BTC-USD vs. SOL-USD
Compare and contrast key facts about Bitcoin (BTC-USD) and Solana (SOL-USD).
Performance
BTC-USD vs. SOL-USD - Performance Comparison
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BTC-USD vs. SOL-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a -21.95% return, which is significantly higher than SOL-USD's -33.00% return.
BTC-USD
- 1D
- 2.33%
- 1M
- 3.83%
- YTD
- -21.95%
- 6M
- -40.13%
- 1Y
- -17.26%
- 3Y*
- 33.86%
- 5Y*
- 3.06%
- 10Y*
- 66.39%
SOL-USD
- 1D
- 1.09%
- 1M
- -0.26%
- YTD
- -33.00%
- 6M
- -60.06%
- 1Y
- -33.05%
- 3Y*
- 58.12%
- 5Y*
- 34.30%
- 10Y*
- —
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Return for Risk
BTC-USD vs. SOL-USD — Risk / Return Rank
BTC-USD
SOL-USD
BTC-USD vs. SOL-USD - Risk-Adjusted Trends 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.
| BTC-USD | SOL-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.39 | -0.43 | +0.04 |
Sortino ratioReturn per unit of downside risk | -0.29 | -0.20 | -0.09 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.98 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | -1.06 | -0.06 |
Martin ratioReturn relative to average drawdown | -2.03 | -1.72 | -0.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | -0.43 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.32 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.92 | +0.28 |
Correlation
The correlation between BTC-USD and SOL-USD is 0.61, 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.
Drawdowns
BTC-USD vs. SOL-USD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than 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.
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Drawdown Indicators
| BTC-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -96.27% | +10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -49.65% | -68.54% | +18.89% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -96.27% | +19.60% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -45.25% | -68.17% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -41.98% | -50.87% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.45% | 42.53% | -15.08% |
Volatility
BTC-USD vs. SOL-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 14.34%, while Solana (SOL-USD) has a volatility of 16.32%. 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.
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Volatility by Period
| BTC-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 16.32% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 36.23% | 55.13% | -18.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.76% | 63.56% | -26.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.91% | 88.86% | -41.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 101.05% | -44.35% |