NEAR-USD vs. SOL-USD
NEAR-USD (NEAR Protocol) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, NEAR-USD returned -9.02%/yr vs 8.85%/yr for SOL-USD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
NEAR-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NEAR-USD achieves a 32.03% return, which is significantly higher than SOL-USD's -48.05% return.
NEAR-USD
- 1D
- -9.24%
- 1M
- 34.07%
- YTD
- 32.03%
- 6M
- 18.61%
- 1Y
- -11.25%
- 3Y*
- 9.15%
- 5Y*
- -9.02%
- 10Y*
- —
SOL-USD
- 1D
- -6.02%
- 1M
- -27.48%
- YTD
- -48.05%
- 6M
- -51.51%
- 1Y
- -55.22%
- 3Y*
- 46.91%
- 5Y*
- 8.85%
- 10Y*
- —
NEAR-USD vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NEAR-USD NEAR Protocol | 32.03% | -69.13% | 34.16% | 191.37% | -91.43% | 947.53% | 17.58% |
SOL-USD Solana | -48.05% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | -34.72% |
Correlation
The correlation between NEAR-USD and SOL-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.62 |
The correlation between NEAR-USD and SOL-USD shifts across timeframes, from 0.62 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NEAR-USD vs. SOL-USD — Risk / Return Rank
NEAR-USD
SOL-USD
NEAR-USD vs. SOL-USD - Risk-Adjusted Trends 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.
| NEAR-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.90 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.75 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.27 | -1.22 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.77 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.09 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.82 | -0.74 |
Drawdowns
NEAR-USD vs. SOL-USD - Drawdown Comparison
The maximum NEAR-USD drawdown since its inception was -95.24%, 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.
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Drawdown Indicators
| NEAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.24% | -96.27% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -69.74% | -73.89% | +4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -89.15% | -75.32% | -13.83% |
Max Drawdown (5Y)Largest decline over 5 years | -95.24% | -96.27% | +1.03% |
Current DrawdownCurrent decline from peak | -90.12% | -75.32% | -14.80% |
Average DrawdownAverage peak-to-trough decline | -69.34% | -51.36% | -17.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.55% | 51.93% | -4.38% |
Volatility
NEAR-USD vs. SOL-USD - Volatility Comparison
NEAR Protocol (NEAR-USD) has a higher volatility of 44.37% compared to Solana (SOL-USD) at 15.17%. 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.
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Volatility by Period
| NEAR-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.37% | 15.17% | +29.20% |
Volatility (6M)Calculated over the trailing 6-month period | 69.50% | 45.73% | +23.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.68% | 60.01% | +23.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.73% | 82.59% | +13.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 102.51% | 99.84% | +2.67% |
Frequently Asked Questions
NEAR-USD and SOL-USD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEAR-USD has higher volatility (44.37%) compared to SOL-USD (15.17%). In terms of maximum drawdown, NEAR-USD dropped -95.24% vs SOL-USD's -96.27%.
NEAR-USD currently has the higher Sharpe Ratio (-0.11 vs -0.77), 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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