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APPS vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, APPS achieves a 99.00% return, which is significantly higher than SOL-USD's -39.45% return.


APPS

1D
-5.78%
1M
1.95%
6M
101.42%
YTD
99.00%
1Y
95.87%
3Y*
-2.64%
5Y*
-30.42%
10Y*
24.41%

SOL-USD

1D
-1.98%
1M
9.38%
6M
-45.80%
YTD
-39.45%
1Y
-53.26%
3Y*
41.32%
5Y*
19.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APPS vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
APPS
Digital Turbine, Inc.
99.00%195.86%-75.36%-54.99%-75.01%7.83%1,054.29%
SOL-USD
Solana
-39.45%-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

0.15

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

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

APPS
APPS Risk / Return Rank: 7777
Overall Rank
APPS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
APPS Sortino Ratio Rank: 8282
Sortino Ratio Rank
APPS Omega Ratio Rank: 7777
Omega Ratio Rank
APPS Calmar Ratio Rank: 7575
Calmar Ratio Rank
APPS Martin Ratio Rank: 7171
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5858
Overall Rank
SOL-USD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5555
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6464
Martin Ratio Rank
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.

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.


APPSSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.24

0.91

+0.33

Calmar ratioReturn relative to maximum drawdown

1.57

-0.71

+2.28

Martin ratioReturn relative to average drawdown

2.97

-1.05

+4.02

APPS vs. SOL-USD - Sharpe Ratio Comparison

The current APPS Sharpe Ratio is 1.08, which is higher than the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of APPS and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


APPSSOL-USDDifference

Max Drawdown

Largest 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

-89.00%

-76.28%

-12.72%

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

-89.50%

-71.24%

-18.26%

Average Drawdown

Average peak-to-trough decline

-77.77%

-51.69%

-26.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.39%

42.68%

-10.29%

Volatility

APPS vs. SOL-USD - Volatility Comparison

Digital Turbine, Inc. (APPS) has a higher volatility of 31.07% compared to Solana (SOL-USD) at 15.11%. 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


APPSSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.07%

15.11%

+15.96%

Volatility (6M)

Calculated over the trailing 6-month period

65.58%

47.74%

+17.84%

Volatility (1Y)

Calculated over the trailing 1-year period

89.69%

59.43%

+30.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.12%

81.36%

+28.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.74%

99.29%

-5.55%

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 (31.07%) compared to SOL-USD (15.11%). In terms of maximum drawdown, APPS dropped -98.72% vs SOL-USD's -96.27%.

APPS currently has the higher Sharpe Ratio (1.08 vs -0.74), 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.

Portfolio Optimizer

Find the right allocation for APPS and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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