EEM vs. SOL-USD
EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net), while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, EEM returned 7.63%/yr vs 13.25%/yr for SOL-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
EEM vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EEM achieves a 28.15% return, which is significantly higher than SOL-USD's -40.55% return.
EEM
- 1D
- 3.29%
- 1M
- 7.75%
- YTD
- 28.15%
- 6M
- 31.50%
- 1Y
- 52.42%
- 3Y*
- 22.37%
- 5Y*
- 7.63%
- 10Y*
- 10.16%
SOL-USD
- 1D
- 3.85%
- 1M
- -14.48%
- YTD
- -40.55%
- 6M
- -42.11%
- 1Y
- -51.64%
- 3Y*
- 69.03%
- 5Y*
- 13.25%
- 10Y*
- —
EEM vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 28.15% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 48.54% |
SOL-USD Solana | -40.55% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between EEM and SOL-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.22 |
The correlation between EEM and SOL-USD shifts across timeframes, from 0.21 (3 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EEM vs. SOL-USD — Risk / Return Rank
EEM
SOL-USD
EEM vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) 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.
| EEM | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +3.98 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.91 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | -0.69 | +4.59 |
| Martin ratioReturn relative to average drawdown | 14.36 | -1.10 | +15.46 |
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Drawdowns
EEM vs. SOL-USD - Drawdown Comparison
The maximum EEM drawdown since its inception was -66.43%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for EEM and SOL-USD.
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Drawdown Indicators
| EEM | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.43% | -96.27% | +29.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -74.89% | +61.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -76.28% | +58.99% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -96.27% | +58.78% |
Max Drawdown (10Y)Largest decline over 10 years | -39.82% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -71.76% | +70.79% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -51.44% | +35.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 52.81% | -49.15% |
Volatility
EEM vs. SOL-USD - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets ETF (EEM) is 11.26%, while Solana (SOL-USD) has a volatility of 18.52%. This indicates that EEM 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
| EEM | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 18.52% | -7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 47.20% | -27.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 60.21% | -38.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.32% | 82.34% | -63.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 99.79% | -79.12% |
Frequently Asked Questions
EEM and SOL-USD have a correlation of 0.35, 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 (18.52%) compared to EEM (11.26%). In terms of maximum drawdown, EEM dropped -66.43% vs SOL-USD's -96.27%.
EEM currently has the higher Sharpe Ratio (2.42 vs -0.72), 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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