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

Correlation

The correlation between NEAR-USD and SOL-USD is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

NEAR-USD vs. SOL-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
152.58%
8,612.74%
NEAR-USD
SOL-USD

Key characteristics

Sharpe Ratio

NEAR-USD:

-0.50

SOL-USD:

0.11

Sortino Ratio

NEAR-USD:

-0.26

SOL-USD:

0.84

Omega Ratio

NEAR-USD:

0.98

SOL-USD:

1.08

Calmar Ratio

NEAR-USD:

0.00

SOL-USD:

0.03

Martin Ratio

NEAR-USD:

-1.16

SOL-USD:

0.35

Ulcer Index

NEAR-USD:

41.89%

SOL-USD:

27.96%

Daily Std Dev

NEAR-USD:

81.65%

SOL-USD:

73.75%

Max Drawdown

NEAR-USD:

-95.13%

SOL-USD:

-96.27%

Current Drawdown

NEAR-USD:

-87.47%

SOL-USD:

-41.84%

Returns By Period

In the year-to-date period, NEAR-USD achieves a -48.20% return, which is significantly lower than SOL-USD's -19.53% return.


NEAR-USD

YTD

-48.20%

1M

-14.94%

6M

-39.09%

1Y

-64.43%

5Y*

N/A

10Y*

N/A

SOL-USD

YTD

-19.53%

1M

10.94%

6M

-7.56%

1Y

5.12%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

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

NEAR-USD
The Risk-Adjusted Performance Rank of NEAR-USD is 1111
Overall Rank
The Sharpe Ratio Rank of NEAR-USD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of NEAR-USD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of NEAR-USD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of NEAR-USD is 99
Calmar Ratio Rank
The Martin Ratio Rank of NEAR-USD is 1414
Martin Ratio Rank

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6161
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-USD) 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.


The chart of Sharpe ratio for NEAR-USD, currently valued at -0.50, compared to the broader market0.001.002.003.004.00
NEAR-USD: -0.50
SOL-USD: 0.11
The chart of Sortino ratio for NEAR-USD, currently valued at -0.26, compared to the broader market0.001.002.003.004.00
NEAR-USD: -0.26
SOL-USD: 0.84
The chart of Omega ratio for NEAR-USD, currently valued at 0.98, compared to the broader market1.001.101.201.301.40
NEAR-USD: 0.98
SOL-USD: 1.08
The chart of Calmar ratio for NEAR-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
NEAR-USD: 0.00
SOL-USD: 0.03
The chart of Martin ratio for NEAR-USD, currently valued at -1.16, compared to the broader market0.005.0010.0015.0020.00
NEAR-USD: -1.16
SOL-USD: 0.35

The current NEAR-USD Sharpe Ratio is -0.50, which is lower than the SOL-USD Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of NEAR-USD 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.50
0.11
NEAR-USD
SOL-USD

Drawdowns

NEAR-USD vs. SOL-USD - Drawdown Comparison

The maximum NEAR-USD drawdown since its inception was -95.13%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for NEAR-USD and SOL-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-87.47%
-41.84%
NEAR-USD
SOL-USD

Volatility

NEAR-USD vs. SOL-USD - Volatility Comparison

NEAR Protocol (NEAR-USD) has a higher volatility of 29.85% compared to Solana (SOL-USD) at 28.14%. This indicates that NEAR-USD'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.


15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.85%
28.14%
NEAR-USD
SOL-USD