MARA vs. SOL-USD
MARA (MARA Holdings, Inc.) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, MARA returned -11.91%/yr vs 11.55%/yr for SOL-USD. At a 0.35 correlation, their price movements are largely independent.
Performance
MARA vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MARA achieves a 56.79% return, which is significantly higher than SOL-USD's -42.88% return.
MARA
- 1D
- 3.45%
- 1M
- 13.18%
- YTD
- 56.79%
- 6M
- 22.22%
- 1Y
- -6.38%
- 3Y*
- 13.30%
- 5Y*
- -11.91%
- 10Y*
- -10.09%
SOL-USD
- 1D
- 3.18%
- 1M
- -20.29%
- YTD
- -42.88%
- 6M
- -45.07%
- 1Y
- -50.88%
- 3Y*
- 68.92%
- 5Y*
- 11.55%
- 10Y*
- —
MARA vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MARA MARA Holdings, Inc. | 56.79% | -46.45% | -28.61% | 586.84% | -89.59% | 214.75% | 2,170.06% |
SOL-USD Solana | -42.88% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between MARA and SOL-USD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.35 |
The correlation between MARA and SOL-USD shifts across timeframes, from 0.35 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MARA vs. SOL-USD — Risk / Return Rank
MARA
SOL-USD
MARA vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MARA Holdings, Inc. (MARA) 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.
| MARA | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.92 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.68 | +0.52 |
| Martin ratioReturn relative to average drawdown | -0.26 | -1.09 | +0.83 |
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Drawdowns
MARA vs. SOL-USD - Drawdown Comparison
The maximum MARA drawdown since its inception was -99.74%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MARA and SOL-USD.
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Drawdown Indicators
| MARA | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.74% | -96.27% | -3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -70.53% | -74.89% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -78.34% | -76.28% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -95.87% | -96.27% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -99.20% | — | — |
Current DrawdownCurrent decline from peak | -90.90% | -72.87% | -18.03% |
Average DrawdownAverage peak-to-trough decline | -78.00% | -51.43% | -26.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.56% | 53.24% | -10.68% |
Volatility
MARA vs. SOL-USD - Volatility Comparison
MARA Holdings, Inc. (MARA) has a higher volatility of 23.71% compared to Solana (SOL-USD) at 17.95%. This indicates that MARA'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
| MARA | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.71% | 17.95% | +5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 60.50% | 46.96% | +13.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.29% | 60.11% | +19.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.98% | 82.36% | +23.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.15% | 99.80% | +44.35% |
Frequently Asked Questions
MARA and SOL-USD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARA has higher volatility (23.71%) compared to SOL-USD (17.95%). In terms of maximum drawdown, MARA dropped -99.74% vs SOL-USD's -96.27%.
MARA currently has the higher Sharpe Ratio (-0.14 vs -0.70), 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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