AVAX-USD vs. SOL-USD

In the year-to-date period, AVAX-USD achieves a 1.25% return, which is significantly lower than SOL-USD's 86.94% return.

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This table presents a comparison of risk-adjusted performance metrics for Avalanche (AVAX-USD) 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.

The current AVAX-USD Sharpe Ratio is 0.18, which is lower than the SOL-USD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AVAX-USD 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.

The maximum AVAX-USD drawdown since its inception was -93.48%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for AVAX-USD and SOL-USD. For additional features, visit the drawdowns tool.

Avalanche (AVAX-USD) has a higher volatility of 34.68% compared to Solana (SOL-USD) at 21.11%. This indicates that AVAX-USD'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.