PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BTC-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTC-USD and SOL-USD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BTC-USD vs. SOL-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
62.37%
40.66%
BTC-USD
SOL-USD

Key characteristics

Sharpe Ratio

BTC-USD:

2.39

SOL-USD:

1.57

Sortino Ratio

BTC-USD:

3.05

SOL-USD:

2.30

Omega Ratio

BTC-USD:

1.30

SOL-USD:

1.22

Calmar Ratio

BTC-USD:

2.39

SOL-USD:

1.31

Martin Ratio

BTC-USD:

10.91

SOL-USD:

6.74

Ulcer Index

BTC-USD:

11.02%

SOL-USD:

18.91%

Daily Std Dev

BTC-USD:

44.03%

SOL-USD:

69.03%

Max Drawdown

BTC-USD:

-93.07%

SOL-USD:

-96.27%

Current Drawdown

BTC-USD:

0.00%

SOL-USD:

-4.37%

Returns By Period

In the year-to-date period, BTC-USD achieves a 13.61% return, which is significantly lower than SOL-USD's 32.31% return.


BTC-USD

YTD

13.61%

1M

11.61%

6M

61.00%

1Y

168.67%

5Y*

66.06%

10Y*

83.30%

SOL-USD

YTD

32.31%

1M

38.99%

6M

44.95%

1Y

199.46%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BTC-USD vs. SOL-USD — Risk-Adjusted Performance Rank

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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 8080
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 2.39, compared to the broader market0.002.004.006.008.0010.002.391.57
The chart of Sortino ratio for BTC-USD, currently valued at 3.05, compared to the broader market0.002.004.006.003.052.30
The chart of Omega ratio for BTC-USD, currently valued at 1.30, compared to the broader market1.001.201.401.601.301.22
The chart of Calmar ratio for BTC-USD, currently valued at 2.39, compared to the broader market2.004.006.008.002.391.31
The chart of Martin ratio for BTC-USD, currently valued at 10.91, compared to the broader market0.0020.0040.0060.0080.0010.916.74
BTC-USD
SOL-USD

The current BTC-USD Sharpe Ratio is 2.39, which is higher than the SOL-USD Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BTC-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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
2.39
1.57
BTC-USD
SOL-USD

Drawdowns

BTC-USD vs. SOL-USD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.07%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SOL-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-4.37%
BTC-USD
SOL-USD

Volatility

BTC-USD vs. SOL-USD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 13.34%, while Solana (SOL-USD) has a volatility of 27.85%. This indicates that BTC-USD 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.34%
27.85%
BTC-USD
SOL-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab