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

Performance

MELI vs. SOL-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, MELI achieves a -9.03% return, which is significantly higher than SOL-USD's -37.28% return.


MELI

1D
1.02%
1M
12.06%
6M
-11.69%
YTD
-9.03%
1Y
-24.08%
3Y*
14.49%
5Y*
3.40%
10Y*
28.13%
ALL TIME*
26.51%

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)

MELI vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MELI
MercadoLibre, Inc.
-9.03%18.46%8.20%85.71%-37.24%-19.51%214.14%
SOL-USD
Solana
-37.28%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between MELI and SOL-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.12

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

0.20

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

0.17

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Return for Risk

MELI vs. SOL-USD — Risk / Return Rank

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

MELI
MELI Risk / Return Rank: 2020
Overall Rank
MELI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 2020
Sortino Ratio Rank
MELI Omega Ratio Rank: 1919
Omega Ratio Rank
MELI Calmar Ratio Rank: 2121
Calmar Ratio Rank
MELI Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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.


MELISOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

0.92

0.89

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.76

+0.13

Martin ratioReturn relative to average drawdown

-1.06

-1.11

+0.04

MELI vs. SOL-USD - Sharpe Ratio Comparison

The current MELI Sharpe Ratio is -0.61, which is comparable to the SOL-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of MELI 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

MELI vs. SOL-USD - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for MELI and SOL-USD.


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Drawdown Indicators


MELISOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

-96.27%

+6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-38.40%

-74.89%

+36.49%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-76.28%

+35.46%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-96.27%

+27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-69.12%

Current Drawdown

Current decline from peak

-29.89%

-70.20%

+40.31%

Average Drawdown

Average peak-to-trough decline

-23.63%

-51.74%

+28.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.69%

39.56%

-16.87%

Volatility

MELI vs. SOL-USD - Volatility Comparison

The current volatility for MercadoLibre, Inc. (MELI) is 8.75%, while Solana (SOL-USD) has a volatility of 13.99%. This indicates that MELI 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


MELISOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

13.99%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

47.47%

-18.02%

Volatility (1Y)

Calculated over the trailing 1-year period

39.82%

59.38%

-19.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.77%

81.14%

-31.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.89%

99.16%

-50.27%

Frequently Asked Questions


MELI and SOL-USD have a correlation of 0.20, 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 (13.99%) compared to MELI (8.75%). In terms of maximum drawdown, MELI dropped -89.49% vs SOL-USD's -96.27%.

MELI currently has the higher Sharpe Ratio (-0.61 vs -0.80), 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 MELI 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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