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LINK vs. SOL-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LINK and SOL-USD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

LINK vs. SOL-USD - Performance Comparison

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

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
66.98%
18.43%
LINK
SOL-USD

Key characteristics

Sharpe Ratio

LINK:

-0.04

SOL-USD:

0.16

Sortino Ratio

LINK:

0.77

SOL-USD:

0.85

Omega Ratio

LINK:

1.08

SOL-USD:

1.08

Calmar Ratio

LINK:

-0.04

SOL-USD:

0.06

Martin Ratio

LINK:

-0.10

SOL-USD:

0.74

Ulcer Index

LINK:

41.56%

SOL-USD:

17.73%

Daily Std Dev

LINK:

103.05%

SOL-USD:

69.47%

Max Drawdown

LINK:

-99.77%

SOL-USD:

-96.27%

Current Drawdown

LINK:

-91.06%

SOL-USD:

-35.46%

Returns By Period

In the year-to-date period, LINK achieves a 25.26% return, which is significantly higher than SOL-USD's -10.70% return.


LINK

YTD

25.26%

1M

4.55%

6M

66.99%

1Y

-5.56%

5Y*

17.85%

10Y*

8.44%

SOL-USD

YTD

-10.70%

1M

-30.23%

6M

18.43%

1Y

55.83%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LINK vs. SOL-USD — Risk-Adjusted Performance Rank

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

LINK
The Risk-Adjusted Performance Rank of LINK is 4646
Overall Rank
The Sharpe Ratio Rank of LINK is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LINK is 4949
Omega Ratio Rank
The Calmar Ratio Rank of LINK is 4343
Calmar Ratio Rank
The Martin Ratio Rank of LINK is 4343
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6767
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LINK vs. SOL-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Interlink Electronics, Inc. (LINK) 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.


Sharpe ratio
The chart of Sharpe ratio for LINK, currently valued at 1.14, compared to the broader market-2.000.002.001.140.16
The chart of Sortino ratio for LINK, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.430.85
The chart of Omega ratio for LINK, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.08
The chart of Calmar ratio for LINK, currently valued at 0.95, compared to the broader market0.002.004.006.000.950.06
The chart of Martin ratio for LINK, currently valued at 8.39, compared to the broader market0.0010.0020.0030.008.390.74
LINK
SOL-USD

The current LINK Sharpe Ratio is -0.04, which is lower than the SOL-USD Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LINK and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
1.14
0.16
LINK
SOL-USD

Drawdowns

LINK vs. SOL-USD - Drawdown Comparison

The maximum LINK drawdown since its inception was -99.77%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for LINK and SOL-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.48%
-35.46%
LINK
SOL-USD

Volatility

LINK vs. SOL-USD - Volatility Comparison

Interlink Electronics, Inc. (LINK) has a higher volatility of 40.78% compared to Solana (SOL-USD) at 19.24%. This indicates that LINK'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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
40.78%
19.24%
LINK
SOL-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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