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

Performance

ETC-USD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum Classic (ETC-USD) 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, ETC-USD achieves a -38.69% return, which is significantly higher than SOL-USD's -45.67% return.


ETC-USD

1D
0.57%
1M
-18.66%
YTD
-38.69%
6M
-39.79%
1Y
-56.77%
3Y*
-27.77%
5Y*
-29.57%
10Y*

SOL-USD

1D
-0.59%
1M
-19.12%
YTD
-45.67%
6M
-43.65%
1Y
-52.93%
3Y*
60.74%
5Y*
17.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETC-USD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ETC-USD
Ethereum Classic
-38.69%-54.13%13.87%39.62%-53.90%499.54%-3.83%
SOL-USD
Solana
-45.67%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between ETC-USD and SOL-USD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.70

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.60

Over the past year, ETC-USD and SOL-USD have become more correlated (0.81) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

ETC-USD vs. SOL-USD — Risk / Return Rank

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

ETC-USD
ETC-USD Risk / Return Rank: 4646
Overall Rank
ETC-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4444
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4747
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 5353
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5353
Overall Rank
SOL-USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5050
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum Classic (ETC-USD) 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.


ETC-USDSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.89

0.91

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.71

-0.08

Martin ratioReturn relative to average drawdown

-1.15

-1.10

-0.06

ETC-USD vs. SOL-USD - Sharpe Ratio Comparison

The current ETC-USD Sharpe Ratio is -0.78, which is comparable to the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ETC-USD 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

ETC-USD vs. SOL-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -95.18%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ETC-USD and SOL-USD.


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Drawdown Indicators


ETC-USDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.18%

-96.27%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-72.46%

-74.89%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-82.26%

-76.28%

-5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-90.94%

-96.27%

+5.33%

Current Drawdown

Current decline from peak

-95.02%

-74.19%

-20.83%

Average Drawdown

Average peak-to-trough decline

-73.75%

-51.54%

-22.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.68%

48.59%

-4.91%

Volatility

ETC-USD vs. SOL-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 14.73%, while Solana (SOL-USD) has a volatility of 19.10%. This indicates that ETC-USD 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


ETC-USDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

19.10%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

43.19%

47.04%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

60.23%

59.50%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.49%

81.59%

-9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.73%

99.61%

+30.12%

Frequently Asked Questions


ETC-USD and SOL-USD have a correlation of 0.81, 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 (19.10%) compared to ETC-USD (14.73%). In terms of maximum drawdown, ETC-USD dropped -95.18% vs SOL-USD's -96.27%.

SOL-USD currently has the higher Sharpe Ratio (-0.74 vs -0.78), 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 ETC-USD 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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