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

Performance

SOL-USD vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and BigBear.ai Holdings, Inc. (BBAI). 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 BBAI's -26.11% 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*

BBAI

1D
-7.42%
1M
-4.55%
YTD
-26.11%
6M
-40.54%
1Y
2.31%
3Y*
25.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. BBAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%-3.99%
BBAI
BigBear.ai Holdings, Inc.
-26.11%21.35%107.94%217.65%-88.10%-27.90%

Correlation

The correlation between SOL-USD and BBAI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.18

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Return for Risk

SOL-USD vs. BBAI — 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

BBAI
BBAI Risk / Return Rank: 4646
Overall Rank
BBAI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 5353
Sortino Ratio Rank
BBAI Omega Ratio Rank: 4848
Omega Ratio Rank
BBAI Calmar Ratio Rank: 4444
Calmar Ratio Rank
BBAI Martin Ratio Rank: 4343
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. BBAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and BigBear.ai Holdings, Inc. (BBAI). 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-USDBBAIDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

0.88

1.09

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.80

0.04

-0.83

Martin ratioReturn relative to average drawdown

-1.30

0.06

-1.36

SOL-USD vs. BBAI - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.83, which is lower than the BBAI Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SOL-USD and BBAI, 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-USDBBAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

0.02

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

-0.08

+0.94

Drawdowns

SOL-USD vs. BBAI - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum BBAI drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for SOL-USD and BBAI.


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Drawdown Indicators


SOL-USDBBAIDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-95.01%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-65.88%

-9.01%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

-75.56%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

Current Drawdown

Current decline from peak

-75.14%

-68.56%

-6.58%

Average Drawdown

Average peak-to-trough decline

-51.38%

-70.81%

+19.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.72%

38.84%

+13.88%

Volatility

SOL-USD vs. BBAI - Volatility Comparison

The current volatility for Solana (SOL-USD) is 16.21%, while BigBear.ai Holdings, Inc. (BBAI) has a volatility of 25.91%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than BBAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDBBAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.21%

25.91%

-9.70%

Volatility (6M)

Calculated over the trailing 6-month period

46.43%

56.72%

-10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

97.18%

-36.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

174.87%

-92.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.89%

174.87%

-74.98%

Frequently Asked Questions


SOL-USD and BBAI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAI has higher volatility (25.91%) compared to SOL-USD (16.21%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs BBAI's -95.01%.

BBAI currently has the higher Sharpe Ratio (0.02 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 BBAI

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