SOL-USD vs. ETH-USD
Compare and contrast key facts about Solana (SOL-USD) and Ethereum (ETH-USD).
Performance
SOL-USD vs. ETH-USD - Performance Comparison
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SOL-USD vs. ETH-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, SOL-USD achieves a -33.00% return, which is significantly lower than ETH-USD's -28.75% return.
SOL-USD
- 1D
- 1.09%
- 1M
- -0.26%
- YTD
- -33.00%
- 6M
- -60.06%
- 1Y
- -33.05%
- 3Y*
- 58.12%
- 5Y*
- 34.30%
- 10Y*
- —
ETH-USD
- 1D
- 4.42%
- 1M
- 8.99%
- YTD
- -28.75%
- 6M
- -49.01%
- 1Y
- 16.02%
- 3Y*
- 5.08%
- 5Y*
- 1.44%
- 10Y*
- 68.33%
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Return for Risk
SOL-USD vs. ETH-USD — Risk / Return Rank
SOL-USD
ETH-USD
SOL-USD vs. ETH-USD - Risk-Adjusted Trends 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.
| SOL-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.43 | 0.21 | -0.65 |
Sortino ratioReturn per unit of downside risk | -0.20 | 0.88 | -1.08 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.09 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -1.06 | -0.91 | -0.16 |
Martin ratioReturn relative to average drawdown | -1.72 | -1.56 | -0.16 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 0.21 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.02 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.80 | +0.12 |
Correlation
The correlation between SOL-USD and ETH-USD is 0.65, 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.
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 -94.01%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ETH-USD.
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Drawdown Indicators
| SOL-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -94.01% | -2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -68.54% | -62.26% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -79.35% | -16.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -68.17% | -56.24% | -11.93% |
Average DrawdownAverage peak-to-trough decline | -50.87% | -50.81% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.53% | 36.15% | +6.38% |
Volatility
SOL-USD vs. ETH-USD - Volatility Comparison
The current volatility for Solana (SOL-USD) is 16.32%, while Ethereum (ETH-USD) has a volatility of 18.30%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than ETH-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-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.32% | 18.30% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 55.13% | 51.74% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.56% | 62.49% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.86% | 63.61% | +25.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.05% | 78.85% | +22.20% |