RR.L vs. SOL-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Rolls-Royce Holdings PLC (RR.L) and Solana (SOL-USD).

Performance

RR.L vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

RR.L vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RR.L Rolls-Royce Holdings PLC	3.35%	104.79%	89.72%	221.57%	-24.15%	10.45%	-7.43%
SOL-USD Solana	-33.70%	-38.79%	80.94%	916.86%	-93.47%	11,250.09%	44.99%

Different Trading Currencies

RR.L is traded in GBp, while SOL-USD is traded in USD. To make them comparable, the SOL-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RR.L achieves a 3.35% return, which is significantly higher than SOL-USD's -33.70% return.

RR.L

• 1D: -1.53%
• 1M: -8.79%
• YTD: 3.35%
• 6M: 1.80%
• 1Y: 59.22%
• 3Y*: 100.35%
• 5Y*: 61.68%
• 10Y*: 19.08%

SOL-USD

• 1D: 0.00%
• 1M: -5.97%
• YTD: -33.70%
• 6M: -64.96%
• 1Y: -32.19%
• 3Y*: 54.87%
• 5Y*: 33.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RR.L vs. SOL-USD — Risk / Return Rank

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

RR.L

RR.L Risk / Return Rank: 86
RR.L Sharpe Ratio Rank: 87
RR.L Sortino Ratio Rank: 83
RR.L Omega Ratio Rank: 82
RR.L Calmar Ratio Rank: 85
RR.L Martin Ratio Rank: 90

SOL-USD

SOL-USD Risk / Return Rank: 58
SOL-USD Sharpe Ratio Rank: 69
SOL-USD Sortino Ratio Rank: 64
SOL-USD Omega Ratio Rank: 65
SOL-USD Calmar Ratio Rank: 59
SOL-USD Martin Ratio Rank: 35

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.

RR.L vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) 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.

	RR.L	SOL-USD	Difference
Sharpe ratio Return per unit of total volatility	1.80	-0.43	+2.23
Sortino ratio Return per unit of downside risk	2.34	-0.21	+2.54
Omega ratio Gain probability vs. loss probability	1.31	0.98	+0.34
Calmar ratio Return relative to maximum drawdown	3.26	-1.00	+4.26
Martin ratio Return relative to average drawdown	11.70	-1.61	+13.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RR.L vs. SOL-USD - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.80, which is higher than the SOL-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of RR.L 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.

Sharpe Ratios by Period

	RR.L	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	-0.43	+2.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.49	0.33	+1.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.89	-0.67

Correlation

The correlation between RR.L and SOL-USD is 0.09, 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.

Drawdowns

RR.L vs. SOL-USD - Drawdown Comparison

The maximum RR.L drawdown since its inception was -89.61%, smaller than the maximum SOL-USD drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for RR.L and SOL-USD.

Drawdown Indicators

	RR.L	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-89.61%	-96.27%	+6.66%
Max Drawdown (1Y) Largest decline over 1 year	-18.82%	-68.54%	+49.72%
Max Drawdown (5Y) Largest decline over 5 years	-55.09%	-96.27%	+41.18%
Max Drawdown (10Y) Largest decline over 10 years	-89.41%	—	—
Current Drawdown Current decline from peak	-12.80%	-69.77%	+56.97%
Average Drawdown Average peak-to-trough decline	-39.26%	-50.88%	+11.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.24%	42.95%	-37.71%

Volatility

RR.L vs. SOL-USD - Volatility Comparison

Rolls-Royce Holdings PLC (RR.L) and Solana (SOL-USD) have volatilities of 15.22% and 15.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RR.L	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.22%	15.62%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	23.37%	52.99%	-29.62%
Volatility (1Y) Calculated over the trailing 1-year period	32.93%	62.15%	-29.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.38%	85.17%	-43.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.16%	101.48%	-53.32%