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HBAR-USD vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HBAR-USD and SOL-USD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
303.97%
4,179.73%
HBAR-USD
SOL-USD

Key characteristics

Sharpe Ratio

HBAR-USD:

3.73

SOL-USD:

0.11

Sortino Ratio

HBAR-USD:

4.21

SOL-USD:

0.84

Omega Ratio

HBAR-USD:

1.40

SOL-USD:

1.08

Calmar Ratio

HBAR-USD:

4.42

SOL-USD:

0.03

Martin Ratio

HBAR-USD:

17.97

SOL-USD:

0.35

Ulcer Index

HBAR-USD:

30.38%

SOL-USD:

27.96%

Daily Std Dev

HBAR-USD:

108.34%

SOL-USD:

73.75%

Max Drawdown

HBAR-USD:

-92.80%

SOL-USD:

-96.27%

Current Drawdown

HBAR-USD:

-62.80%

SOL-USD:

-41.84%

Returns By Period

In the year-to-date period, HBAR-USD achieves a -29.85% return, which is significantly lower than SOL-USD's -19.53% return.


HBAR-USD

YTD

-29.85%

1M

-1.70%

6M

295.38%

1Y

57.37%

5Y*

40.76%

10Y*

N/A

SOL-USD

YTD

-19.53%

1M

10.94%

6M

-7.56%

1Y

5.12%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HBAR-USD vs. SOL-USD — Risk-Adjusted Performance Rank

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

HBAR-USD
The Risk-Adjusted Performance Rank of HBAR-USD is 9797
Overall Rank
The Sharpe Ratio Rank of HBAR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HBAR-USD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HBAR-USD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HBAR-USD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of HBAR-USD is 9696
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6161
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HBAR-USD vs. SOL-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for HBAR-USD, currently valued at 3.73, compared to the broader market0.001.002.003.004.00
HBAR-USD: 3.73
SOL-USD: 0.11
The chart of Sortino ratio for HBAR-USD, currently valued at 4.21, compared to the broader market0.001.002.003.004.00
HBAR-USD: 4.21
SOL-USD: 0.84
The chart of Omega ratio for HBAR-USD, currently valued at 1.40, compared to the broader market1.001.101.201.301.40
HBAR-USD: 1.40
SOL-USD: 1.08
The chart of Calmar ratio for HBAR-USD, currently valued at 4.42, compared to the broader market1.002.003.004.00
HBAR-USD: 4.42
SOL-USD: 0.03
The chart of Martin ratio for HBAR-USD, currently valued at 17.97, compared to the broader market0.005.0010.0015.0020.00
HBAR-USD: 17.97
SOL-USD: 0.35

The current HBAR-USD Sharpe Ratio is 3.73, which is higher than the SOL-USD Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of HBAR-USD and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.73
0.11
HBAR-USD
SOL-USD

Drawdowns

HBAR-USD vs. SOL-USD - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -92.80%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.80%
-41.84%
HBAR-USD
SOL-USD

Volatility

HBAR-USD vs. SOL-USD - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 29.74% compared to Solana (SOL-USD) at 28.14%. 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.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
29.74%
28.14%
HBAR-USD
SOL-USD