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

Performance

ASTS vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AST SpaceMobile, Inc. (ASTS) 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, ASTS achieves a 22.14% return, which is significantly higher than SOL-USD's -47.66% return.


ASTS

1D
-3.64%
1M
18.20%
YTD
22.14%
6M
21.79%
1Y
154.77%
3Y*
148.94%
5Y*
55.49%
10Y*

SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASTS vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ASTS
AST SpaceMobile, Inc.
22.14%244.22%249.92%25.10%-39.29%-41.53%38.38%
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between ASTS and SOL-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.15

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Return for Risk

ASTS vs. SOL-USD — Risk / Return Rank

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

ASTS
ASTS Risk / Return Rank: 8181
Overall Rank
ASTS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASTS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ASTS Omega Ratio Rank: 7676
Omega Ratio Rank
ASTS Calmar Ratio Rank: 8585
Calmar Ratio Rank
ASTS Martin Ratio Rank: 8181
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
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.

ASTS vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AST SpaceMobile, Inc. (ASTS) 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.


ASTSSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.44

Omega ratioGain probability vs. loss probability

1.26

0.88

+0.37

Calmar ratioReturn relative to maximum drawdown

3.27

-0.80

+4.06

Martin ratioReturn relative to average drawdown

6.44

-1.30

+7.73

ASTS vs. SOL-USD - Sharpe Ratio Comparison

The current ASTS Sharpe Ratio is 1.50, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of ASTS 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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Sharpe Ratios by Period


ASTSSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.83

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.10

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.85

-0.46

Drawdowns

ASTS vs. SOL-USD - Drawdown Comparison

The maximum ASTS drawdown since its inception was -91.07%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ASTS and SOL-USD.


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Drawdown Indicators


ASTSSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.07%

-96.27%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-47.69%

-74.89%

+27.20%

Max Drawdown (3Y)

Largest decline over 3 years

-70.66%

-76.27%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-85.57%

-96.27%

+10.70%

Current Drawdown

Current decline from peak

-33.35%

-75.14%

+41.79%

Average Drawdown

Average peak-to-trough decline

-43.35%

-51.38%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.15%

52.72%

-28.57%

Volatility

ASTS vs. SOL-USD - Volatility Comparison

AST SpaceMobile, Inc. (ASTS) has a higher volatility of 38.98% compared to Solana (SOL-USD) at 16.21%. This indicates that ASTS'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


ASTSSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.98%

16.21%

+22.77%

Volatility (6M)

Calculated over the trailing 6-month period

82.97%

46.43%

+36.54%

Volatility (1Y)

Calculated over the trailing 1-year period

104.74%

60.21%

+44.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.29%

82.48%

+26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.48%

99.89%

+0.59%

Frequently Asked Questions


ASTS and SOL-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASTS has higher volatility (38.98%) compared to SOL-USD (16.21%). In terms of maximum drawdown, ASTS dropped -91.07% vs SOL-USD's -96.27%.

ASTS currently has the higher Sharpe Ratio (1.50 vs -0.83), 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 ASTS and SOL-USD

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