SOL-USD vs. BABA
SOL-USD (Solana) is a cryptocurrency, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 5 years, SOL-USD returned 12.17%/yr vs -10.74%/yr for BABA. At a 0.16 correlation, their price movements are largely independent.
Performance
SOL-USD vs. BABA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOL-USD achieves a -44.76% return, which is significantly lower than BABA's -22.32% return.
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
SOL-USD vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 18.52% |
Correlation
The correlation between SOL-USD and BABA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOL-USD vs. BABA — Risk / Return Rank
SOL-USD
BABA
SOL-USD vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Alibaba Group Holding Limited (BABA). 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-USD | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.06 | -0.66 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.12 | -1.03 |
Loading charts...
Drawdowns
SOL-USD vs. BABA - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for SOL-USD and BABA.
Loading charts...
Drawdown Indicators
| SOL-USD | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -80.09% | -16.18% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -39.94% | -34.95% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -39.94% | -36.34% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -72.48% | -23.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -73.76% | -62.20% | -11.56% |
Average DrawdownAverage peak-to-trough decline | -51.42% | -37.56% | -13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.06% | 19.58% | +33.48% |
Volatility
SOL-USD vs. BABA - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.62% compared to Alibaba Group Holding Limited (BABA) at 10.07%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SOL-USD | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.62% | 10.07% | +7.55% |
Volatility (6M)Calculated over the trailing 6-month period | 46.90% | 29.24% | +17.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.08% | 43.83% | +16.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.35% | 51.40% | +30.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 43.40% | +56.42% |
Frequently Asked Questions
SOL-USD and BABA have a correlation of 0.23, 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 (17.62%) compared to BABA (10.07%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.74), 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.
Find the right allocation for SOL-USD and BABA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer