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ETH-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETH-USD and SOL-USD is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ETH-USD vs. SOL-USD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
364.75%
4,147.39%
ETH-USD
SOL-USD

Key characteristics

Sharpe Ratio

ETH-USD:

-0.60

SOL-USD:

0.08

Sortino Ratio

ETH-USD:

-0.59

SOL-USD:

0.80

Omega Ratio

ETH-USD:

0.94

SOL-USD:

1.08

Calmar Ratio

ETH-USD:

0.03

SOL-USD:

0.02

Martin Ratio

ETH-USD:

-1.51

SOL-USD:

0.26

Ulcer Index

ETH-USD:

28.86%

SOL-USD:

27.83%

Daily Std Dev

ETH-USD:

59.30%

SOL-USD:

73.76%

Max Drawdown

ETH-USD:

-93.96%

SOL-USD:

-96.27%

Current Drawdown

ETH-USD:

-62.68%

SOL-USD:

-42.28%

Returns By Period

In the year-to-date period, ETH-USD achieves a -46.10% return, which is significantly lower than SOL-USD's -20.14% return.


ETH-USD

YTD

-46.10%

1M

-13.14%

6M

-29.13%

1Y

-42.80%

5Y*

55.86%

10Y*

N/A

SOL-USD

YTD

-20.14%

1M

5.10%

6M

-14.68%

1Y

2.31%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ETH-USD vs. SOL-USD — Risk-Adjusted Performance Rank

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

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1818
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 66
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 55
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6262
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETH-USD vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.


The chart of Sharpe ratio for ETH-USD, currently valued at -0.60, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.60
SOL-USD: 0.08
The chart of Sortino ratio for ETH-USD, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
ETH-USD: -0.59
SOL-USD: 0.80
The chart of Omega ratio for ETH-USD, currently valued at 0.94, compared to the broader market0.901.001.101.201.301.40
ETH-USD: 0.94
SOL-USD: 1.08
The chart of Calmar ratio for ETH-USD, currently valued at 0.03, compared to the broader market1.002.003.004.00
ETH-USD: 0.03
SOL-USD: 0.02
The chart of Martin ratio for ETH-USD, currently valued at -1.51, compared to the broader market0.005.0010.0015.0020.0025.00
ETH-USD: -1.51
SOL-USD: 0.26

The current ETH-USD Sharpe Ratio is -0.60, which is lower than the SOL-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ETH-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.60
0.08
ETH-USD
SOL-USD

Drawdowns

ETH-USD vs. SOL-USD - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -93.96%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SOL-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.68%
-42.28%
ETH-USD
SOL-USD

Volatility

ETH-USD vs. SOL-USD - Volatility Comparison

Ethereum (ETH-USD) and Solana (SOL-USD) have volatilities of 27.46% and 28.19%, 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
27.46%
28.19%
ETH-USD
SOL-USD