ICP-USD vs. SOL-USD
ICP-USD (Internet Computer) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, ICP-USD returned -41.05%/yr vs 17.85%/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 -23.84% return, which is significantly higher than SOL-USD's -45.67% return.
ICP-USD
- 1D
- -1.32%
- 1M
- -18.52%
- YTD
- -23.84%
- 6M
- -27.49%
- 1Y
- -55.20%
- 3Y*
- -20.25%
- 5Y*
- -41.05%
- 10Y*
- —
SOL-USD
- 1D
- -0.59%
- 1M
- -19.12%
- YTD
- -45.67%
- 6M
- -43.65%
- 1Y
- -52.93%
- 3Y*
- 60.74%
- 5Y*
- 17.85%
- 10Y*
- —
ICP-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -23.84% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
SOL-USD Solana | -45.67% | -34.09% | 85.68% | 919.96% | -94.13% | 272.86% |
Correlation
The correlation between ICP-USD and SOL-USD is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
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 0.60 to 0.65 - 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 | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.71 | -0.01 |
| Martin ratioReturn relative to average drawdown | -0.99 | -1.10 | +0.11 |
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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% | -74.19% | -25.47% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -51.54% | -46.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.52% | 48.59% | +15.93% |
Volatility
ICP-USD vs. SOL-USD - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 28.27% compared to Solana (SOL-USD) at 19.10%. 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 | 28.27% | 19.10% | +9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 66.30% | 47.04% | +19.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.83% | 59.50% | +31.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.55% | 81.59% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.30% | 99.61% | -6.31% |
Frequently Asked Questions
ICP-USD and SOL-USD have a correlation of 0.65, 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 (28.27%) compared to SOL-USD (19.10%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs SOL-USD's -96.27%.
ICP-USD currently has the higher Sharpe Ratio (-0.51 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.
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