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SLNH vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SLNH vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Soluna Holdings, Inc. (SLNH) and Bitcoin (BTC-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, SLNH achieves a 37.61% return, which is significantly higher than BTC-USD's -28.07% return. Over the past 10 years, SLNH has underperformed BTC-USD with an annualized return of -17.33%, while BTC-USD has yielded a comparatively higher 57.41% annualized return.


SLNH

1D
-3.59%
1M
-5.85%
YTD
37.61%
6M
4.55%
1Y
195.14%
3Y*
-30.88%
5Y*
-61.38%
10Y*
-17.33%

BTC-USD

1D
-1.58%
1M
-18.24%
YTD
-28.07%
6M
-28.01%
1Y
-40.30%
3Y*
27.25%
5Y*
12.68%
10Y*
57.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLNH vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLNH
Soluna Holdings, Inc.
37.61%-44.29%-47.50%-38.67%-97.58%128.45%602.99%47.87%-20.05%-30.35%
BTC-USD
Bitcoin
-28.07%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between SLNH and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.25

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2012

0.10

Over the past year, SLNH and BTC-USD have become more correlated (0.32) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

SLNH vs. BTC-USD — Risk / Return Rank

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

SLNH
SLNH Risk / Return Rank: 7878
Overall Rank
SLNH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SLNH Sortino Ratio Rank: 8888
Sortino Ratio Rank
SLNH Omega Ratio Rank: 8383
Omega Ratio Rank
SLNH Calmar Ratio Rank: 7878
Calmar Ratio Rank
SLNH Martin Ratio Rank: 6868
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2525
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
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.

SLNH vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Soluna Holdings, Inc. (SLNH) and Bitcoin (BTC-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.


SLNHBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+4.22

Omega ratioGain probability vs. loss probability

1.32

0.86

+0.45

Calmar ratioReturn relative to maximum drawdown

2.28

-0.79

+3.06

Martin ratioReturn relative to average drawdown

3.15

-1.32

+4.48

SLNH vs. BTC-USD - Sharpe Ratio Comparison

The current SLNH Sharpe Ratio is 0.96, which is higher than the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of SLNH and BTC-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

SLNH vs. BTC-USD - Drawdown Comparison

The maximum SLNH drawdown since its inception was -99.90%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SLNH and BTC-USD.


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Drawdown Indicators


SLNHBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-85.30%

-14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-86.26%

-51.21%

-35.05%

Max Drawdown (3Y)

Largest decline over 3 years

-95.57%

-51.21%

-44.36%

Max Drawdown (5Y)

Largest decline over 5 years

-99.90%

-76.67%

-23.23%

Max Drawdown (10Y)

Largest decline over 10 years

-99.90%

-83.80%

-16.10%

Current Drawdown

Current decline from peak

-99.61%

-49.54%

-50.07%

Average Drawdown

Average peak-to-trough decline

-57.15%

-42.40%

-14.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.16%

31.29%

+30.87%

Volatility

SLNH vs. BTC-USD - Volatility Comparison

Soluna Holdings, Inc. (SLNH) has a higher volatility of 26.83% compared to Bitcoin (BTC-USD) at 12.23%. This indicates that SLNH's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLNHBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.83%

12.23%

+14.60%

Volatility (6M)

Calculated over the trailing 6-month period

102.12%

34.57%

+67.55%

Volatility (1Y)

Calculated over the trailing 1-year period

204.99%

35.70%

+169.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.89%

44.26%

+99.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.70%

56.41%

+72.29%

Frequently Asked Questions


SLNH and BTC-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLNH has higher volatility (26.83%) compared to BTC-USD (12.23%). In terms of maximum drawdown, SLNH dropped -99.90% vs BTC-USD's -85.30%.

SLNH currently has the higher Sharpe Ratio (0.96 vs -0.94), 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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