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

Performance

FSOL vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Solana Fund (FSOL) 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 stocks are quite close, with FSOL having a -43.66% return and SOL-USD slightly lower at -43.82%.


FSOL

1D
-5.83%
1M
-18.63%
YTD
-43.66%
6M
-43.86%
1Y
3Y*
5Y*
10Y*

SOL-USD

1D
-2.73%
1M
-17.91%
YTD
-43.82%
6M
-43.58%
1Y
-51.64%
3Y*
61.34%
5Y*
17.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSOL vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)2025
FSOL
Fidelity Solana Fund
-43.66%-10.66%
SOL-USD
Solana
-43.82%-4.87%

Correlation

The correlation between FSOL and SOL-USD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.67

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Return for Risk

FSOL vs. SOL-USD — Risk / Return Rank

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

FSOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4242
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4444
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) 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.


FSOLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.69

Martin ratioReturn relative to average drawdown

-1.08

FSOL vs. SOL-USD - Sharpe Ratio Comparison


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Drawdowns

FSOL vs. SOL-USD - Drawdown Comparison

The maximum FSOL drawdown since its inception was -56.33%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for FSOL and SOL-USD.


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Drawdown Indicators


FSOLSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-56.33%

-96.27%

+39.94%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

Current Drawdown

Current decline from peak

-52.76%

-73.31%

+20.55%

Average Drawdown

Average peak-to-trough decline

-31.07%

-51.52%

+20.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.23%

Volatility

FSOL vs. SOL-USD - Volatility Comparison


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Volatility by Period


FSOLSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.00%

Volatility (6M)

Calculated over the trailing 6-month period

47.01%

Volatility (1Y)

Calculated over the trailing 1-year period

73.21%

60.02%

+13.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.21%

81.64%

-8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.21%

99.65%

-26.44%

Frequently Asked Questions


FSOL and SOL-USD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FSOL 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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