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

Performance

SOL-USD vs. ASTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and AST SpaceMobile, Inc. (ASTS). 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 -47.66% return, which is significantly lower than ASTS's 22.14% return.


SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*

ASTS

1D
-3.64%
1M
18.20%
YTD
22.14%
6M
21.79%
1Y
154.77%
3Y*
148.94%
5Y*
55.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. ASTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
ASTS
AST SpaceMobile, Inc.
22.14%244.22%249.92%25.10%-39.29%-41.53%38.38%

Correlation

The correlation between SOL-USD and ASTS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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

0.17

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

0.15

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Return for Risk

SOL-USD vs. ASTS — 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: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
Martin Ratio Rank

ASTS
ASTS Risk / Return Rank: 8181
Overall Rank
ASTS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASTS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ASTS Omega Ratio Rank: 7676
Omega Ratio Rank
ASTS Calmar Ratio Rank: 8585
Calmar Ratio Rank
ASTS Martin Ratio Rank: 8181
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. ASTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and AST SpaceMobile, Inc. (ASTS). 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.


SOL-USDASTSDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.88

1.26

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.80

3.27

-4.06

Martin ratioReturn relative to average drawdown

-1.30

6.44

-7.73

SOL-USD vs. ASTS - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.83, which is lower than the ASTS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SOL-USD and ASTS, 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


SOL-USDASTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

1.50

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.51

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.40

+0.46

Drawdowns

SOL-USD vs. ASTS - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than ASTS's maximum drawdown of -91.07%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ASTS.


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Drawdown Indicators


SOL-USDASTSDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-91.07%

-5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-47.69%

-27.20%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

-70.66%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-85.57%

-10.70%

Current Drawdown

Current decline from peak

-75.14%

-33.35%

-41.79%

Average Drawdown

Average peak-to-trough decline

-51.38%

-43.35%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.72%

24.15%

+28.57%

Volatility

SOL-USD vs. ASTS - Volatility Comparison

The current volatility for Solana (SOL-USD) is 16.21%, while AST SpaceMobile, Inc. (ASTS) has a volatility of 38.98%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than ASTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDASTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.21%

38.98%

-22.77%

Volatility (6M)

Calculated over the trailing 6-month period

46.43%

82.97%

-36.54%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

104.74%

-44.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

109.29%

-26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.89%

100.48%

-0.59%

Frequently Asked Questions


SOL-USD and ASTS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASTS has higher volatility (38.98%) compared to SOL-USD (16.21%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs ASTS's -91.07%.

ASTS currently has the higher Sharpe Ratio (1.50 vs -0.83), 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

Find the right allocation for SOL-USD and ASTS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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