PortfoliosLab logoPortfoliosLab logo
CRWD vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CRWD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRWD achieves a 40.54% return, which is significantly higher than SOL-USD's -47.43% return.


CRWD

1D
-1.82%
1M
24.83%
YTD
40.54%
6M
27.87%
1Y
40.64%
3Y*
63.94%
5Y*
25.22%
10Y*

SOL-USD

1D
-1.56%
1M
-29.74%
YTD
-47.43%
6M
-50.92%
1Y
-57.11%
3Y*
55.50%
5Y*
9.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRWD
CrowdStrike Holdings, Inc.
40.54%37.00%34.01%142.49%-48.58%-3.34%264.26%
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Correlation

The correlation between CRWD and SOL-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.17

The correlation between CRWD and SOL-USD shifts across timeframes, from 0.17 (all time) to 0.32 (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

CRWD vs. SOL-USD — Risk / Return Rank

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

CRWD
CRWD Risk / Return Rank: 6666
Overall Rank
CRWD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6565
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6464
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6565
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
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.

CRWD vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) 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.


CRWDSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.19

0.89

+0.29

Calmar ratioReturn relative to maximum drawdown

1.10

-0.76

+1.86

Martin ratioReturn relative to average drawdown

2.52

-1.25

+3.77

CRWD vs. SOL-USD - Sharpe Ratio Comparison

The current CRWD Sharpe Ratio is 0.91, which is higher than the SOL-USD Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of CRWD and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CRWDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.79

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.09

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.82

-0.08

Drawdowns

CRWD vs. SOL-USD - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for CRWD and SOL-USD.


Loading charts...

Drawdown Indicators


CRWDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-96.27%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-74.89%

+37.71%

Max Drawdown (3Y)

Largest decline over 3 years

-44.44%

-76.27%

+31.83%

Max Drawdown (5Y)

Largest decline over 5 years

-67.69%

-96.27%

+28.58%

Current Drawdown

Current decline from peak

-15.77%

-75.03%

+59.26%

Average Drawdown

Average peak-to-trough decline

-23.64%

-51.39%

+27.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.18%

52.53%

-36.35%

Volatility

CRWD vs. SOL-USD - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) and Solana (SOL-USD) have volatilities of 17.60% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRWDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.60%

16.77%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

37.02%

46.54%

-9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

60.20%

-15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.79%

82.48%

-31.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.99%

99.82%

-43.83%

Frequently Asked Questions


CRWD and SOL-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWD has higher volatility (17.60%) compared to SOL-USD (16.77%). In terms of maximum drawdown, CRWD dropped -67.69% vs SOL-USD's -96.27%.

CRWD currently has the higher Sharpe Ratio (0.91 vs -0.79), 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.

Portfolio Optimizer

Find the right allocation for CRWD 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