ICP-USD vs. SOL-USD
ICP-USD (Internet Computer) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -53.31%/yr vs 8.85%/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 -18.34% return, which is significantly higher than SOL-USD's -48.05% return.
ICP-USD
- 1D
- -15.01%
- 1M
- -27.40%
- YTD
- -18.34%
- 6M
- -33.54%
- 1Y
- -52.32%
- 3Y*
- -19.41%
- 5Y*
- -53.31%
- 10Y*
- —
SOL-USD
- 1D
- -6.02%
- 1M
- -27.48%
- YTD
- -48.05%
- 6M
- -51.51%
- 1Y
- -55.22%
- 3Y*
- 46.91%
- 5Y*
- 8.85%
- 10Y*
- —
ICP-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -18.34% | -71.20% | -25.93% | 237.58% | -83.87% | -94.28% |
SOL-USD Solana | -48.05% | -34.09% | 85.68% | 919.96% | -94.13% | 283.22% |
Correlation
The correlation between ICP-USD and SOL-USD is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.61 |
The correlation between ICP-USD and SOL-USD has been stable across timeframes, ranging from 0.60 to 0.66 - 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.
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.90 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.75 | +0.07 |
| Martin ratioReturn relative to average drawdown | -0.98 | -1.22 | +0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.77 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.09 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | 0.82 | -1.39 |
Drawdowns
ICP-USD vs. SOL-USD - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.51%, 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 | -99.51% | -96.27% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -73.89% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -75.32% | -13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -97.72% | -96.27% | -1.45% |
Current DrawdownCurrent decline from peak | -99.46% | -75.32% | -24.14% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -51.36% | -45.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.79% | 51.93% | +9.86% |
Volatility
ICP-USD vs. SOL-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 34.26% compared to Solana (SOL-USD) at 15.17%. This indicates that ICP-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
| ICP-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.26% | 15.17% | +19.09% |
Volatility (6M)Calculated over the trailing 6-month period | 70.11% | 45.73% | +24.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.64% | 60.01% | +31.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.86% | 82.59% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.93% | 99.84% | -6.91% |
Frequently Asked Questions
ICP-USD and SOL-USD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICP-USD has higher volatility (34.26%) compared to SOL-USD (15.17%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs SOL-USD's -96.27%.
ICP-USD currently has the higher Sharpe Ratio (-0.48 vs -0.77), 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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