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

Performance

RGTI vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rigetti Computing Inc (RGTI) 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, RGTI achieves a -5.28% return, which is significantly higher than SOL-USD's -44.76% return.


RGTI

1D
1.70%
1M
8.87%
YTD
-5.28%
6M
-18.81%
1Y
84.04%
3Y*
152.06%
5Y*
16.53%
10Y*

SOL-USD

1D
0.85%
1M
-25.39%
YTD
-44.76%
6M
-48.38%
1Y
-53.76%
3Y*
68.07%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGTI vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RGTI
Rigetti Computing Inc
-5.28%45.15%1,449.40%35.07%-92.91%3.94%
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%422.50%

Correlation

The correlation between RGTI and SOL-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.18

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

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2021

0.16

The correlation between RGTI and SOL-USD shifts across timeframes, from 0.16 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RGTI vs. SOL-USD — Risk / Return Rank

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

RGTI
RGTI Risk / Return Rank: 6565
Overall Rank
RGTI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
RGTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
RGTI Omega Ratio Rank: 6767
Omega Ratio Rank
RGTI Calmar Ratio Rank: 6363
Calmar Ratio Rank
RGTI Martin Ratio Rank: 5858
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rigetti Computing Inc (RGTI) 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.


RGTISOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.19

0.91

+0.29

Calmar ratioReturn relative to maximum drawdown

0.96

-0.72

+1.67

Martin ratioReturn relative to average drawdown

1.47

-1.16

+2.63

RGTI vs. SOL-USD - Sharpe Ratio Comparison

The current RGTI Sharpe Ratio is 0.68, which is higher than the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of RGTI 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

RGTI vs. SOL-USD - Drawdown Comparison

The maximum RGTI drawdown since its inception was -96.89%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for RGTI and SOL-USD.


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Drawdown Indicators


RGTISOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.89%

-96.27%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-77.10%

-74.89%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-78.83%

-76.28%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-96.89%

-96.27%

-0.62%

Current Drawdown

Current decline from peak

-62.76%

-73.76%

+11.00%

Average Drawdown

Average peak-to-trough decline

-58.84%

-51.42%

-7.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.98%

53.06%

-3.08%

Volatility

RGTI vs. SOL-USD - Volatility Comparison

Rigetti Computing Inc (RGTI) has a higher volatility of 44.79% compared to Solana (SOL-USD) at 17.62%. This indicates that RGTI'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


RGTISOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.79%

17.62%

+27.17%

Volatility (6M)

Calculated over the trailing 6-month period

71.15%

46.90%

+24.25%

Volatility (1Y)

Calculated over the trailing 1-year period

109.21%

60.08%

+49.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.97%

82.35%

+46.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.17%

99.82%

+27.35%

Frequently Asked Questions


RGTI and SOL-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGTI has higher volatility (44.79%) compared to SOL-USD (17.62%). In terms of maximum drawdown, RGTI dropped -96.89% vs SOL-USD's -96.27%.

RGTI currently has the higher Sharpe Ratio (0.68 vs -0.74), 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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