ICP-USD vs. SOL-USD
ICP-USD (Internet Computer) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.90%/yr vs 22.96%/yr for SOL-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ICP-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -24.44% return, which is significantly higher than SOL-USD's -39.70% return.
ICP-USD
- 1D
- 1.04%
- 1M
- -8.50%
- 6M
- -48.70%
- YTD
- -24.44%
- 1Y
- -62.76%
- 3Y*
- -19.26%
- 5Y*
- -41.90%
- 10Y*
- —
SOL-USD
- 1D
- -0.29%
- 1M
- 4.25%
- 6M
- -48.19%
- YTD
- -39.70%
- 1Y
- -57.36%
- 3Y*
- 43.19%
- 5Y*
- 22.96%
- 10Y*
- —
ICP-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -24.44% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
SOL-USD Solana | -39.70% | -34.09% | 85.68% | 919.96% | -94.13% | 272.86% |
Correlation
The correlation between ICP-USD and SOL-USD is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 9, 2021 | 0.61 |
The correlation between ICP-USD and SOL-USD has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.
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Return for Risk
ICP-USD vs. SOL-USD — Risk / Return Rank
ICP-USD
SOL-USD
ICP-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-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.
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.
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.89 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.77 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.12 | +0.05 |
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Drawdowns
ICP-USD vs. SOL-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.67%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ICP-USD and SOL-USD.
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Drawdown Indicators
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -96.27% | -3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -74.89% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -76.28% | -12.75% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -96.27% | -1.11% |
Current DrawdownCurrent decline from peak | -99.66% | -71.36% | -28.30% |
Average DrawdownAverage peak-to-trough decline | -97.72% | -51.72% | -46.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.25% | 43.23% | +25.02% |
Volatility
ICP-USD vs. SOL-USD - Volatility Comparison
The current volatility for Internet Computer (ICP-USD) is 12.49%, while Solana (SOL-USD) has a volatility of 15.01%. This indicates that ICP-USD experiences smaller price fluctuations and is considered to be less risky 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
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.49% | 15.01% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 59.33% | 47.62% | +11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.38% | 59.34% | +31.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.43% | 81.21% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.84% | 99.22% | -6.38% |
Frequently Asked Questions
ICP-USD and SOL-USD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (15.01%) compared to ICP-USD (12.49%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs SOL-USD's -96.27%.
ICP-USD currently has the higher Sharpe Ratio (-0.58 vs -0.80), 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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