SOL-USD vs. GBDC
SOL-USD (Solana) is a cryptocurrency, while GBDC (Golub Capital BDC, Inc.) is a stock. Over the past 5 years, SOL-USD returned 11.54%/yr vs 6.81%/yr for GBDC. At a 0.13 correlation, their price movements are largely independent.
Performance
SOL-USD vs. GBDC - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -46.20% return, which is significantly lower than GBDC's 0.68% return.
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
GBDC
- 1D
- -0.30%
- 1M
- 1.53%
- YTD
- 0.68%
- 6M
- -0.71%
- 1Y
- -2.64%
- 3Y*
- 10.34%
- 5Y*
- 6.81%
- 10Y*
- 6.73%
SOL-USD vs. GBDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
GBDC Golub Capital BDC, Inc. | 0.68% | -0.50% | 13.57% | 27.69% | -6.99% | 17.78% | 24.57% |
Correlation
The correlation between SOL-USD and GBDC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.13 |
The correlation between SOL-USD and GBDC shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. GBDC — Risk / Return Rank
SOL-USD
GBDC
SOL-USD vs. GBDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Golub Capital BDC, Inc. (GBDC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOL-USD | GBDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.99 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.15 | -0.60 |
| Martin ratioReturn relative to average drawdown | -1.21 | -0.31 | -0.90 |
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Drawdowns
SOL-USD vs. GBDC - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than GBDC's maximum drawdown of -47.30%. Use the drawdown chart below to compare losses from any high point for SOL-USD and GBDC.
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Drawdown Indicators
| SOL-USD | GBDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -47.30% | -48.97% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -18.20% | -56.69% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -18.20% | -58.08% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -19.28% | -76.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.30% | — |
Current DrawdownCurrent decline from peak | -74.45% | -6.79% | -67.66% |
Average DrawdownAverage peak-to-trough decline | -51.41% | -6.13% | -45.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.87% | 8.56% | +44.31% |
Volatility
SOL-USD vs. GBDC - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.43% compared to Golub Capital BDC, Inc. (GBDC) at 5.60%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than GBDC 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 | GBDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.43% | 5.60% | +11.83% |
Volatility (6M)Calculated over the trailing 6-month period | 46.84% | 15.83% | +31.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 19.15% | +41.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.38% | 17.19% | +65.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.84% | 21.56% | +78.28% |
Frequently Asked Questions
SOL-USD and GBDC have a correlation of 0.25, 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 (17.43%) compared to GBDC (5.60%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs GBDC's -47.30%.
GBDC currently has the higher Sharpe Ratio (-0.14 vs -0.78), 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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