GC=F vs. SOL-USD

Last updated Jun 13, 2026

GC=F (Gold Futures) is an asset, while SOL-USD (Solana) is a cryptocurrency. At a correlation of -0.04, they often move in opposite directions.

Performance

GC=F vs. SOL-USD - Performance Comparison

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

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: 0.85%
• 1M: -25.39%
• YTD: -44.76%
• 6M: -48.38%
• 1Y: -53.76%
• 3Y*: 68.07%
• 5Y*: 12.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GC=F vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%
SOL-USD Solana	-44.76%	-34.09%	85.68%	919.96%	-89.32%

Correlation

The correlation between GC=F and SOL-USD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.04

Return for Risk

GC=F vs. SOL-USD — Risk / Return Rank

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

GC=F

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: 51
SOL-USD Sharpe Ratio Rank: 44
SOL-USD Sortino Ratio Rank: 51
SOL-USD Omega Ratio Rank: 52
SOL-USD Calmar Ratio Rank: 60
SOL-USD Martin Ratio Rank: 51

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.

GC=F vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) 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.

	GC=F	SOL-USD	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.74	—
Sortino ratio: Return per unit of downside risk	—	-0.98	—
Omega ratio: Gain probability vs. loss probability	—	0.91	—
Calmar ratio: Return relative to maximum drawdown	—	-0.72	—
Martin ratio: Return relative to average drawdown	—	-1.16	—

Drawdowns

Drawdown Indicators

	GC=F	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-96.27%	—
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	—	-73.76%	—
Average Drawdown Average peak-to-trough decline	—	-51.42%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	53.06%	—

Volatility

Volatility by Period

	GC=F	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	60.08%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	82.35%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	99.82%	—

Frequently Asked Questions

Can I hold both GC=F and SOL-USD in my portfolio?

GC=F and SOL-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.