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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 16.22% return, which is significantly higher than SOL-USD's -47.43% return.


GOOGL

1D
-1.36%
1M
-9.30%
YTD
16.22%
6M
15.96%
1Y
110.03%
3Y*
44.20%
5Y*
24.94%
10Y*
25.89%

SOL-USD

1D
-1.56%
1M
-29.74%
YTD
-47.43%
6M
-50.92%
1Y
-57.11%
3Y*
55.50%
5Y*
9.25%
10Y*
*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
16.22%65.99%36.01%58.32%-39.09%65.30%45.26%
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Correlation

The correlation between GOOGL and SOL-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.18

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 11, 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: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9696
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
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.

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.


GOOGLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.57

Sortino ratioReturn per unit of downside risk

+6.21

Omega ratioGain probability vs. loss probability

1.61

0.89

+0.72

Calmar ratioReturn relative to maximum drawdown

5.43

-0.76

+6.20

Martin ratioReturn relative to average drawdown

19.79

-1.25

+21.04

GOOGL vs. SOL-USD - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.78, which is higher than the SOL-USD Sharpe Ratio of -0.79. 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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Sharpe Ratios by Period


GOOGLSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

-0.79

+4.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.09

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.82

+0.02

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%

-76.27%

+46.46%

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

-9.71%

-75.03%

+65.32%

Average Drawdown

Average peak-to-trough decline

-13.02%

-51.39%

+38.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

52.53%

-46.95%

Volatility

GOOGL vs. SOL-USD - Volatility Comparison

The current volatility for Alphabet Inc. Class A (GOOGL) is 8.68%, while Solana (SOL-USD) has a volatility of 16.77%. 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

8.68%

16.77%

-8.09%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

46.54%

-25.64%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

60.20%

-30.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

82.48%

-51.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

99.82%

-70.69%

Frequently Asked Questions


GOOGL and SOL-USD have a correlation of 0.22, 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 (16.77%) compared to GOOGL (8.68%). In terms of maximum drawdown, GOOGL dropped -65.29% vs SOL-USD's -96.27%.

GOOGL currently has the higher Sharpe Ratio (3.78 vs -0.79), 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

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