SOL-USD vs. CRWD
SOL-USD (Solana) is a cryptocurrency, while CRWD (CrowdStrike Holdings, Inc.) is a stock. Over the past 5 years, SOL-USD returned 9.25%/yr vs 25.22%/yr for CRWD. At a 0.17 correlation, their price movements are largely independent.
Performance
SOL-USD vs. CRWD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -47.43% return, which is significantly lower than CRWD's 40.54% return.
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
CRWD
- 1D
- -1.82%
- 1M
- 24.83%
- YTD
- 40.54%
- 6M
- 27.87%
- 1Y
- 40.64%
- 3Y*
- 63.94%
- 5Y*
- 25.22%
- 10Y*
- —
SOL-USD vs. CRWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
CRWD CrowdStrike Holdings, Inc. | 40.54% | 37.00% | 34.01% | 142.49% | -48.58% | -3.34% | 264.26% |
Correlation
The correlation between SOL-USD and CRWD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.17 |
The correlation between SOL-USD and CRWD shifts across timeframes, from 0.17 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. CRWD — Risk / Return Rank
SOL-USD
CRWD
SOL-USD vs. CRWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and CrowdStrike Holdings, Inc. (CRWD). 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-USD | CRWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.19 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.10 | -1.86 |
| Martin ratioReturn relative to average drawdown | -1.25 | 2.52 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOL-USD | CRWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 0.91 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.50 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.75 | +0.08 |
Drawdowns
SOL-USD vs. CRWD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for SOL-USD and CRWD.
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Drawdown Indicators
| SOL-USD | CRWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -67.69% | -28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -37.18% | -37.71% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -44.44% | -31.83% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -67.69% | -28.58% |
Current DrawdownCurrent decline from peak | -75.03% | -15.77% | -59.26% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -23.64% | -27.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 16.18% | +36.35% |
Volatility
SOL-USD vs. CRWD - Volatility Comparison
Solana (SOL-USD) and CrowdStrike Holdings, Inc. (CRWD) have volatilities of 16.77% and 17.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOL-USD | CRWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 17.60% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 37.02% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 45.06% | +15.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 50.79% | +31.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 55.99% | +43.83% |
Frequently Asked Questions
SOL-USD and CRWD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRWD has higher volatility (17.60%) compared to SOL-USD (16.77%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs CRWD's -67.69%.
CRWD currently has the higher Sharpe Ratio (0.91 vs -0.79), 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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