ITA vs. SOL-USD
ITA (iShares U.S. Aerospace & Defense ETF) is Aerospace & Defense fund tracking the Dow Jones U.S. Select Aerospace & Defense Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, ITA returned 17.41%/yr vs 13.25%/yr for SOL-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
ITA vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ITA achieves a 10.73% return, which is significantly higher than SOL-USD's -40.55% return.
ITA
- 1D
- 1.62%
- 1M
- 9.34%
- YTD
- 10.73%
- 6M
- 13.39%
- 1Y
- 32.52%
- 3Y*
- 27.94%
- 5Y*
- 17.41%
- 10Y*
- 15.54%
SOL-USD
- 1D
- 3.85%
- 1M
- -14.48%
- YTD
- -40.55%
- 6M
- -42.11%
- 1Y
- -51.64%
- 3Y*
- 69.03%
- 5Y*
- 13.25%
- 10Y*
- —
ITA vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 10.73% | 48.64% | 15.81% | 14.33% | 9.96% | 9.39% | 22.70% |
SOL-USD Solana | -40.55% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between ITA and SOL-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.16 |
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Return for Risk
ITA vs. SOL-USD — Risk / Return Rank
ITA
SOL-USD
ITA vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) 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.
| ITA | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.91 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | -0.69 | +2.75 |
| Martin ratioReturn relative to average drawdown | 5.46 | -1.10 | +6.56 |
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Drawdowns
ITA vs. SOL-USD - Drawdown Comparison
The maximum ITA drawdown since its inception was -59.72%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for ITA and SOL-USD.
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Drawdown Indicators
| ITA | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.72% | -96.27% | +36.55% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -74.89% | +59.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -76.28% | +60.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -96.27% | +77.55% |
Max Drawdown (10Y)Largest decline over 10 years | -51.00% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -71.76% | +66.63% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -51.44% | +41.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.98% | 52.81% | -46.83% |
Volatility
ITA vs. SOL-USD - Volatility Comparison
The current volatility for iShares U.S. Aerospace & Defense ETF (ITA) is 9.14%, while Solana (SOL-USD) has a volatility of 18.52%. This indicates that ITA 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
| ITA | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 18.52% | -9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 18.45% | 47.20% | -28.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.82% | 60.21% | -38.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 82.34% | -62.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 99.79% | -76.55% |
Frequently Asked Questions
ITA and SOL-USD have a correlation of 0.21, 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 (18.52%) compared to ITA (9.14%). In terms of maximum drawdown, ITA dropped -59.72% vs SOL-USD's -96.27%.
ITA currently has the higher Sharpe Ratio (1.50 vs -0.72), 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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