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GBTC vs. GSOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. GSOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and Grayscale Solana Staking ETF (GSOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%

GSOL

1D
-4.08%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. GSOL - Yearly Performance Comparison


Correlation

The correlation between GBTC and GSOL is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

1.00

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Return for Risk

GBTC vs. GSOL — Risk / Return Rank

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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank

GSOL
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.

GBTC vs. GSOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and Grayscale Solana Staking ETF (GSOL). 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.


GBTCGSOLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.40

GBTC vs. GSOL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GBTCGSOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

-2.47

+3.13

Drawdowns

GBTC vs. GSOL - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, which is greater than GSOL's maximum drawdown of -15.93%. Use the drawdown chart below to compare losses from any high point for GBTC and GSOL.


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Drawdown Indicators


GBTCGSOLDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-15.93%

-73.98%

Max Drawdown (1Y)

Largest decline over 1 year

-49.87%

Max Drawdown (3Y)

Largest decline over 3 years

-49.87%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-49.87%

-15.93%

-33.94%

Average Drawdown

Average peak-to-trough decline

-43.43%

-7.61%

-35.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.81%

Volatility

GBTC vs. GSOL - Volatility Comparison


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Volatility by Period


GBTCGSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

Volatility (6M)

Calculated over the trailing 6-month period

33.86%

Volatility (1Y)

Calculated over the trailing 1-year period

43.69%

45.17%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.44%

45.17%

+17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.20%

45.17%

+37.03%

GBTC vs. GSOL - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than GSOL's 0.35% expense ratio.


Dividends

GBTC vs. GSOL - Dividend Comparison

Neither GBTC nor GSOL has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
GSOL
Grayscale Solana Staking ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, GBTC and GSOL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GSOL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSOL is cheaper with a 0.35% expense ratio, compared with 1.50% for GBTC.

GBTC and GSOL have nearly identical dividend yields, around 0.00%.

Their fees differ too: 1.50% for GBTC and 0.35% for GSOL.

Portfolio Optimizer

Find the right allocation for GBTC and GSOL

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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