PortfoliosLab logoPortfoliosLab logo
GSOL vs. EZBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSOL vs. EZBC - Performance Comparison

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

Loading graphics...

GSOL vs. EZBC - Yearly Performance Comparison


2026 (YTD)2025
GSOL
Grayscale Solana Staking ETF
-32.64%-29.95%
EZBC
Franklin Bitcoin ETF
-22.09%-17.87%

Returns By Period

In the year-to-date period, GSOL achieves a -32.64% return, which is significantly lower than EZBC's -22.09% return.


GSOL

1D
0.16%
1M
1.49%
YTD
-32.64%
6M
1Y
3Y*
5Y*
10Y*

EZBC

1D
0.59%
1M
-1.43%
YTD
-22.09%
6M
-42.07%
1Y
-19.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSOL vs. EZBC - Expense Ratio Comparison

GSOL has a 0.35% expense ratio, which is higher than EZBC's 0.19% expense ratio.


Return for Risk

GSOL vs. EZBC — Risk / Return Rank

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

GSOL

EZBC
EZBC Risk / Return Rank: 66
Overall Rank
EZBC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EZBC Sortino Ratio Rank: 55
Sortino Ratio Rank
EZBC Omega Ratio Rank: 66
Omega Ratio Rank
EZBC Calmar Ratio Rank: 66
Calmar Ratio Rank
EZBC Martin Ratio Rank: 66
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.

GSOL vs. EZBC - Risk-Adjusted Trends Comparison

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


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

GSOL vs. EZBC - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GSOLEZBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

0.36

-1.36

Correlation

The correlation between GSOL and EZBC is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSOL vs. EZBC - Dividend Comparison

Neither GSOL nor EZBC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GSOL vs. EZBC - Drawdown Comparison

The maximum GSOL drawdown since its inception was -58.63%, which is greater than EZBC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for GSOL and EZBC.


Loading graphics...

Drawdown Indicators


GSOLEZBCDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-49.37%

-9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-49.37%

Current Drawdown

Current decline from peak

-55.35%

-45.77%

-9.58%

Average Drawdown

Average peak-to-trough decline

-37.53%

-14.18%

-23.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.25%

Volatility

GSOL vs. EZBC - Volatility Comparison


Loading graphics...

Volatility by Period


GSOLEZBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.81%

Volatility (1Y)

Calculated over the trailing 1-year period

84.62%

45.37%

+39.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.62%

51.08%

+33.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.62%

51.08%

+33.54%