APPS vs. SOL-USD

Last updated Apr 1, 2026

Compare and contrast key facts about Digital Turbine, Inc. (APPS) and Solana (SOL-USD).

Performance

APPS vs. SOL-USD - Performance Comparison

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

APPS vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
APPS Digital Turbine, Inc.	-42.40%	195.86%	-75.36%	-54.99%	-75.01%	7.83%	1,054.29%
SOL-USD Solana	-33.00%	-34.09%	85.68%	919.96%	-94.13%	11,143.63%	58.87%

Returns By Period

In the year-to-date period, APPS achieves a -42.40% return, which is significantly lower than SOL-USD's -33.00% return.

APPS

• 1D: 0.35%
• 1M: -29.06%
• YTD: -42.40%
• 6M: -55.00%
• 1Y: 6.08%
• 3Y*: -38.46%
• 5Y*: -48.85%
• 10Y*: 9.61%

SOL-USD

• 1D: 1.09%
• 1M: -0.26%
• YTD: -33.00%
• 6M: -60.06%
• 1Y: -33.05%
• 3Y*: 58.12%
• 5Y*: 34.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

APPS vs. SOL-USD — Risk / Return Rank

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

APPS

APPS Risk / Return Rank: 47
APPS Sharpe Ratio Rank: 44
APPS Sortino Ratio Rank: 55
APPS Omega Ratio Rank: 51
APPS Calmar Ratio Rank: 43
APPS Martin Ratio Rank: 42

SOL-USD

SOL-USD Risk / Return Rank: 57
SOL-USD Sharpe Ratio Rank: 65
SOL-USD Sortino Ratio Rank: 66
SOL-USD Omega Ratio Rank: 66
SOL-USD Calmar Ratio Rank: 60
SOL-USD Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	APPS	SOL-USD	Difference
Sharpe ratio Return per unit of total volatility	0.06	-0.43	+0.49
Sortino ratio Return per unit of downside risk	0.97	-0.20	+1.17
Omega ratio Gain probability vs. loss probability	1.11	0.98	+0.13
Calmar ratio Return relative to maximum drawdown	0.02	-1.06	+1.09
Martin ratio Return relative to average drawdown	0.04	-1.72	+1.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APPS vs. SOL-USD - Sharpe Ratio Comparison

The current APPS Sharpe Ratio is 0.06, which is higher than the SOL-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of APPS 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.

Sharpe Ratios by Period

	APPS	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	-0.43	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	0.32	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.92	-0.90

Correlation

The correlation between APPS and SOL-USD is 0.18, 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.

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.

Drawdown Indicators

	APPS	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-98.72%	-96.27%	-2.45%
Max Drawdown (1Y) Largest decline over 1 year	-61.94%	-68.54%	+6.60%
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 Drawdown Current decline from peak	-96.96%	-68.17%	-28.79%
Average Drawdown Average peak-to-trough decline	-77.57%	-50.87%	-26.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.84%	42.53%	-10.69%

Volatility

APPS vs. SOL-USD - Volatility Comparison

The current volatility for Digital Turbine, Inc. (APPS) is 11.34%, while Solana (SOL-USD) has a volatility of 16.32%. This indicates that APPS 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.

Volatility by Period

	APPS	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.34%	16.32%	-4.98%
Volatility (6M) Calculated over the trailing 6-month period	50.97%	55.13%	-4.16%
Volatility (1Y) Calculated over the trailing 1-year period	103.01%	63.56%	+39.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.28%	88.86%	+18.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.48%	101.05%	-8.57%