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SOL-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SOL-USD and ETH-USD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SOL-USD vs. ETH-USD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
44.49%
-2.88%
SOL-USD
ETH-USD

Key characteristics

Sharpe Ratio

SOL-USD:

1.28

ETH-USD:

0.15

Sortino Ratio

SOL-USD:

2.05

ETH-USD:

0.73

Omega Ratio

SOL-USD:

1.19

ETH-USD:

1.07

Calmar Ratio

SOL-USD:

0.98

ETH-USD:

0.04

Martin Ratio

SOL-USD:

5.41

ETH-USD:

0.41

Ulcer Index

SOL-USD:

18.91%

ETH-USD:

24.17%

Daily Std Dev

SOL-USD:

68.70%

ETH-USD:

54.10%

Max Drawdown

SOL-USD:

-96.27%

ETH-USD:

-93.96%

Current Drawdown

SOL-USD:

-1.77%

ETH-USD:

-32.66%

Returns By Period

In the year-to-date period, SOL-USD achieves a 35.91% return, which is significantly higher than ETH-USD's -2.77% return.


SOL-USD

YTD

35.91%

1M

35.56%

6M

44.49%

1Y

205.24%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-2.77%

1M

-5.14%

6M

-2.88%

1Y

44.61%

5Y*

81.82%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SOL-USD vs. ETH-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 7777
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 7878
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 5555
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5757
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. ETH-USD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 1.28, compared to the broader market0.002.004.006.008.001.280.15
The chart of Sortino ratio for SOL-USD, currently valued at 2.05, compared to the broader market0.002.004.002.050.73
The chart of Omega ratio for SOL-USD, currently valued at 1.19, compared to the broader market1.001.201.401.601.191.07
The chart of Calmar ratio for SOL-USD, currently valued at 0.98, compared to the broader market2.004.006.008.000.980.04
The chart of Martin ratio for SOL-USD, currently valued at 5.41, compared to the broader market0.0020.0040.0060.005.410.41
SOL-USD
ETH-USD

The current SOL-USD Sharpe Ratio is 1.28, which is higher than the ETH-USD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SOL-USD and ETH-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
1.28
0.15
SOL-USD
ETH-USD

Drawdowns

SOL-USD vs. ETH-USD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.77%
-32.66%
SOL-USD
ETH-USD

Volatility

SOL-USD vs. ETH-USD - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 27.59% compared to Ethereum (ETH-USD) at 18.10%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
27.59%
18.10%
SOL-USD
ETH-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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