HBAR-USD vs. SOL-USD
HBAR-USD (HederaHashgraph) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, HBAR-USD returned -18.71%/yr vs 8.85%/yr for SOL-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
HBAR-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -23.54% return, which is significantly higher than SOL-USD's -48.05% return.
HBAR-USD
- 1D
- -3.03%
- 1M
- -11.20%
- YTD
- -23.54%
- 6M
- -39.40%
- 1Y
- -49.10%
- 3Y*
- 17.87%
- 5Y*
- -18.71%
- 10Y*
- —
SOL-USD
- 1D
- -6.02%
- 1M
- -27.48%
- YTD
- -48.05%
- 6M
- -51.51%
- 1Y
- -55.22%
- 3Y*
- 46.91%
- 5Y*
- 8.85%
- 10Y*
- —
HBAR-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -23.54% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -3.14% |
SOL-USD Solana | -48.05% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
Correlation
The correlation between HBAR-USD and SOL-USD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.59 |
Over the past year, HBAR-USD and SOL-USD have become more correlated (0.80) than their long-term average of 0.59, meaning their price movements have been converging.
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Return for Risk
HBAR-USD vs. SOL-USD — Risk / Return Rank
HBAR-USD
SOL-USD
HBAR-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
| HBAR-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.90 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.75 | +0.08 |
| Martin ratioReturn relative to average drawdown | -0.97 | -1.22 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HBAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | -0.77 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.09 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.82 | -0.83 |
Drawdowns
HBAR-USD vs. SOL-USD - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -92.79%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and SOL-USD.
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Drawdown Indicators
| HBAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.79% | -96.27% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -73.25% | -73.89% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -79.18% | -75.32% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -96.27% | +3.48% |
Current DrawdownCurrent decline from peak | -83.95% | -75.32% | -8.63% |
Average DrawdownAverage peak-to-trough decline | -67.02% | -51.36% | -15.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.47% | 51.93% | -1.46% |
Volatility
HBAR-USD vs. SOL-USD - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 17.01% compared to Solana (SOL-USD) at 15.17%. This indicates that HBAR-USD's price experiences larger fluctuations and is considered to be riskier 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
| HBAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.01% | 15.17% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 43.68% | 45.73% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 60.01% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.29% | 82.59% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.80% | 99.84% | +5.96% |
Frequently Asked Questions
HBAR-USD and SOL-USD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (17.01%) compared to SOL-USD (15.17%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs SOL-USD's -96.27%.
HBAR-USD currently has the higher Sharpe Ratio (-0.62 vs -0.77), 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.
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