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

Performance

AVUV vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) 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, AVUV achieves a 22.73% return, which is significantly higher than SOL-USD's -46.20% return.


AVUV

1D
0.96%
1M
5.96%
YTD
22.73%
6M
19.51%
1Y
40.08%
3Y*
19.24%
5Y*
11.57%
10Y*

SOL-USD

1D
0.15%
1M
-26.54%
YTD
-46.20%
6M
-49.40%
1Y
-56.07%
3Y*
64.54%
5Y*
11.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%64.89%
SOL-USD
Solana
-46.20%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between AVUV and SOL-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.24

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

0.25

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

0.20

The correlation between AVUV and SOL-USD shifts across timeframes, from 0.20 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AVUV vs. SOL-USD — Risk / Return Rank

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

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.


AVUVSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+4.32

Omega ratioGain probability vs. loss probability

1.39

0.90

+0.49

Calmar ratioReturn relative to maximum drawdown

5.06

-0.75

+5.81

Martin ratioReturn relative to average drawdown

15.09

-1.21

+16.30

AVUV vs. SOL-USD - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the SOL-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of AVUV 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

AVUV vs. SOL-USD - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for AVUV and SOL-USD.


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Drawdown Indicators


AVUVSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-96.27%

+46.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-74.89%

+66.94%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-76.28%

+47.49%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-96.27%

+67.48%

Current Drawdown

Current decline from peak

0.00%

-74.45%

+74.45%

Average Drawdown

Average peak-to-trough decline

-7.91%

-51.41%

+43.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

52.87%

-50.20%

Volatility

AVUV vs. SOL-USD - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that AVUV 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.


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Volatility by Period


AVUVSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

17.43%

-12.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

46.84%

-35.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

60.20%

-42.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

82.38%

-59.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

99.84%

-71.58%

Frequently Asked Questions


AVUV and SOL-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (17.43%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs SOL-USD's -96.27%.

AVUV currently has the higher Sharpe Ratio (2.28 vs -0.78), 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 AVUV 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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