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

Performance

GSOL vs. EZET - Performance Comparison

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

Loading graphics...

GSOL vs. EZET - Yearly Performance Comparison


2026 (YTD)2025
GSOL
Grayscale Solana Staking ETF
-32.64%-29.95%
EZET
Franklin Ethereum ETF
-27.89%-19.57%

Returns By Period

In the year-to-date period, GSOL achieves a -32.64% return, which is significantly lower than EZET's -27.89% return.


GSOL

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

EZET

1D
2.14%
1M
5.11%
YTD
-27.89%
6M
-50.71%
1Y
11.77%
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. EZET - Expense Ratio Comparison

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


Return for Risk

GSOL vs. EZET — Risk / Return Rank

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

GSOL

EZET
EZET Risk / Return Rank: 1919
Overall Rank
EZET Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EZET Sortino Ratio Rank: 2525
Sortino Ratio Rank
EZET Omega Ratio Rank: 2222
Omega Ratio Rank
EZET Calmar Ratio Rank: 1717
Calmar Ratio Rank
EZET Martin Ratio Rank: 1515
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. EZET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Solana Staking ETF (GSOL) and Franklin Ethereum ETF (EZET). 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. EZET - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GSOLEZETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

-0.33

-0.66

Correlation

The correlation between GSOL and EZET is 0.93, 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. EZET - Dividend Comparison

Neither GSOL nor EZET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GSOL vs. EZET - Drawdown Comparison

The maximum GSOL drawdown since its inception was -58.63%, smaller than the maximum EZET drawdown of -64.05%. Use the drawdown chart below to compare losses from any high point for GSOL and EZET.


Loading graphics...

Drawdown Indicators


GSOLEZETDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-64.05%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-61.68%

Current Drawdown

Current decline from peak

-55.35%

-55.80%

+0.45%

Average Drawdown

Average peak-to-trough decline

-37.53%

-30.49%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.61%

Volatility

GSOL vs. EZET - Volatility Comparison


Loading graphics...

Volatility by Period


GSOLEZETDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.05%

Volatility (6M)

Calculated over the trailing 6-month period

53.59%

Volatility (1Y)

Calculated over the trailing 1-year period

84.62%

75.83%

+8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.62%

74.88%

+9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.62%

74.88%

+9.74%