APPS vs. SOL-USD
APPS (Digital Turbine, Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, APPS returned -34.95%/yr vs 17.52%/yr for SOL-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
APPS vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, APPS achieves a 85.20% return, which is significantly higher than SOL-USD's -43.82% return.
APPS
- 1D
- 0.11%
- 1M
- 103.52%
- YTD
- 85.20%
- 6M
- 77.39%
- 1Y
- 80.51%
- 3Y*
- 5.75%
- 5Y*
- -34.95%
- 10Y*
- 24.32%
SOL-USD
- 1D
- -2.73%
- 1M
- -17.91%
- YTD
- -43.82%
- 6M
- -43.58%
- 1Y
- -51.64%
- 3Y*
- 61.34%
- 5Y*
- 17.52%
- 10Y*
- —
APPS vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
APPS Digital Turbine, Inc. | 85.20% | 195.86% | -75.36% | -54.99% | -75.01% | 7.83% | 1,054.29% |
SOL-USD Solana | -43.82% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between APPS and SOL-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.17 |
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Return for Risk
APPS vs. SOL-USD — Risk / Return Rank
APPS
SOL-USD
APPS vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Turbine, Inc. (APPS) 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.
| APPS | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.91 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | -0.69 | +2.01 |
| Martin ratioReturn relative to average drawdown | 2.46 | -1.08 | +3.54 |
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Drawdowns
APPS vs. SOL-USD - Drawdown Comparison
The maximum APPS drawdown since its inception was -98.72%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for APPS and SOL-USD.
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Drawdown Indicators
| APPS | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -96.27% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -61.32% | -74.89% | +13.57% |
Max Drawdown (3Y)Largest decline over 3 years | -89.18% | -76.28% | -12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -98.68% | -96.27% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -98.72% | — | — |
Current DrawdownCurrent decline from peak | -90.23% | -73.31% | -16.92% |
Average DrawdownAverage peak-to-trough decline | -77.74% | -51.52% | -26.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.83% | 48.23% | -15.40% |
Volatility
APPS vs. SOL-USD - Volatility Comparison
Digital Turbine, Inc. (APPS) has a higher volatility of 43.38% compared to Solana (SOL-USD) at 19.00%. This indicates that APPS'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.
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Volatility by Period
| APPS | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.38% | 19.00% | +24.38% |
Volatility (6M)Calculated over the trailing 6-month period | 60.51% | 47.01% | +13.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.29% | 60.02% | +27.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.72% | 81.64% | +28.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.47% | 99.65% | -6.18% |
Frequently Asked Questions
APPS and SOL-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APPS has higher volatility (43.38%) compared to SOL-USD (19.00%). In terms of maximum drawdown, APPS dropped -98.72% vs SOL-USD's -96.27%.
APPS currently has the higher Sharpe Ratio (0.94 vs -0.72), 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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