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BTCC-B.TO vs. SOLQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCC-B.TO vs. SOLQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and 3iQ Solana Staking ETF (SOLQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCC-B.TO achieves a -25.58% return, which is significantly higher than SOLQ.TO's -36.99% return.


BTCC-B.TO

1D
-0.40%
1M
-1.58%
6M
-32.83%
YTD
-25.58%
1Y
-45.76%
3Y*
30.16%
5Y*
15.77%
10Y*

SOLQ.TO

1D
-1.04%
1M
4.51%
6M
-46.77%
YTD
-36.99%
1Y
-54.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCC-B.TO vs. SOLQ.TO - Yearly Performance Comparison


2026 (YTD)2025
BTCC-B.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-25.58%1.27%
SOLQ.TO
3iQ Solana Staking ETF
-36.99%-1.38%

Correlation

The correlation between BTCC-B.TO and SOLQ.TO is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.85

The correlation between BTCC-B.TO and SOLQ.TO has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

BTCC-B.TO vs. SOLQ.TO — Risk / Return Rank

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

BTCC-B.TO
BTCC-B.TO Risk / Return Rank: 22
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-B.TO Martin Ratio Rank: 22
Martin Ratio Rank

SOLQ.TO
SOLQ.TO Risk / Return Rank: 44
Overall Rank
SOLQ.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLQ.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
SOLQ.TO Omega Ratio Rank: 44
Omega Ratio Rank
SOLQ.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
SOLQ.TO Martin Ratio Rank: 44
Martin Ratio Rank
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.

BTCC-B.TO vs. SOLQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and 3iQ Solana Staking ETF (SOLQ.TO). 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.


BTCC-B.TOSOLQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.82

0.89

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.74

-0.12

Martin ratioReturn relative to average drawdown

-1.35

-1.08

-0.27

BTCC-B.TO vs. SOLQ.TO - Sharpe Ratio Comparison

The current BTCC-B.TO Sharpe Ratio is -1.07, which is lower than the SOLQ.TO Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of BTCC-B.TO and SOLQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTCC-B.TO vs. SOLQ.TO - Drawdown Comparison

The maximum BTCC-B.TO drawdown since its inception was -75.12%, roughly equal to the maximum SOLQ.TO drawdown of -73.59%. Use the drawdown chart below to compare losses from any high point for BTCC-B.TO and SOLQ.TO.


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Drawdown Indicators


BTCC-B.TOSOLQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.12%

-73.59%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-52.89%

-73.59%

+20.70%

Max Drawdown (3Y)

Largest decline over 3 years

-52.89%

Max Drawdown (5Y)

Largest decline over 5 years

-75.12%

Current Drawdown

Current decline from peak

-49.16%

-68.43%

+19.27%

Average Drawdown

Average peak-to-trough decline

-33.17%

-37.50%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.98%

50.50%

-16.52%

Volatility

BTCC-B.TO vs. SOLQ.TO - Volatility Comparison

The current volatility for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) is 9.57%, while 3iQ Solana Staking ETF (SOLQ.TO) has a volatility of 18.98%. This indicates that BTCC-B.TO experiences smaller price fluctuations and is considered to be less risky than SOLQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCC-B.TOSOLQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

18.98%

-9.41%

Volatility (6M)

Calculated over the trailing 6-month period

33.27%

51.12%

-17.85%

Volatility (1Y)

Calculated over the trailing 1-year period

43.06%

72.62%

-29.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.92%

70.98%

-18.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.64%

70.98%

-16.34%

Dividends

BTCC-B.TO vs. SOLQ.TO - Dividend Comparison

Neither BTCC-B.TO nor SOLQ.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCC-B.TO and SOLQ.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments and 3iQ.

Portfolio Optimizer

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