MA vs. SOL-USD
MA (Mastercard Incorporated) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, MA returned 6.66%/yr vs 12.17%/yr for SOL-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
MA vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MA achieves a -13.89% return, which is significantly higher than SOL-USD's -44.76% return.
MA
- 1D
- 0.71%
- 1M
- 0.01%
- YTD
- -13.89%
- 6M
- -14.05%
- 1Y
- -12.30%
- 3Y*
- 10.32%
- 5Y*
- 6.66%
- 10Y*
- 18.64%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
MA vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | -13.89% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 32.83% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between MA and SOL-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.15 |
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Return for Risk
MA vs. SOL-USD — Risk / Return Rank
MA
SOL-USD
MA vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.
| MA | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.91 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.72 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.59 | -1.16 | -0.43 |
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Drawdowns
MA vs. SOL-USD - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MA and SOL-USD.
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Drawdown Indicators
| MA | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -96.27% | +33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -74.89% | +53.98% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -76.28% | +55.37% |
Max Drawdown (5Y)Largest decline over 5 years | -28.25% | -96.27% | +68.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | — | — |
Current DrawdownCurrent decline from peak | -17.82% | -73.76% | +55.94% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -51.42% | +41.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 53.06% | -42.58% |
Volatility
MA vs. SOL-USD - Volatility Comparison
The current volatility for Mastercard Incorporated (MA) is 6.46%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that MA 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
| MA | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 17.62% | -11.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 46.90% | -29.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 60.08% | -37.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 82.35% | -58.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 99.82% | -72.90% |
Frequently Asked Questions
MA and SOL-USD have a correlation of 0.08, 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 (17.62%) compared to MA (6.46%). In terms of maximum drawdown, MA dropped -62.67% vs SOL-USD's -96.27%.
MA currently has the higher Sharpe Ratio (-0.74 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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