ADBE vs. SOL-USD
ADBE (Adobe Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, ADBE returned -17.73%/yr vs 12.17%/yr for SOL-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
ADBE vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -41.71% return, which is significantly higher than SOL-USD's -44.76% return.
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
ADBE vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between ADBE and SOL-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.18 |
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Return for Risk
ADBE vs. SOL-USD — Risk / Return Rank
ADBE
SOL-USD
ADBE vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADBE | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.91 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -0.72 | -0.31 |
| Martin ratioReturn relative to average drawdown | -1.99 | -1.16 | -0.83 |
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Drawdowns
ADBE vs. SOL-USD - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ADBE and SOL-USD.
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Drawdown Indicators
| ADBE | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -96.27% | +16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -74.89% | +25.68% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -76.28% | +8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -96.27% | +25.91% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | — | — |
Current DrawdownCurrent decline from peak | -70.36% | -73.76% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -51.42% | +25.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 53.06% | -25.75% |
Volatility
ADBE vs. SOL-USD - Volatility Comparison
The current volatility for Adobe Inc (ADBE) is 16.64%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that ADBE 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.
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Volatility by Period
| ADBE | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 17.62% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 46.90% | -17.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 60.08% | -25.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 82.35% | -45.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 99.82% | -65.34% |
Frequently Asked Questions
ADBE and SOL-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to ADBE (16.64%). In terms of maximum drawdown, ADBE dropped -79.89% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.74 vs -1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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