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


2026 (YTD)202520242023202220212020
ETC-USD
Ethereum Classic
-31.35%-54.13%13.87%39.62%-53.90%499.54%7.80%
SOL-USD
Solana
-36.36%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Returns By Period

In the year-to-date period, ETC-USD achieves a -31.35% return, which is significantly higher than SOL-USD's -36.36% return.


ETC-USD

1D
-4.03%
1M
-7.64%
YTD
-31.35%
6M
-60.82%
1Y
-51.12%
3Y*
-27.59%
5Y*
-10.38%
10Y*

SOL-USD

1D
-2.43%
1M
-8.96%
YTD
-36.36%
6M
-66.28%
1Y
-32.54%
3Y*
56.99%
5Y*
28.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 2727
Overall Rank
ETC-USD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 3939
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 1010
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 1414
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5858
Overall Rank
SOL-USD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 6565
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 3535
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.


ETC-USDSOL-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.67

-0.43

-0.25

Sortino ratio

Return per unit of downside risk

-0.82

-0.19

-0.63

Omega ratio

Gain probability vs. loss probability

0.92

0.98

-0.06

Calmar ratio

Return relative to maximum drawdown

-1.15

-1.03

-0.12

Martin ratio

Return relative to average drawdown

-1.74

-1.64

-0.11

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

The current ETC-USD Sharpe Ratio is -0.67, which is lower than the SOL-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ETC-USD and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETC-USDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

-0.43

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.27

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.90

-0.74

Correlation

The correlation between ETC-USD and SOL-USD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

ETC-USD vs. SOL-USD - Drawdown Comparison

The maximum ETC-USD drawdown since its inception was -94.43%, 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

-94.43%

-96.27%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-68.17%

-68.54%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-94.43%

-96.27%

+1.84%

Current Drawdown

Current decline from peak

-94.43%

-69.77%

-24.66%

Average Drawdown

Average peak-to-trough decline

-73.29%

-50.88%

-22.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.68%

42.95%

+1.73%

Volatility

ETC-USD vs. SOL-USD - Volatility Comparison

Ethereum Classic (ETC-USD) and Solana (SOL-USD) have volatilities of 16.00% and 16.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

16.00%

16.17%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

57.14%

54.42%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

63.33%

63.60%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.57%

88.86%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.97%

101.02%

+29.95%