SOL-USD vs. DIS
SOL-USD (Solana) is a cryptocurrency, while DIS (The Walt Disney Company) is a stock. Over the past 5 years, SOL-USD returned 9.25%/yr vs -10.48%/yr for DIS. At a 0.17 correlation, their price movements are largely independent.
Performance
SOL-USD vs. DIS - 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 DIS's -13.10% 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*
- —
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
SOL-USD vs. DIS - 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% |
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 73.38% |
Correlation
The correlation between SOL-USD and DIS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.17 |
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Return for Risk
SOL-USD vs. DIS — Risk / Return Rank
SOL-USD
DIS
SOL-USD vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and The Walt Disney Company (DIS). 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 | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.93 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.49 | -0.27 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.00 | -0.25 |
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 | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | -0.51 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.36 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.34 | +0.48 |
Drawdowns
SOL-USD vs. DIS - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than DIS's maximum drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for SOL-USD and DIS.
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Drawdown Indicators
| SOL-USD | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -85.66% | -10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -24.97% | -49.92% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -32.86% | -43.41% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -57.33% | -38.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.72% | — |
Current DrawdownCurrent decline from peak | -75.03% | -49.88% | -25.15% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -26.77% | -24.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 12.23% | +40.30% |
Volatility
SOL-USD vs. DIS - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to The Walt Disney Company (DIS) at 6.12%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than DIS 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 | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 6.12% | +10.65% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 19.37% | +27.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 24.33% | +35.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 29.33% | +53.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 28.77% | +71.05% |
Frequently Asked Questions
SOL-USD and DIS have a correlation of 0.12, 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 (16.77%) compared to DIS (6.12%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs DIS's -85.66%.
DIS currently has the higher Sharpe Ratio (-0.51 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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