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

Performance

RKLB vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rocket Lab USA, Inc. (RKLB) 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, RKLB achieves a 55.15% return, which is significantly higher than SOL-USD's -47.66% return.


RKLB

1D
-4.77%
1M
2.62%
YTD
55.15%
6M
102.56%
1Y
265.15%
3Y*
174.72%
5Y*
10Y*

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)

RKLB vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RKLB
Rocket Lab USA, Inc.
55.15%173.89%360.58%46.68%-69.30%8.67%
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%124.55%

Correlation

The correlation between RKLB and SOL-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2021

0.23

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Return for Risk

RKLB vs. SOL-USD — Risk / Return Rank

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

RKLB
RKLB Risk / Return Rank: 9292
Overall Rank
RKLB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9090
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8787
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rocket Lab USA, Inc. (RKLB) 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.


RKLBSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.72

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.37

0.88

+0.48

Calmar ratioReturn relative to maximum drawdown

6.21

-0.80

+7.01

Martin ratioReturn relative to average drawdown

14.41

-1.30

+15.71

RKLB vs. SOL-USD - Sharpe Ratio Comparison

The current RKLB Sharpe Ratio is 2.89, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of RKLB 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


RKLBSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

-0.83

+3.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.85

-0.11

Drawdowns

RKLB vs. SOL-USD - Drawdown Comparison

The maximum RKLB drawdown since its inception was -82.96%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for RKLB and SOL-USD.


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Drawdown Indicators


RKLBSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.96%

-96.27%

+13.31%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

-74.89%

+31.88%

Max Drawdown (3Y)

Largest decline over 3 years

-55.49%

-76.27%

+20.78%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

Current Drawdown

Current decline from peak

-27.96%

-75.14%

+47.18%

Average Drawdown

Average peak-to-trough decline

-51.34%

-51.38%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.56%

52.72%

-34.16%

Volatility

RKLB vs. SOL-USD - Volatility Comparison

Rocket Lab USA, Inc. (RKLB) has a higher volatility of 30.58% compared to Solana (SOL-USD) at 16.21%. This indicates that RKLB'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


RKLBSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.58%

16.21%

+14.37%

Volatility (6M)

Calculated over the trailing 6-month period

72.43%

46.43%

+26.00%

Volatility (1Y)

Calculated over the trailing 1-year period

92.30%

60.21%

+32.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.45%

82.48%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.45%

99.89%

-18.44%

Frequently Asked Questions


RKLB and SOL-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKLB has higher volatility (30.58%) compared to SOL-USD (16.21%). In terms of maximum drawdown, RKLB dropped -82.96% vs SOL-USD's -96.27%.

RKLB currently has the higher Sharpe Ratio (2.89 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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