PortfoliosLab logo
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.


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.

Loading data...

Key characteristics

Sharpe Ratio

SOL-USD:

-0.02

BTC-USD:

1.07

Sortino Ratio

SOL-USD:

1.34

BTC-USD:

3.50

Omega Ratio

SOL-USD:

1.14

BTC-USD:

1.37

Calmar Ratio

SOL-USD:

0.29

BTC-USD:

3.08

Martin Ratio

SOL-USD:

1.54

BTC-USD:

13.82

Ulcer Index

SOL-USD:

29.95%

BTC-USD:

11.18%

Daily Std Dev

SOL-USD:

72.88%

BTC-USD:

41.69%

Max Drawdown

SOL-USD:

-96.27%

BTC-USD:

-93.18%

Current Drawdown

SOL-USD:

-36.64%

BTC-USD:

-2.78%

Returns By Period

In the year-to-date period, SOL-USD achieves a -12.33% return, which is significantly lower than BTC-USD's 10.45% return.


SOL-USD

YTD

-12.33%

1M

23.76%

6M

-30.16%

1Y

-3.83%

5Y*

205.60%

10Y*

N/A

BTC-USD

YTD

10.45%

1M

22.19%

6M

14.85%

1Y

54.15%

5Y*

60.41%

10Y*

83.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5656
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 6565
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
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 current SOL-USD Sharpe Ratio is -0.02, which is lower than the BTC-USD Sharpe Ratio of 1.07. 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.


Loading data...

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 -93.18%. 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.


Loading data...

Volatility

SOL-USD vs. BTC-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 18.38% compared to Bitcoin (BTC-USD) at 10.29%. 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.


Loading data...