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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 41.03% return, which is significantly higher than BTC-USD's -23.17% return. Over the past 10 years, SLNH has underperformed BTC-USD with an annualized return of -16.91%, while BTC-USD has yielded a comparatively higher 60.98% annualized return.


SLNH

1D
-1.20%
1M
4.43%
YTD
41.03%
6M
4.43%
1Y
166.30%
3Y*
-32.13%
5Y*
-61.55%
10Y*
-16.91%

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLNH vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLNH
Soluna Holdings, Inc.
41.03%-44.29%-47.50%-38.67%-97.58%128.45%602.99%47.87%-20.05%-30.35%
BTC-USD
Bitcoin
-23.17%-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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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 Sep 19, 2012

0.10

Over the past year, SLNH and BTC-USD have become more correlated (0.33) 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: 7373
Overall Rank
SLNH Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SLNH Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLNH Omega Ratio Rank: 7979
Omega Ratio Rank
SLNH Calmar Ratio Rank: 7272
Calmar Ratio Rank
SLNH Martin Ratio Rank: 6363
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
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.


SLNHBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

0.82

-0.85

+1.67

Sortino ratio

Return per unit of downside risk

2.79

-1.14

+3.93

Omega ratio

Gain probability vs. loss probability

1.30

0.88

+0.42

Calmar ratio

Return relative to maximum drawdown

1.83

-1.07

+2.90

Martin ratio

Return relative to average drawdown

2.62

-1.57

+4.19

SLNH vs. BTC-USD - Sharpe Ratio Comparison

The current SLNH Sharpe Ratio is 0.82, which is higher than the BTC-USD Sharpe Ratio of -0.85. 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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Sharpe Ratios by Period


SLNHBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

-0.85

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.24

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

0.89

-1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

1.14

-1.20

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%

-49.65%

-36.61%

Max Drawdown (3Y)

Largest decline over 3 years

-95.57%

-49.65%

-45.92%

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

-99.60%

-46.10%

-53.50%

Average Drawdown

Average peak-to-trough decline

-57.02%

-42.27%

-14.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.33%

33.71%

+26.62%

Volatility

SLNH vs. BTC-USD - Volatility Comparison

Soluna Holdings, Inc. (SLNH) has a higher volatility of 44.28% compared to Bitcoin (BTC-USD) at 9.90%. 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

44.28%

9.90%

+34.38%

Volatility (6M)

Calculated over the trailing 6-month period

108.51%

33.98%

+74.53%

Volatility (1Y)

Calculated over the trailing 1-year period

204.51%

35.37%

+169.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.64%

45.01%

+98.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.54%

56.68%

+71.86%

Frequently Asked Questions


SLNH and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLNH has higher volatility (44.28%) compared to BTC-USD (9.90%). In terms of maximum drawdown, SLNH dropped -99.90% vs BTC-USD's -85.30%.

SLNH currently has the higher Sharpe Ratio (0.82 vs -0.85), 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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