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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

The year-to-date returns for both investments are quite close, with ETC-USD having a -38.52% return and SOL-USD slightly higher at -38.21%.


ETC-USD

1D
-0.85%
1M
-5.12%
6M
-46.59%
YTD
-38.52%
1Y
-63.01%
3Y*
-27.92%
5Y*
-29.75%
10Y*

SOL-USD

1D
-1.17%
1M
4.02%
6M
-47.58%
YTD
-38.21%
1Y
-53.12%
3Y*
41.00%
5Y*
23.94%
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
-38.52%-54.13%13.87%39.62%-53.90%499.54%-3.83%
SOL-USD
Solana
-38.21%-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

0.71

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: 3939
Overall Rank
ETC-USD Sharpe Ratio Rank: 3535
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: 4040
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4343
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5959
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5757
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6565
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

-0.14

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.86

0.91

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.71

-0.16

Martin ratioReturn relative to average drawdown

-1.21

-1.04

-0.17

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

The current ETC-USD Sharpe Ratio is -0.88, 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

-95.01%

-70.65%

-24.36%

Average Drawdown

Average peak-to-trough decline

-73.87%

-51.70%

-22.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.86%

42.95%

+3.91%

Volatility

ETC-USD vs. SOL-USD - Volatility Comparison

The current volatility for Ethereum Classic (ETC-USD) is 10.72%, while Solana (SOL-USD) has a volatility of 14.96%. 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

10.72%

14.96%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

41.70%

47.69%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

59.74%

59.54%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.36%

81.26%

-9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.39%

99.26%

+30.13%

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 (14.96%) compared to ETC-USD (10.72%). 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 -0.88), 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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