BITW vs. SOL

Last updated Apr 2, 2026

Compare and contrast key facts about Bitwise 10 Crypto Index Fund (BITW) and ReneSola Ltd (SOL).

Performance

BITW vs. SOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise 10 Crypto Index Fund (BITW) and ReneSola Ltd (SOL). The values are adjusted to include any dividend payments, if applicable.

BITW vs. SOL - Yearly Performance Comparison

	2026 (YTD)
BITW Bitwise 10 Crypto Index Fund	-2.50%
SOL ReneSola Ltd	0.00%

Returns By Period

BITW

• 1D: 0.70%
• 1M: -0.88%
• YTD: -23.55%
• 6M: -44.70%
• 1Y: -10.75%
• 3Y*: 60.08%
• 5Y*: -11.49%
• 10Y*: —

SOL

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BITW vs. SOL — Risk / Return Rank

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

BITW

BITW Risk / Return Rank: 32
BITW Sharpe Ratio Rank: 31
BITW Sortino Ratio Rank: 30
BITW Omega Ratio Rank: 30
BITW Calmar Ratio Rank: 35
BITW Martin Ratio Rank: 34

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.

BITW vs. SOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index Fund (BITW) and ReneSola Ltd (SOL). 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.

	BITW	SOL	Difference
Sharpe ratio Return per unit of total volatility	-0.21	—	—
Sortino ratio Return per unit of downside risk	0.05	—	—
Omega ratio Gain probability vs. loss probability	1.01	—	—
Calmar ratio Return relative to maximum drawdown	-0.19	—	—
Martin ratio Return relative to average drawdown	-0.41	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BITW	SOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	—	—

Dividends

BITW vs. SOL - Dividend Comparison

Neither BITW nor SOL has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BITW vs. SOL - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, which is greater than SOL's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BITW and SOL.

Drawdown Indicators

	BITW	SOL	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	0.00%	-96.46%
Max Drawdown (1Y) Largest decline over 1 year	-52.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-94.79%	—	—
Current Drawdown Current decline from peak	-67.69%	0.00%	-67.69%
Average Drawdown Average peak-to-trough decline	-69.75%	0.00%	-69.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.52%	—	—

Volatility

Volatility by Period

	BITW	SOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	41.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	51.74%	0.00%	+51.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.66%	0.00%	+67.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	110.28%	0.00%	+110.28%

Financials