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APT vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


APTSOL-USD
YTD Return16.07%42.74%
1Y Return53.88%580.79%
3Y Return (Ann)-16.13%48.30%
Sharpe Ratio1.2715.17
Daily Std Dev42.15%75.32%
Max Drawdown-85.95%-96.27%
Current Drawdown-75.68%-44.04%

Correlation

-0.50.00.51.00.1

The correlation between APT and SOL-USD is 0.08, 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.

Performance

APT vs. SOL-USD - Performance Comparison

In the year-to-date period, APT achieves a 16.07% return, which is significantly lower than SOL-USD's 42.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
53.11%
356.50%
APT
SOL-USD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Alpha Pro Tech, Ltd.

Solana

Risk-Adjusted Performance

APT vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Pro Tech, Ltd. (APT) 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.


APT
Sharpe ratio
The chart of Sharpe ratio for APT, currently valued at 1.72, compared to the broader market-2.00-1.000.001.002.003.004.001.72
Sortino ratio
The chart of Sortino ratio for APT, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for APT, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for APT, currently valued at 0.49, compared to the broader market0.002.004.006.000.49
Martin ratio
The chart of Martin ratio for APT, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.11
SOL-USD
Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 15.17, compared to the broader market-2.00-1.000.001.002.003.004.0015.17
Sortino ratio
The chart of Sortino ratio for SOL-USD, currently valued at 6.00, compared to the broader market-4.00-2.000.002.004.006.006.00
Omega ratio
The chart of Omega ratio for SOL-USD, currently valued at 1.60, compared to the broader market0.501.001.501.60
Calmar ratio
The chart of Calmar ratio for SOL-USD, currently valued at 13.27, compared to the broader market0.002.004.006.0013.27
Martin ratio
The chart of Martin ratio for SOL-USD, currently valued at 112.85, compared to the broader market0.0010.0020.0030.00112.85

APT vs. SOL-USD - Sharpe Ratio Comparison

The current APT Sharpe Ratio is 1.27, which is lower than the SOL-USD Sharpe Ratio of 15.17. The chart below compares the 12-month rolling Sharpe Ratio of APT and SOL-USD.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00NovemberDecember2024FebruaryMarchApril
1.72
15.17
APT
SOL-USD

Drawdowns

APT vs. SOL-USD - Drawdown Comparison

The maximum APT drawdown since its inception was -85.95%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for APT and SOL-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2024FebruaryMarchApril
-68.58%
-44.04%
APT
SOL-USD

Volatility

APT vs. SOL-USD - Volatility Comparison

The current volatility for Alpha Pro Tech, Ltd. (APT) is 14.67%, while Solana (SOL-USD) has a volatility of 26.35%. This indicates that APT 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
14.67%
26.35%
APT
SOL-USD