ADA-USD vs. SOL-USD
Compare and contrast key facts about Cardano (ADA-USD) and Solana (SOL-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADA-USD or SOL-USD.
Performance
ADA-USD vs. SOL-USD - Performance Comparison
Returns By Period
In the year-to-date period, ADA-USD achieves a 38.08% return, which is significantly lower than SOL-USD's 153.25% return.
ADA-USD
38.08%
125.52%
76.32%
115.54%
84.53%
N/A
SOL-USD
153.25%
53.69%
46.07%
346.38%
N/A
N/A
Key characteristics
ADA-USD | SOL-USD | |
---|---|---|
Sharpe Ratio | 0.18 | 0.86 |
Sortino Ratio | 0.85 | 1.64 |
Omega Ratio | 1.08 | 1.16 |
Calmar Ratio | 0.04 | 0.62 |
Martin Ratio | 0.32 | 2.97 |
Ulcer Index | 42.61% | 24.32% |
Daily Std Dev | 67.09% | 71.64% |
Max Drawdown | -97.85% | -96.27% |
Current Drawdown | -72.36% | -0.72% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ADA-USD and SOL-USD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
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.
Volatility
ADA-USD vs. SOL-USD - Volatility Comparison
Cardano (ADA-USD) has a higher volatility of 34.10% compared to Solana (SOL-USD) at 23.60%. This indicates that ADA-USD's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.