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

Performance

HIBL vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) 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, HIBL achieves a 68.31% return, which is significantly higher than SOL-USD's -47.66% return.


HIBL

1D
-1.27%
1M
4.58%
YTD
68.31%
6M
62.41%
1Y
207.87%
3Y*
51.33%
5Y*
9.32%
10Y*

SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBL vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
68.31%60.38%-0.40%81.02%-68.24%129.14%259.12%
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between HIBL and SOL-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.23

The correlation between HIBL and SOL-USD shifts across timeframes, from 0.23 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HIBL vs. SOL-USD — Risk / Return Rank

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

HIBL
HIBL Risk / Return Rank: 8686
Overall Rank
HIBL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 7575
Sortino Ratio Rank
HIBL Omega Ratio Rank: 7575
Omega Ratio Rank
HIBL Calmar Ratio Rank: 9494
Calmar Ratio Rank
HIBL Martin Ratio Rank: 9494
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
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.

HIBL vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) 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.


HIBLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.88

Sortino ratioReturn per unit of downside risk

+4.17

Omega ratioGain probability vs. loss probability

1.39

0.88

+0.51

Calmar ratioReturn relative to maximum drawdown

6.67

-0.80

+7.46

Martin ratioReturn relative to average drawdown

23.87

-1.30

+25.17

HIBL vs. SOL-USD - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 3.06, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of HIBL 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


HIBLSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

-0.83

+3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.10

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.85

-0.65

Drawdowns

HIBL vs. SOL-USD - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for HIBL and SOL-USD.


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Drawdown Indicators


HIBLSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-96.27%

+8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-31.39%

-74.89%

+43.50%

Max Drawdown (3Y)

Largest decline over 3 years

-69.66%

-76.27%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

-96.27%

+14.69%

Current Drawdown

Current decline from peak

-16.18%

-75.14%

+58.96%

Average Drawdown

Average peak-to-trough decline

-44.10%

-51.38%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

52.72%

-43.97%

Volatility

HIBL vs. SOL-USD - Volatility Comparison

Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) has a higher volatility of 28.29% compared to Solana (SOL-USD) at 16.21%. This indicates that HIBL'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


HIBLSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.29%

16.21%

+12.08%

Volatility (6M)

Calculated over the trailing 6-month period

54.14%

46.43%

+7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

68.46%

60.21%

+8.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.55%

82.48%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.04%

99.89%

-7.85%

Frequently Asked Questions


HIBL and SOL-USD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBL has higher volatility (28.29%) compared to SOL-USD (16.21%). In terms of maximum drawdown, HIBL dropped -88.27% vs SOL-USD's -96.27%.

HIBL currently has the higher Sharpe Ratio (3.06 vs -0.83), 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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