BTC-USD vs. SOL-USD
BTC-USD (Bitcoin) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, BTC-USD returned 13.47%/yr vs 19.74%/yr for SOL-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
BTC-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.93% return, which is significantly higher than SOL-USD's -37.27% return.
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
SOL-USD
- 1D
- 0.40%
- 1M
- 20.26%
- 6M
- -43.53%
- YTD
- -37.27%
- 1Y
- -50.31%
- 3Y*
- 54.18%
- 5Y*
- 19.74%
- 10Y*
- —
BTC-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between BTC-USD and SOL-USD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.61 |
Over the past year, BTC-USD and SOL-USD have become more correlated (0.84) than their long-term average of 0.61, meaning their price movements have been converging.
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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.
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-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.92 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.67 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.00 | -0.34 |
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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 | -53.08% | -74.89% | +21.81% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -76.28% | +23.20% |
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 | -49.44% | -70.20% | +20.76% |
Average DrawdownAverage peak-to-trough decline | -42.53% | -51.65% | +9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.20% | 47.73% | -16.53% |
Volatility
BTC-USD vs. SOL-USD - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.25%, while Solana (SOL-USD) has a volatility of 16.25%. 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 | 9.25% | 16.25% | -7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 47.81% | -12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.75% | 59.61% | -23.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 81.42% | -37.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.32% | 99.37% | -43.05% |
Frequently Asked Questions
BTC-USD and SOL-USD have a correlation of 0.84, 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 (16.25%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.70 vs -1.01), 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.
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