PortfoliosLab logoPortfoliosLab logo
SOL-USD vs. DIS
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. DIS - Performance Comparison

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

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. DIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare stocks, funds, or ETFs

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


Return for Risk

SOL-USD vs. DIS — Risk / Return Rank

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

SOL-USD
SOL-USD Risk / Return Rank: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
Martin Ratio Rank

DIS
DIS Risk / Return Rank: 2121
Overall Rank
DIS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DIS Sortino Ratio Rank: 1919
Sortino Ratio Rank
DIS Omega Ratio Rank: 1919
Omega Ratio Rank
DIS Calmar Ratio Rank: 2525
Calmar Ratio Rank
DIS Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDDISDifference
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

SOL-USD vs. DIS - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.79, which is lower than the DIS Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SOL-USD and DIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SOL-USDDISDifference

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.


Loading charts...

Drawdown Indicators


SOL-USDDISDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-75.03%

-49.88%

-25.15%

Average Drawdown

Average peak-to-trough decline

-51.39%

-26.77%

-24.62%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SOL-USDDISDifference

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.

Portfolio Optimizer

Find the right allocation for SOL-USD and DIS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer