ENGI.PA vs. SOL-USD

Last updated Jun 13, 2026

ENGI.PA (ENGIE SA) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, ENGI.PA returned 27.00%/yr vs 13.02%/yr for SOL-USD. At a 0.03 correlation, their price movements are largely independent.

Performance

ENGI.PA vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ENGIE SA (ENGI.PA) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ENGI.PA is traded in EUR, while SOL-USD is traded in USD. To make them comparable, the SOL-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly higher than SOL-USD's -44.39% return.

ENGI.PA

• 1D: 0.36%
• 1M: 0.62%
• YTD: 28.95%
• 6M: 33.17%
• 1Y: 45.36%
• 3Y*: 34.44%
• 5Y*: 27.00%
• 10Y*: 14.08%

SOL-USD

• 1D: 0.00%
• 1M: -25.36%
• YTD: -44.39%
• 6M: -47.73%
• 1Y: -54.22%
• 3Y*: 63.95%
• 5Y*: 13.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGI.PA vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ENGI.PA ENGIE SA	28.95%	58.96%	5.44%	30.78%	10.71%	8.28%	26.59%
SOL-USD Solana	-44.39%	-41.91%	89.57%	938.27%	-93.80%	11,984.63%	62.35%

Correlation

The correlation between ENGI.PA and SOL-USD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020	0.03

Return for Risk

ENGI.PA vs. SOL-USD — Risk / Return Rank

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

ENGI.PA

ENGI.PA Risk / Return Rank: 89
ENGI.PA Sharpe Ratio Rank: 92
ENGI.PA Sortino Ratio Rank: 91
ENGI.PA Omega Ratio Rank: 90
ENGI.PA Calmar Ratio Rank: 87
ENGI.PA Martin Ratio Rank: 87

SOL-USD

SOL-USD Risk / Return Rank: 51
SOL-USD Sharpe Ratio Rank: 44
SOL-USD Sortino Ratio Rank: 51
SOL-USD Omega Ratio Rank: 52
SOL-USD Calmar Ratio Rank: 60
SOL-USD Martin Ratio Rank: 51

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.

ENGI.PA vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) 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.

	ENGI.PA	SOL-USD	Difference
Sharpe ratio: Return per unit of total volatility	2.28	-0.77	+3.05
Sortino ratio: Return per unit of downside risk	3.13	-1.01	+4.14
Omega ratio: Gain probability vs. loss probability	1.41	0.90	+0.51
Calmar ratio: Return relative to maximum drawdown	3.50	-0.73	+4.24
Martin ratio: Return relative to average drawdown	9.32	-1.18	+10.49

ENGI.PA vs. SOL-USD - Sharpe Ratio Comparison

The current ENGI.PA Sharpe Ratio is 2.28, which is higher than the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ENGI.PA 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.

Drawdowns

ENGI.PA vs. SOL-USD - Drawdown Comparison

The maximum ENGI.PA drawdown since its inception was -60.64%, smaller than the maximum SOL-USD drawdown of -95.78%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and SOL-USD.

Drawdown Indicators

	ENGI.PA	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-60.64%	-95.78%	+35.14%
Max Drawdown (1Y) Largest decline over 1 year	-13.29%	-73.94%	+60.65%
Max Drawdown (3Y) Largest decline over 3 years	-16.76%	-77.85%	+61.09%
Max Drawdown (5Y) Largest decline over 5 years	-30.68%	-95.78%	+65.10%
Max Drawdown (10Y) Largest decline over 10 years	-47.75%	—	—
Current Drawdown Current decline from peak	-2.14%	-76.16%	+74.02%
Average Drawdown Average peak-to-trough decline	-32.61%	-50.56%	+17.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	52.88%	-47.86%

Volatility

ENGI.PA vs. SOL-USD - Volatility Comparison

The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while Solana (SOL-USD) has a volatility of 16.09%. This indicates that ENGI.PA 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.

Volatility by Period

	ENGI.PA	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	16.09%	-11.00%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	47.29%	-30.22%
Volatility (1Y) Calculated over the trailing 1-year period	20.46%	58.69%	-38.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.30%	81.20%	-59.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	100.98%	-77.68%

Frequently Asked Questions

Can I hold both ENGI.PA and SOL-USD in my portfolio?

ENGI.PA and SOL-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.