SCHO vs. SOL-USD
SCHO (Schwab Short-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, SCHO returned 1.82%/yr vs 11.54%/yr for SOL-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
SCHO vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SCHO achieves a 0.54% return, which is significantly higher than SOL-USD's -46.20% return.
SCHO
- 1D
- 0.00%
- 1M
- 0.18%
- YTD
- 0.54%
- 6M
- 0.82%
- 1Y
- 3.35%
- 3Y*
- 4.25%
- 5Y*
- 1.82%
- 10Y*
- 1.71%
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
SCHO vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 0.54% | 5.49% | 3.65% | 4.31% | -3.87% | -0.64% | 0.26% |
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between SCHO and SOL-USD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.01 |
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Return for Risk
SCHO vs. SOL-USD — Risk / Return Rank
SCHO
SOL-USD
SCHO vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) 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.
| SCHO | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.24 | ||
| Sortino ratioReturn per unit of downside risk | +5.09 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.90 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | -0.75 | +4.66 |
| Martin ratioReturn relative to average drawdown | 16.48 | -1.21 | +17.69 |
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Drawdowns
SCHO vs. SOL-USD - Drawdown Comparison
The maximum SCHO drawdown since its inception was -5.69%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for SCHO and SOL-USD.
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Drawdown Indicators
| SCHO | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.69% | -96.27% | +90.58% |
Max Drawdown (1Y)Largest decline over 1 year | -0.86% | -74.89% | +74.03% |
Max Drawdown (3Y)Largest decline over 3 years | -0.98% | -76.28% | +75.30% |
Max Drawdown (5Y)Largest decline over 5 years | -5.69% | -96.27% | +90.58% |
Max Drawdown (10Y)Largest decline over 10 years | -5.69% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -74.45% | +74.31% |
Average DrawdownAverage peak-to-trough decline | -0.61% | -51.41% | +50.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 52.87% | -52.67% |
Volatility
SCHO vs. SOL-USD - Volatility Comparison
The current volatility for Schwab Short-Term U.S. Treasury ETF (SCHO) is 0.43%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that SCHO 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
| SCHO | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 17.43% | -17.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.93% | 46.84% | -45.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.37% | 60.20% | -58.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.98% | 82.38% | -80.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.56% | 99.84% | -98.28% |
Frequently Asked Questions
SCHO and SOL-USD have a correlation of 0.09, 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 (17.43%) compared to SCHO (0.43%). In terms of maximum drawdown, SCHO dropped -5.69% vs SOL-USD's -96.27%.
SCHO currently has the higher Sharpe Ratio (2.46 vs -0.78), 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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