SOL-USD vs. AVAX-USD

In the year-to-date period, SOL-USD achieves a -24.09% return, which is significantly higher than AVAX-USD's -38.72% return.

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

The current SOL-USD Sharpe Ratio is 0.13, which is higher than the AVAX-USD Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of SOL-USD and AVAX-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum AVAX-USD drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for SOL-USD and AVAX-USD. For additional features, visit the drawdowns tool.

Solana (SOL-USD) and Avalanche (AVAX-USD) have volatilities of 26.04% and 26.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.