SOL-USD vs. AVAX-USD

In the year-to-date period, SOL-USD achieves a 86.94% return, which is significantly higher than AVAX-USD's 1.25% 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 0.74, which is higher than the AVAX-USD Sharpe Ratio of 0.18. 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.

The current volatility for Solana (SOL-USD) is 21.11%, while Avalanche (AVAX-USD) has a volatility of 34.68%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than AVAX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.