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

Performance

ISRG vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ISRG having a -37.64% return and SOL-USD slightly higher at -37.28%.


ISRG

1D
2.24%
1M
-13.18%
6M
-33.99%
YTD
-37.64%
1Y
-31.90%
3Y*
1.61%
5Y*
2.32%
10Y*
16.51%
ALL TIME*
21.90%

SOL-USD

1D
2.27%
1M
6.73%
6M
-41.47%
YTD
-37.28%
1Y
-57.00%
3Y*
45.16%
5Y*
23.94%
10Y*
ALL TIME*
106.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISRG vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ISRG
Intuitive Surgical, Inc.
-37.64%8.51%54.72%27.14%-26.15%31.76%62.39%
SOL-USD
Solana
-37.28%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between ISRG and SOL-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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

0.21

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

0.18

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Return for Risk

ISRG vs. SOL-USD — Risk / Return Rank

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

ISRG
ISRG Risk / Return Rank: 99
Overall Rank
ISRG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1010
Omega Ratio Rank
ISRG Calmar Ratio Rank: 1515
Calmar Ratio Rank
ISRG Martin Ratio Rank: 22
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 6161
Overall Rank
SOL-USD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5757
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5757
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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.


ISRGSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

0.84

0.89

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.76

-0.01

Martin ratioReturn relative to average drawdown

-1.77

-1.11

-0.67

ISRG vs. SOL-USD - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.91, which is comparable to the SOL-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of ISRG 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

ISRG vs. SOL-USD - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ISRG and SOL-USD.


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Drawdown Indicators


ISRGSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-96.27%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-41.74%

-74.89%

+33.15%

Max Drawdown (3Y)

Largest decline over 3 years

-43.42%

-76.28%

+32.86%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

-96.27%

+46.37%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

Current Drawdown

Current decline from peak

-42.15%

-70.20%

+28.05%

Average Drawdown

Average peak-to-trough decline

-21.33%

-51.74%

+30.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.06%

39.56%

-21.50%

Volatility

ISRG vs. SOL-USD - Volatility Comparison

Intuitive Surgical, Inc. (ISRG) has a higher volatility of 19.26% compared to Solana (SOL-USD) at 13.99%. This indicates that ISRG'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


ISRGSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.26%

13.99%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

27.17%

47.47%

-20.30%

Volatility (1Y)

Calculated over the trailing 1-year period

35.38%

59.38%

-24.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.17%

81.14%

-46.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.87%

99.16%

-66.29%

Frequently Asked Questions


ISRG and SOL-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISRG has higher volatility (19.26%) compared to SOL-USD (13.99%). In terms of maximum drawdown, ISRG dropped -82.26% vs SOL-USD's -96.27%.

SOL-USD currently has the higher Sharpe Ratio (-0.80 vs -0.91), 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 ISRG 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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