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EQ vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

EQ vs. SOL-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, EQ achieves a 85.81% return, which is significantly higher than SOL-USD's -39.45% return.


EQ

1D
-1.03%
1M
2.49%
6M
150.43%
YTD
85.81%
1Y
723.09%
3Y*
49.32%
5Y*
-12.67%
10Y*

SOL-USD

1D
-1.98%
1M
9.38%
6M
-45.80%
YTD
-39.45%
1Y
-53.26%
3Y*
41.32%
5Y*
19.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQ vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EQ
Equillium Inc
85.81%107.16%3.49%-31.79%-71.88%-29.53%111.46%
SOL-USD
Solana
-39.45%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between EQ and SOL-USD is -0.03, 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

-0.03

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 10, 2020

0.09

The correlation between EQ and SOL-USD shifts across timeframes, from -0.03 (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

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

EQ
EQ Risk / Return Rank: 9898
Overall Rank
EQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EQ Sortino Ratio Rank: 9898
Sortino Ratio Rank
EQ Omega Ratio Rank: 9696
Omega Ratio Rank
EQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
EQ Martin Ratio Rank: 9898
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5858
Overall Rank
SOL-USD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5555
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6464
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.

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.

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.


EQSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+5.20

Sortino ratioReturn per unit of downside risk

+5.62

Omega ratioGain probability vs. loss probability

1.54

0.91

+0.63

Calmar ratioReturn relative to maximum drawdown

12.63

-0.71

+13.34

Martin ratioReturn relative to average drawdown

27.98

-1.05

+29.04

EQ vs. SOL-USD - Sharpe Ratio Comparison

The current EQ Sharpe Ratio is 4.45, which is higher than the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of EQ 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.


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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


EQSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.91%

-96.27%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-57.79%

-74.89%

+17.10%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-76.28%

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-95.85%

-96.27%

+0.42%

Current Drawdown

Current decline from peak

-89.13%

-71.24%

-17.89%

Average Drawdown

Average peak-to-trough decline

-84.99%

-51.69%

-33.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.04%

42.68%

-16.64%

Volatility

EQ vs. SOL-USD - Volatility Comparison

Equillium Inc (EQ) has a higher volatility of 20.21% compared to Solana (SOL-USD) at 15.11%. 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


EQSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.21%

15.11%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

66.68%

47.74%

+18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

164.35%

59.43%

+104.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.01%

81.36%

+33.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

287.00%

99.29%

+187.71%

Frequently Asked Questions


EQ and SOL-USD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQ has higher volatility (20.21%) compared to SOL-USD (15.11%). In terms of maximum drawdown, EQ dropped -98.91% vs SOL-USD's -96.27%.

EQ currently has the higher Sharpe Ratio (4.45 vs -0.74), 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 EQ 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.

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