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ISLN.L vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ISLN.L vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Physical Silver ETC (ISLN.L) 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, ISLN.L achieves a -5.58% return, which is significantly higher than SOL-USD's -44.76% return.


ISLN.L

1D
5.80%
1M
-20.59%
YTD
-5.58%
6M
9.90%
1Y
86.37%
3Y*
41.38%
5Y*
19.06%
10Y*
14.26%

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)

ISLN.L vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ISLN.L
iShares Physical Silver ETC
-5.58%147.62%21.10%-0.76%3.39%-12.85%72.04%
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between ISLN.L and SOL-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.06

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

0.09

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

0.09

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Return for Risk

ISLN.L vs. SOL-USD — Risk / Return Rank

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

ISLN.L
ISLN.L Risk / Return Rank: 4444
Overall Rank
ISLN.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5252
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3333
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.

ISLN.L vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Silver ETC (ISLN.L) 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.


ISLN.LSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.29

0.91

+0.38

Calmar ratioReturn relative to maximum drawdown

1.96

-0.72

+2.67

Martin ratioReturn relative to average drawdown

4.36

-1.16

+5.52

ISLN.L vs. SOL-USD - Sharpe Ratio Comparison

The current ISLN.L Sharpe Ratio is 1.48, which is higher than the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ISLN.L 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

ISLN.L vs. SOL-USD - Drawdown Comparison

The maximum ISLN.L drawdown since its inception was -76.69%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ISLN.L and SOL-USD.


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Drawdown Indicators


ISLN.LSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.69%

-96.27%

+19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-43.83%

-74.89%

+31.06%

Max Drawdown (3Y)

Largest decline over 3 years

-43.83%

-76.28%

+32.45%

Max Drawdown (5Y)

Largest decline over 5 years

-43.83%

-96.27%

+52.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

Current Drawdown

Current decline from peak

-40.57%

-73.76%

+33.19%

Average Drawdown

Average peak-to-trough decline

-53.73%

-51.42%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.70%

53.06%

-33.36%

Volatility

ISLN.L vs. SOL-USD - Volatility Comparison

The current volatility for iShares Physical Silver ETC (ISLN.L) is 15.90%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that ISLN.L 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


ISLN.LSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.90%

17.62%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

54.92%

46.90%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

57.77%

60.08%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

82.35%

-46.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.08%

99.82%

-68.74%

Frequently Asked Questions


ISLN.L and SOL-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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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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