PortfoliosLab logoPortfoliosLab logo
ETHE vs. FSOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHE vs. FSOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Trust ETF (ETHE) and Fidelity Solana Fund (FSOL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with ETHE having a -39.63% return and FSOL slightly lower at -41.01%.


ETHE

1D
-5.64%
1M
-23.64%
YTD
-39.63%
6M
-42.89%
1Y
-32.48%
3Y*
19.37%
5Y*
-11.60%
10Y*

FSOL

1D
-4.73%
1M
-14.55%
YTD
-41.01%
6M
-48.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHE vs. FSOL - Yearly Performance Comparison


2026 (YTD)2025
ETHE
Grayscale Ethereum Trust ETF
-39.63%-4.95%
FSOL
Fidelity Solana Fund
-41.01%-11.84%

Correlation

The correlation between ETHE and FSOL is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.88

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ETHE vs. FSOL — Risk / Return Rank

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

ETHE
ETHE Risk / Return Rank: 55
Overall Rank
ETHE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHE Omega Ratio Rank: 55
Omega Ratio Rank
ETHE Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHE Martin Ratio Rank: 55
Martin Ratio Rank

FSOL
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.

ETHE vs. FSOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Trust ETF (ETHE) and Fidelity Solana Fund (FSOL). 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.


ETHEFSOLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.52

Martin ratioReturn relative to average drawdown

-0.86

ETHE vs. FSOL - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


ETHEFSOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.99

+1.05

Drawdowns

ETHE vs. FSOL - Drawdown Comparison

The maximum ETHE drawdown since its inception was -96.26%, which is greater than FSOL's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for ETHE and FSOL.


Loading charts...

Drawdown Indicators


ETHEFSOLDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-50.54%

-45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-63.16%

Max Drawdown (3Y)

Largest decline over 3 years

-66.12%

Max Drawdown (5Y)

Largest decline over 5 years

-89.85%

Current Drawdown

Current decline from peak

-77.17%

-50.54%

-26.63%

Average Drawdown

Average peak-to-trough decline

-72.23%

-29.21%

-43.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.98%

Volatility

ETHE vs. FSOL - Volatility Comparison


Loading charts...

Volatility by Period


ETHEFSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

Volatility (1Y)

Calculated over the trailing 1-year period

68.31%

71.65%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.26%

71.65%

+10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.84%

71.65%

+120.19%

ETHE vs. FSOL - Expense Ratio Comparison

ETHE has a 2.50% expense ratio, which is higher than FSOL's 0.25% expense ratio.


Dividends

ETHE vs. FSOL - Dividend Comparison

ETHE's dividend yield for the trailing twelve months is around 1.35%, less than FSOL's 2.03% yield.


Frequently Asked Questions


ETHE and FSOL have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSOL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSOL is cheaper with a 0.25% expense ratio, compared with 2.50% for ETHE.

FSOL has the higher dividend yield at 2.03%, compared with 1.35% for ETHE.

They also come from different issuers: Grayscale and Fidelity. Their fees differ too: 2.50% for ETHE and 0.25% for FSOL.

Portfolio Optimizer

Find the right allocation for ETHE and FSOL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer