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

Performance

NVDA vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) 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, NVDA achieves a 11.77% return, which is significantly higher than SOL-USD's -47.66% return.


NVDA

1D
-0.22%
1M
-3.14%
YTD
11.77%
6M
12.69%
1Y
46.17%
3Y*
75.23%
5Y*
64.35%
10Y*
68.44%

SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NVDA
NVIDIA Corporation
11.77%38.92%171.25%239.02%-50.26%125.48%98.80%
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between NVDA and SOL-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.16

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

0.22

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

0.18

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Return for Risk

NVDA vs. SOL-USD — Risk / Return Rank

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

NVDA
NVDA Risk / Return Rank: 7777
Overall Rank
NVDA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7676
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7373
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7979
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.


NVDASOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+3.14

Omega ratioGain probability vs. loss probability

1.23

0.88

+0.35

Calmar ratioReturn relative to maximum drawdown

2.29

-0.80

+3.09

Martin ratioReturn relative to average drawdown

5.56

-1.30

+6.86

NVDA vs. SOL-USD - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.34, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of NVDA 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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Sharpe Ratios by Period


NVDASOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-0.83

+2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.10

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.85

-0.24

Drawdowns

NVDA vs. SOL-USD - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for NVDA and SOL-USD.


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Drawdown Indicators


NVDASOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-96.27%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-74.89%

+54.68%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-76.27%

+39.39%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-96.27%

+29.93%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-11.58%

-75.14%

+63.56%

Average Drawdown

Average peak-to-trough decline

-36.19%

-51.38%

+15.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

52.72%

-44.39%

Volatility

NVDA vs. SOL-USD - Volatility Comparison

The current volatility for NVIDIA Corporation (NVDA) is 13.01%, while Solana (SOL-USD) has a volatility of 16.21%. This indicates that NVDA 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


NVDASOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.01%

16.21%

-3.20%

Volatility (6M)

Calculated over the trailing 6-month period

26.36%

46.43%

-20.07%

Volatility (1Y)

Calculated over the trailing 1-year period

34.74%

60.21%

-25.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.75%

82.48%

-30.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.85%

99.89%

-50.04%

Frequently Asked Questions


NVDA and SOL-USD have a correlation of 0.21, 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 (16.21%) compared to NVDA (13.01%). In terms of maximum drawdown, NVDA dropped -89.72% vs SOL-USD's -96.27%.

NVDA currently has the higher Sharpe Ratio (1.34 vs -0.83), 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

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