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

Performance

GOOGL vs. SOL-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, GOOGL achieves a 12.60% return, which is significantly higher than SOL-USD's -37.28% return.


GOOGL

1D
1.51%
1M
-4.36%
6M
6.80%
YTD
12.60%
1Y
90.75%
3Y*
43.56%
5Y*
22.73%
10Y*
25.05%
ALL TIME*
25.38%

SOL-USD

1D
2.27%
1M
6.73%
6M
-41.47%
YTD
-37.28%
1Y
-57.00%
3Y*
45.16%
5Y*
23.94%
10Y*
ALL TIME*
106.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GOOGL
Alphabet Inc. Class A
12.60%65.99%36.01%58.32%-39.09%65.30%45.26%
SOL-USD
Solana
-37.28%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between GOOGL and SOL-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.20

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Return for Risk

GOOGL vs. SOL-USD — Risk / Return Rank

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

GOOGL
GOOGL Risk / Return Rank: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9494
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 6161
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5757
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) 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.


GOOGLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.79

Sortino ratioReturn per unit of downside risk

+5.27

Omega ratioGain probability vs. loss probability

1.50

0.89

+0.60

Calmar ratioReturn relative to maximum drawdown

4.48

-0.76

+5.24

Martin ratioReturn relative to average drawdown

13.64

-1.11

+14.75

GOOGL vs. SOL-USD - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 2.99, which is higher than the SOL-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of GOOGL and SOL-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GOOGL vs. SOL-USD - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for GOOGL and SOL-USD.


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Drawdown Indicators


GOOGLSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-96.27%

+30.98%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-74.89%

+54.52%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-76.28%

+46.47%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

-96.27%

+51.95%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-12.52%

-70.20%

+57.68%

Average Drawdown

Average peak-to-trough decline

-13.01%

-51.74%

+38.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

39.56%

-32.89%

Volatility

GOOGL vs. SOL-USD - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 10.52%, while Solana (SOL-USD) has a volatility of 13.99%. This indicates that GOOGL experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOGLSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

13.99%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

47.47%

-24.75%

Volatility (1Y)

Calculated over the trailing 1-year period

30.55%

59.38%

-28.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.67%

81.14%

-49.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

99.16%

-69.88%

Frequently Asked Questions


GOOGL and SOL-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (13.99%) compared to GOOGL (10.52%). In terms of maximum drawdown, GOOGL dropped -65.29% vs SOL-USD's -96.27%.

GOOGL currently has the higher Sharpe Ratio (2.99 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GOOGL 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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