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

Performance

BTC-USD vs. SOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and ReneSola Ltd (SOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BTC-USD

1D
2.42%
1M
-17.06%
YTD
-25.06%
6M
-25.64%
1Y
-37.83%
3Y*
36.87%
5Y*
10.30%
10Y*
55.97%

SOL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. SOL - Yearly Performance Comparison


2026 (YTD)
BTC-USD
Bitcoin
4.42%
SOL
ReneSola Ltd
0.00%

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Return for Risk

BTC-USD vs. SOL — Risk / Return Rank

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

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
Martin Ratio Rank

SOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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

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

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.


BTC-USDSOLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.28

BTC-USD vs. SOL - Sharpe Ratio Comparison


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Drawdowns

BTC-USD vs. SOL - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than SOL's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SOL.


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Drawdown Indicators


BTC-USDSOLDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

0.00%

-85.30%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-47.43%

0.00%

-47.43%

Average Drawdown

Average peak-to-trough decline

-42.37%

0.00%

-42.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.28%

Volatility

BTC-USD vs. SOL - Volatility Comparison


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Volatility by Period


BTC-USDSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

Volatility (1Y)

Calculated over the trailing 1-year period

35.63%

0.00%

+35.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.55%

0.00%

+44.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.61%

0.00%

+56.61%

Portfolio Optimizer

Find the right allocation for BTC-USD and SOL

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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