EQ vs. SOL-USD
EQ (Equillium Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, EQ returned -16.15%/yr vs 13.56%/yr for SOL-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
EQ vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EQ achieves a 80.00% return, which is significantly higher than SOL-USD's -43.22% return.
EQ
- 1D
- -9.42%
- 1M
- 34.13%
- YTD
- 80.00%
- 6M
- 224.68%
- 1Y
- 662.30%
- 3Y*
- 64.24%
- 5Y*
- -16.15%
- 10Y*
- —
SOL-USD
- 1D
- -4.70%
- 1M
- -15.97%
- YTD
- -43.22%
- 6M
- -51.16%
- 1Y
- -54.50%
- 3Y*
- 47.95%
- 5Y*
- 13.56%
- 10Y*
- —
EQ vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EQ Equillium Inc | 80.00% | 107.16% | 3.49% | -31.79% | -71.88% | -29.53% | 111.46% |
SOL-USD Solana | -43.22% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
Correlation
The correlation between EQ and SOL-USD is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.09 |
The correlation between EQ and SOL-USD shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EQ vs. SOL-USD — Risk / Return Rank
EQ
SOL-USD
EQ vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equillium Inc (EQ) 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.
| EQ | SOL-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.03 | -0.76 | +4.79 |
Sortino ratioReturn per unit of downside risk | 4.48 | -1.02 | +5.50 |
Omega ratioGain probability vs. loss probability | 1.52 | 0.90 | +0.62 |
Calmar ratioReturn relative to maximum drawdown | 10.65 | -0.76 | +11.41 |
Martin ratioReturn relative to average drawdown | 23.47 | -1.21 | +24.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQ | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.03 | -0.76 | +4.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.14 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.84 | -0.91 |
Drawdowns
EQ vs. SOL-USD - Drawdown Comparison
The maximum EQ drawdown since its inception was -98.91%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for EQ and SOL-USD.
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Drawdown Indicators
| EQ | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -96.27% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -57.79% | -71.46% | +13.67% |
Max Drawdown (3Y)Largest decline over 3 years | -90.33% | -73.03% | -17.30% |
Max Drawdown (5Y)Largest decline over 5 years | -96.20% | -96.27% | +0.07% |
Current DrawdownCurrent decline from peak | -89.47% | -73.03% | -16.44% |
Average DrawdownAverage peak-to-trough decline | -84.98% | -51.34% | -33.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.22% | 51.54% | -25.32% |
Volatility
EQ vs. SOL-USD - Volatility Comparison
Equillium Inc (EQ) has a higher volatility of 38.62% compared to Solana (SOL-USD) at 15.03%. This indicates that EQ'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
| EQ | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.62% | 15.03% | +23.59% |
Volatility (6M)Calculated over the trailing 6-month period | 79.07% | 45.60% | +33.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 165.88% | 59.79% | +106.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 114.75% | 82.60% | +32.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 288.95% | 99.86% | +189.09% |
Frequently Asked Questions
EQ and SOL-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQ has higher volatility (38.62%) compared to SOL-USD (15.03%). In terms of maximum drawdown, EQ dropped -98.91% vs SOL-USD's -96.27%.
EQ currently has the higher Sharpe Ratio (4.03 vs -0.76), 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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