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

Performance

GSOL vs. EZPZ - Performance Comparison

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

Loading graphics...

GSOL vs. EZPZ - Yearly Performance Comparison


2026 (YTD)2025
GSOL
Grayscale Solana Staking ETF
-32.64%-29.95%
EZPZ
Franklin Crypto Index ETF
-23.94%-19.51%

Returns By Period

In the year-to-date period, GSOL achieves a -32.64% return, which is significantly lower than EZPZ's -23.94% return.


GSOL

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

EZPZ

1D
2.11%
1M
3.63%
YTD
-23.94%
6M
-43.46%
1Y
-16.03%
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. EZPZ - Expense Ratio Comparison

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


Return for Risk

GSOL vs. EZPZ — Risk / Return Rank

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

GSOL

EZPZ
EZPZ Risk / Return Rank: 77
Overall Rank
EZPZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 77
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 77
Calmar Ratio Rank
EZPZ 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. EZPZ - Risk-Adjusted Trends Comparison

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


Loading graphics...

Sharpe Ratios by Period


GSOLEZPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.00

-0.59

-0.41

Correlation

The correlation between GSOL and EZPZ 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. EZPZ - Dividend Comparison

Neither GSOL nor EZPZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GSOL vs. EZPZ - Drawdown Comparison

The maximum GSOL drawdown since its inception was -58.63%, which is greater than EZPZ's maximum drawdown of -52.38%. Use the drawdown chart below to compare losses from any high point for GSOL and EZPZ.


Loading graphics...

Drawdown Indicators


GSOLEZPZDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-52.38%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-52.38%

Current Drawdown

Current decline from peak

-55.35%

-48.71%

-6.64%

Average Drawdown

Average peak-to-trough decline

-37.53%

-18.25%

-19.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.42%

Volatility

GSOL vs. EZPZ - Volatility Comparison


Loading graphics...

Volatility by Period


GSOLEZPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

Volatility (6M)

Calculated over the trailing 6-month period

39.76%

Volatility (1Y)

Calculated over the trailing 1-year period

84.62%

48.54%

+36.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.62%

49.47%

+35.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.62%

49.47%

+35.15%