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SOL-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SOL-USD and BTC-USD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SOL-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
4,147.39%
715.60%
SOL-USD
BTC-USD

Key characteristics

Sharpe Ratio

SOL-USD:

0.08

BTC-USD:

1.90

Sortino Ratio

SOL-USD:

0.80

BTC-USD:

2.52

Omega Ratio

SOL-USD:

1.08

BTC-USD:

1.26

Calmar Ratio

SOL-USD:

0.02

BTC-USD:

1.68

Martin Ratio

SOL-USD:

0.26

BTC-USD:

8.54

Ulcer Index

SOL-USD:

27.83%

BTC-USD:

11.32%

Daily Std Dev

SOL-USD:

73.76%

BTC-USD:

42.81%

Max Drawdown

SOL-USD:

-96.27%

BTC-USD:

-93.07%

Current Drawdown

SOL-USD:

-42.28%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, SOL-USD achieves a -20.14% return, which is significantly lower than BTC-USD's 0.29% return.


SOL-USD

YTD

-20.14%

1M

5.10%

6M

-14.68%

1Y

2.31%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

SOL-USD vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 6262
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6666
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOL-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Bitcoin (BTC-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 chart of Sharpe ratio for SOL-USD, currently valued at 0.08, compared to the broader market0.001.002.003.004.00
SOL-USD: 0.08
BTC-USD: 1.90
The chart of Sortino ratio for SOL-USD, currently valued at 0.80, compared to the broader market0.001.002.003.004.00
SOL-USD: 0.80
BTC-USD: 2.52
The chart of Omega ratio for SOL-USD, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.40
SOL-USD: 1.08
BTC-USD: 1.26
The chart of Calmar ratio for SOL-USD, currently valued at 0.02, compared to the broader market1.002.003.004.00
SOL-USD: 0.02
BTC-USD: 1.68
The chart of Martin ratio for SOL-USD, currently valued at 0.26, compared to the broader market0.005.0010.0015.0020.0025.00
SOL-USD: 0.26
BTC-USD: 8.54

The current SOL-USD Sharpe Ratio is 0.08, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SOL-USD and BTC-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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.08
1.90
SOL-USD
BTC-USD

Drawdowns

SOL-USD vs. BTC-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SOL-USD and BTC-USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.28%
-11.73%
SOL-USD
BTC-USD

Volatility

SOL-USD vs. BTC-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 28.19% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
28.19%
16.27%
SOL-USD
BTC-USD