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

Performance

HIMS vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hims & Hers Health, Inc. (HIMS) 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, HIMS achieves a -17.40% return, which is significantly higher than SOL-USD's -44.76% return.


HIMS

1D
-7.10%
1M
10.64%
YTD
-17.40%
6M
-27.92%
1Y
-51.66%
3Y*
43.69%
5Y*
17.04%
10Y*

SOL-USD

1D
0.85%
1M
-25.39%
YTD
-44.76%
6M
-48.38%
1Y
-53.76%
3Y*
68.07%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIMS vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HIMS
Hims & Hers Health, Inc.
-17.40%34.28%171.69%38.85%-2.14%-55.14%48.22%
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between HIMS and SOL-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.19

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

0.20

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

0.18

The correlation between HIMS and SOL-USD shifts across timeframes, from 0.18 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HIMS vs. SOL-USD — Risk / Return Rank

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

HIMS
HIMS Risk / Return Rank: 2020
Overall Rank
HIMS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HIMS Sortino Ratio Rank: 2222
Sortino Ratio Rank
HIMS Omega Ratio Rank: 2222
Omega Ratio Rank
HIMS Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIMS Martin Ratio Rank: 1919
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Hims & Hers Health, Inc. (HIMS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HIMSSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

0.95

0.91

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.72

+0.04

Martin ratioReturn relative to average drawdown

-1.10

-1.16

+0.05

HIMS vs. SOL-USD - Sharpe Ratio Comparison

The current HIMS Sharpe Ratio is -0.55, which is comparable to the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of HIMS 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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Drawdowns

HIMS vs. SOL-USD - Drawdown Comparison

The maximum HIMS drawdown since its inception was -87.29%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for HIMS and SOL-USD.


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Drawdown Indicators


HIMSSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-87.29%

-96.27%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-74.89%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-78.88%

-76.28%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-78.88%

-96.27%

+17.39%

Current Drawdown

Current decline from peak

-60.98%

-73.76%

+12.78%

Average Drawdown

Average peak-to-trough decline

-43.23%

-51.42%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.06%

53.06%

-5.00%

Volatility

HIMS vs. SOL-USD - Volatility Comparison

Hims & Hers Health, Inc. (HIMS) has a higher volatility of 21.36% compared to Solana (SOL-USD) at 17.62%. This indicates that HIMS'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


HIMSSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.36%

17.62%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

67.20%

46.90%

+20.30%

Volatility (1Y)

Calculated over the trailing 1-year period

96.46%

60.08%

+36.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.26%

82.35%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.20%

99.82%

-22.62%

Frequently Asked Questions


HIMS and SOL-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIMS has higher volatility (21.36%) compared to SOL-USD (17.62%). In terms of maximum drawdown, HIMS dropped -87.29% vs SOL-USD's -96.27%.

HIMS currently has the higher Sharpe Ratio (-0.55 vs -0.74), 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.

Portfolio Optimizer

Find the right allocation for HIMS and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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