CRPT vs. SOL-USD
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF) is Technology Equities fund actively managed by First Trust, while SOL-USD (Solana) is a cryptocurrency. Over the past 3 years, CRPT returned 18.07%/yr vs 43.76%/yr for SOL-USD. At a 0.47 correlation, their price movements are largely independent.
Performance
CRPT vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CRPT achieves a -19.39% return, which is significantly higher than SOL-USD's -37.85% return.
CRPT
- 1D
- -0.49%
- 1M
- -9.02%
- 6M
- -26.71%
- YTD
- -19.39%
- 1Y
- -50.03%
- 3Y*
- 18.07%
- 5Y*
- —
- 10Y*
- —
SOL-USD
- 1D
- 0.78%
- 1M
- 15.80%
- 6M
- -44.56%
- YTD
- -37.85%
- 1Y
- -51.89%
- 3Y*
- 43.76%
- 5Y*
- 21.55%
- 10Y*
- —
CRPT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -19.39% | -9.54% | 75.29% | 193.86% | -80.84% | -9.59% |
SOL-USD Solana | -37.85% | -34.09% | 85.68% | 919.96% | -94.13% | 28.15% |
Correlation
The correlation between CRPT and SOL-USD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2021 | 0.47 |
The correlation between CRPT and SOL-USD shifts across timeframes, from 0.47 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CRPT vs. SOL-USD — Risk / Return Rank
CRPT
SOL-USD
CRPT vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) 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.
| CRPT | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.91 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.69 | -0.18 |
| Martin ratioReturn relative to average drawdown | -1.38 | -1.03 | -0.36 |
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Drawdowns
CRPT vs. SOL-USD - Drawdown Comparison
The maximum CRPT drawdown since its inception was -88.34%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for CRPT and SOL-USD.
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Drawdown Indicators
| CRPT | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.34% | -96.27% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -56.46% | -74.89% | +18.43% |
Max Drawdown (3Y)Largest decline over 3 years | -56.46% | -76.28% | +19.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -53.21% | -70.48% | +17.27% |
Average DrawdownAverage peak-to-trough decline | -52.57% | -51.68% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.74% | 42.54% | -6.80% |
Volatility
CRPT vs. SOL-USD - Volatility Comparison
First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 16.25% compared to Solana (SOL-USD) at 15.17%. This indicates that CRPT's price experiences larger fluctuations and is considered to be riskier 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
| CRPT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.25% | 15.17% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 46.78% | 47.72% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.50% | 59.42% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.51% | 81.38% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.51% | 99.31% | -26.80% |
Frequently Asked Questions
CRPT and SOL-USD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRPT has higher volatility (16.25%) compared to SOL-USD (15.17%). In terms of maximum drawdown, CRPT dropped -88.34% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.73 vs -0.85), 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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