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 -30.42%/yr vs 19.17%/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 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*
- —
APPS vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
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 | +1.82 | ||
| 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 |
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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 | -89.00% | -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 DrawdownCurrent decline from peak | -89.50% | -71.24% | -18.26% |
Average DrawdownAverage peak-to-trough decline | -77.77% | -51.69% | -26.08% |
Ulcer IndexDepth 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
| APPS | SOL-USD | Difference | |
|---|---|---|---|
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.
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