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 15.05%/yr vs 46.02%/yr for SOL-USD. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
CRPT vs. SOL-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRPT achieves a -25.52% return, which is significantly higher than SOL-USD's -42.11% return.
CRPT
- 1D
- -3.54%
- 1M
- -8.13%
- 6M
- -26.74%
- YTD
- -25.52%
- 1Y
- -47.83%
- 3Y*
- 15.05%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -9.95%
SOL-USD
- 1D
- -1.03%
- 1M
- -10.65%
- 6M
- -31.68%
- YTD
- -42.11%
- 1Y
- -55.71%
- 3Y*
- 46.02%
- 5Y*
- 16.77%
- 10Y*
- —
- ALL TIME*
- 102.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.58M | $1.12M | $1.35M | |
SOL-USD Solana | $111.25B | $132.69B | $228.16B |
CRPT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -25.52% | -9.54% | 75.29% | 193.86% | -80.84% | -9.59% |
SOL-USD Solana | -42.11% | -34.09% | 85.68% | 919.96% | -94.13% | 28.15% |
Correlation
The correlation between CRPT and SOL-USD is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 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 0.60 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.89 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.74 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.44 | -1.05 | -0.38 |
Loading charts...
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.
Loading charts...
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 | -55.40% | -74.89% | +19.49% |
Max Drawdown (3Y)Largest decline over 3 years | -56.62% | -76.28% | +19.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -56.77% | -72.50% | +15.73% |
Average DrawdownAverage peak-to-trough decline | -52.60% | -51.85% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.32% | 38.27% | -1.95% |
Volatility
CRPT vs. SOL-USD - Volatility Comparison
First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 16.68% compared to Solana (SOL-USD) at 9.92%. 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.
Loading charts...
Volatility by Period
| CRPT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 9.92% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 47.05% | 45.04% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.08% | 58.42% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.41% | 80.67% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.41% | 98.93% | -26.52% |
Frequently Asked Questions
CRPT and SOL-USD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRPT has higher volatility (16.68%) compared to SOL-USD (9.92%). In terms of maximum drawdown, CRPT dropped -88.34% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.79 vs -0.87), 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.
Find the right allocation for CRPT and SOL-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer