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

Performance

SOL-USD vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Avantis International Small Cap Value ETF (AVDV). 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 -46.20% return, which is significantly lower than AVDV's 14.99% return.


SOL-USD

1D
0.15%
1M
-26.54%
YTD
-46.20%
6M
-49.40%
1Y
-56.07%
3Y*
64.54%
5Y*
11.54%
10Y*

AVDV

1D
0.89%
1M
-1.95%
YTD
14.99%
6M
17.18%
1Y
40.93%
3Y*
26.72%
5Y*
13.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. AVDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-46.20%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%46.71%

Correlation

The correlation between SOL-USD and AVDV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.18

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

0.23

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

0.21

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Return for Risk

SOL-USD vs. AVDV — 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: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
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. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Avantis International Small Cap Value ETF (AVDV). 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-USDAVDVDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-4.44

Omega ratioGain probability vs. loss probability

0.90

1.46

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.75

3.12

-3.87

Martin ratioReturn relative to average drawdown

-1.21

12.44

-13.65

SOL-USD vs. AVDV - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.78, which is lower than the AVDV Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SOL-USD and AVDV, 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. AVDV - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for SOL-USD and AVDV.


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Drawdown Indicators


SOL-USDAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-43.01%

-53.26%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-13.19%

-61.70%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-14.17%

-62.11%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-28.08%

-68.19%

Current Drawdown

Current decline from peak

-74.45%

-2.24%

-72.21%

Average Drawdown

Average peak-to-trough decline

-51.41%

-6.76%

-44.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.87%

3.30%

+49.57%

Volatility

SOL-USD vs. AVDV - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 17.43% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.43%

6.26%

+11.17%

Volatility (6M)

Calculated over the trailing 6-month period

46.84%

13.88%

+32.96%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

16.25%

+43.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.38%

17.41%

+64.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.84%

19.77%

+80.07%

Frequently Asked Questions


SOL-USD and AVDV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (17.43%) compared to AVDV (6.26%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs AVDV's -43.01%.

AVDV currently has the higher Sharpe Ratio (2.53 vs -0.78), 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 AVDV

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