SOL-USD vs. BNB-USD
SOL-USD (Solana) and BNB-USD (BNB) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 23.94%/yr vs 14.40%/yr for BNB-USD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. BNB-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -37.28% return, which is significantly lower than BNB-USD's -33.63% return.
SOL-USD
- 1D
- 2.27%
- 1M
- 6.73%
- 6M
- -41.47%
- YTD
- -37.28%
- 1Y
- -57.00%
- 3Y*
- 45.16%
- 5Y*
- 23.94%
- 10Y*
- —
- ALL TIME*
- 106.21%
BNB-USD
- 1D
- 0.41%
- 1M
- -2.44%
- 6M
- -37.91%
- YTD
- -33.63%
- 1Y
- -24.28%
- 3Y*
- 32.97%
- 5Y*
- 14.40%
- 10Y*
- —
- ALL TIME*
- 91.15%
SOL-USD vs. BNB-USD - Yearly Performance Comparison
Correlation
The correlation between SOL-USD and BNB-USD is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.58 |
Over the past year, SOL-USD and BNB-USD have become more correlated (0.79) than their long-term average of 0.58, meaning their price movements have been converging.
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Return for Risk
SOL-USD vs. BNB-USD — Risk / Return Rank
SOL-USD
BNB-USD
SOL-USD vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and BNB (BNB-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.
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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.96 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.42 | -0.34 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.62 | -0.49 |
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Drawdowns
SOL-USD vs. BNB-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for SOL-USD and BNB-USD.
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Drawdown Indicators
| SOL-USD | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -79.74% | -16.53% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -58.25% | -16.64% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -58.25% | -18.03% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -69.89% | -26.38% |
Current DrawdownCurrent decline from peak | -70.20% | -56.16% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -51.74% | -38.91% | -12.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.56% | 29.47% | +10.09% |
Volatility
SOL-USD vs. BNB-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 13.99% compared to BNB (BNB-USD) at 7.83%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOL-USD | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 7.83% | +6.16% |
Volatility (6M)Calculated over the trailing 6-month period | 47.47% | 34.47% | +13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.38% | 44.53% | +14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.14% | 49.10% | +32.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.16% | 79.64% | +19.52% |
Frequently Asked Questions
SOL-USD and BNB-USD have a correlation of 0.79, 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 (13.99%) compared to BNB-USD (7.83%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs BNB-USD's -79.74%.
BNB-USD currently has the higher Sharpe Ratio (-0.45 vs -0.80), 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.
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