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HBAR-USD vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HederaHashgraph (HBAR-USD) 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, HBAR-USD achieves a -19.88% return, which is significantly higher than SOL-USD's -43.22% return.


HBAR-USD

1D
-2.08%
1M
-3.05%
YTD
-19.88%
6M
-41.77%
1Y
-50.54%
3Y*
19.26%
5Y*
-18.24%
10Y*

SOL-USD

1D
-4.70%
1M
-15.97%
YTD
-43.22%
6M
-51.16%
1Y
-54.50%
3Y*
47.95%
5Y*
13.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HBAR-USD
HederaHashgraph
-19.88%-60.44%212.23%135.51%-87.44%812.76%-3.14%
SOL-USD
Solana
-43.22%-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

0.67

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

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

HBAR-USD
HBAR-USD Risk / Return Rank: 5959
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5353
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5454
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6666
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6868
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5353
Overall Rank
SOL-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6666
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.

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-USDSOL-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.64

-0.76

+0.12

Sortino ratio

Return per unit of downside risk

-0.78

-1.02

+0.24

Omega ratio

Gain probability vs. loss probability

0.93

0.90

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.76

+0.07

Martin ratio

Return relative to average drawdown

-1.00

-1.21

+0.21

HBAR-USD vs. SOL-USD - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.64, which is comparable to the SOL-USD Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of HBAR-USD 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


HBAR-USDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

-0.76

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.14

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.84

-0.85

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-USDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.79%

-96.27%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-73.25%

-71.46%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-79.18%

-73.03%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-96.27%

+3.48%

Current Drawdown

Current decline from peak

-83.19%

-73.03%

-10.16%

Average Drawdown

Average peak-to-trough decline

-67.01%

-51.34%

-15.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.14%

51.54%

-1.40%

Volatility

HBAR-USD vs. SOL-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 17.30% compared to Solana (SOL-USD) at 15.03%. 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-USDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.30%

15.03%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

44.03%

45.60%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

65.51%

59.79%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.38%

82.60%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.84%

99.86%

+5.98%

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 (17.30%) compared to SOL-USD (15.03%). In terms of maximum drawdown, HBAR-USD dropped -92.79% vs SOL-USD's -96.27%.

HBAR-USD currently has the higher Sharpe Ratio (-0.64 vs -0.76), 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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