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ADA-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADA-USD and SOL-USD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ADA-USD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardano (ADA-USD) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
505.08%
4,147.39%
ADA-USD
SOL-USD

Key characteristics

Sharpe Ratio

ADA-USD:

1.44

SOL-USD:

0.08

Sortino Ratio

ADA-USD:

2.72

SOL-USD:

0.80

Omega Ratio

ADA-USD:

1.29

SOL-USD:

1.08

Calmar Ratio

ADA-USD:

1.25

SOL-USD:

0.02

Martin Ratio

ADA-USD:

7.00

SOL-USD:

0.26

Ulcer Index

ADA-USD:

26.96%

SOL-USD:

27.83%

Daily Std Dev

ADA-USD:

94.89%

SOL-USD:

73.76%

Max Drawdown

ADA-USD:

-97.85%

SOL-USD:

-96.27%

Current Drawdown

ADA-USD:

-76.50%

SOL-USD:

-42.28%

Returns By Period

In the year-to-date period, ADA-USD achieves a -17.33% return, which is significantly higher than SOL-USD's -20.14% return.


ADA-USD

YTD

-17.33%

1M

-6.39%

6M

101.43%

1Y

46.88%

5Y*

75.13%

10Y*

N/A

SOL-USD

YTD

-20.14%

1M

5.10%

6M

-14.68%

1Y

2.31%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADA-USD vs. SOL-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADA-USD
The Risk-Adjusted Performance Rank of ADA-USD is 8989
Overall Rank
The Sharpe Ratio Rank of ADA-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ADA-USD is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ADA-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ADA-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ADA-USD is 8989
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6262
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6666
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.

ADA-USD vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardano (ADA-USD) and Solana (SOL-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ADA-USD, currently valued at 1.44, compared to the broader market0.001.002.003.004.00
ADA-USD: 1.44
SOL-USD: 0.08
The chart of Sortino ratio for ADA-USD, currently valued at 2.72, compared to the broader market0.001.002.003.004.00
ADA-USD: 2.72
SOL-USD: 0.80
The chart of Omega ratio for ADA-USD, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.40
ADA-USD: 1.29
SOL-USD: 1.08
The chart of Calmar ratio for ADA-USD, currently valued at 1.25, compared to the broader market1.002.003.004.00
ADA-USD: 1.25
SOL-USD: 0.02
The chart of Martin ratio for ADA-USD, currently valued at 7.00, compared to the broader market0.005.0010.0015.0020.0025.00
ADA-USD: 7.00
SOL-USD: 0.26

The current ADA-USD Sharpe Ratio is 1.44, which is higher than the SOL-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ADA-USD and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.44
0.08
ADA-USD
SOL-USD

Drawdowns

ADA-USD vs. SOL-USD - Drawdown Comparison

The maximum ADA-USD drawdown since its inception was -97.85%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ADA-USD and SOL-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-76.50%
-42.28%
ADA-USD
SOL-USD

Volatility

ADA-USD vs. SOL-USD - Volatility Comparison

The current volatility for Cardano (ADA-USD) is 25.31%, while Solana (SOL-USD) has a volatility of 28.19%. This indicates that ADA-USD experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
25.31%
28.19%
ADA-USD
SOL-USD