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SOL-USD vs. ETC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. ETC-USD - Performance Comparison

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

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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 ETC-USD's -39.13% 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*

ETC-USD

1D
-1.97%
1M
-27.32%
YTD
-39.13%
6M
-48.14%
1Y
-58.85%
3Y*
-25.64%
5Y*
-35.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. ETC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
ETC-USD
Ethereum Classic
-39.13%-54.13%13.87%39.62%-53.90%499.54%-3.83%

Correlation

The correlation between SOL-USD and ETC-USD is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.60

Over the past year, SOL-USD and ETC-USD have become more correlated (0.83) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

SOL-USD vs. ETC-USD — 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

ETC-USD
ETC-USD Risk / Return Rank: 4242
Overall Rank
ETC-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ETC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETC-USD Omega Ratio Rank: 4242
Omega Ratio Rank
ETC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
ETC-USD Martin Ratio Rank: 4545
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. ETC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Ethereum Classic (ETC-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.


SOL-USDETC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

0.89

0.88

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.81

+0.05

Martin ratioReturn relative to average drawdown

-1.25

-1.25

+0.01

SOL-USD vs. ETC-USD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.79, which is comparable to the ETC-USD Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of SOL-USD and ETC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOL-USDETC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

-0.80

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.40

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.14

+0.68

Drawdowns

SOL-USD vs. ETC-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum ETC-USD drawdown of -95.18%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ETC-USD.


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Drawdown Indicators


SOL-USDETC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-95.18%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-72.46%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

-82.26%

+5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-90.94%

-5.33%

Current Drawdown

Current decline from peak

-75.03%

-95.06%

+20.03%

Average Drawdown

Average peak-to-trough decline

-51.39%

-73.68%

+22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.53%

46.55%

+5.98%

Volatility

SOL-USD vs. ETC-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 16.77% compared to Ethereum Classic (ETC-USD) at 14.41%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than ETC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDETC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.77%

14.41%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

46.54%

43.99%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

60.87%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

73.44%

+9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.82%

129.89%

-30.07%

Frequently Asked Questions


SOL-USD and ETC-USD have a correlation of 0.83, 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 ETC-USD (14.41%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs ETC-USD's -95.18%.

SOL-USD currently has the higher Sharpe Ratio (-0.79 vs -0.80), 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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