.38%
20238.41%80.04%53.80%71.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SOL-USD is 100, placing it in the top 0% of the market 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 100100
Solana(SOL-USD)
The Sharpe Ratio Rank of SOL-USD is 100100Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 100100Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 100100Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 9898Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 100100Martin 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.


SOL-USD
Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 14.44, compared to the broader market0.002.004.006.008.0010.0014.44
Sortino ratio
The chart of Sortino ratio for SOL-USD, currently valued at 5.89, compared to the broader market0.001.002.003.004.005.005.89
Omega ratio
The chart of Omega ratio for SOL-USD, currently valued at 1.59, compared to the broader market1.001.101.201.301.401.501.59
Calmar ratio
The chart of Calmar ratio for SOL-USD, currently valued at 12.59, compared to the broader market2.004.006.008.0010.0012.0012.59
Martin ratio
The chart of Martin ratio for SOL-USD, currently valued at 105.24, compared to the broader market0.0020.0040.0060.00105.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market0.001.002.003.004.005.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.101.201.301.401.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market2.004.006.008.0010.0012.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.007.61

Sharpe Ratio

The current Solana Sharpe ratio is 14.44. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00NovemberDecember2024FebruaryMarchApril
14.44
1.92
SOL-USD (Solana)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-40.25%
-3.50%
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 40.25%.


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 26.34%, 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%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
26.34%
3.58%
SOL-USD (Solana)
Benchmark (^GSPC)