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

Performance

SOL-USD vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Cardano (ADA-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, SOL-USD achieves a -37.64% return, which is significantly higher than ADA-USD's -49.93% return.


SOL-USD

1D
-3.61%
1M
16.17%
6M
-43.04%
YTD
-37.64%
1Y
-48.85%
3Y*
53.81%
5Y*
18.41%
10Y*

ADA-USD

1D
-4.37%
1M
-2.24%
6M
-58.54%
YTD
-49.93%
1Y
-71.68%
3Y*
-16.33%
5Y*
-34.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. ADA-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-37.64%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
ADA-USD
Cardano
-49.93%-60.53%42.06%141.64%-81.22%621.17%401.13%

Correlation

The correlation between SOL-USD and ADA-USD is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.73

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.63

Over the past year, SOL-USD and ADA-USD have become more correlated (0.85) than their long-term average of 0.63, meaning their price movements have been converging.

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Return for Risk

SOL-USD vs. ADA-USD — Risk / Return Rank

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

SOL-USD
SOL-USD Risk / Return Rank: 5656
Overall Rank
SOL-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5252
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5353
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6060
Martin Ratio Rank

ADA-USD
ADA-USD Risk / Return Rank: 2222
Overall Rank
ADA-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1515
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 2020
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3232
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Cardano (ADA-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.


SOL-USDADA-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

0.92

0.84

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.84

+0.19

Martin ratioReturn relative to average drawdown

-0.98

-1.23

+0.26

SOL-USD vs. ADA-USD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.68, which is comparable to the ADA-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of SOL-USD and ADA-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

SOL-USD vs. ADA-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ADA-USD.


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Drawdown Indicators


SOL-USDADA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-97.85%

+1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-85.07%

+10.18%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-88.33%

+12.05%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-95.16%

-1.11%

Current Drawdown

Current decline from peak

-70.38%

-94.38%

+24.00%

Average Drawdown

Average peak-to-trough decline

-51.64%

-77.69%

+26.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.59%

52.80%

-5.21%

Volatility

SOL-USD vs. ADA-USD - Volatility Comparison

The current volatility for Solana (SOL-USD) is 16.67%, while Cardano (ADA-USD) has a volatility of 22.50%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDADA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.67%

22.50%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

47.85%

52.73%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

59.64%

65.08%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.42%

74.64%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.40%

102.96%

-3.56%

Frequently Asked Questions


SOL-USD and ADA-USD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADA-USD has higher volatility (22.50%) compared to SOL-USD (16.67%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs ADA-USD's -97.85%.

SOL-USD currently has the higher Sharpe Ratio (-0.68 vs -0.92), 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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