SOL-USD vs. GOOGL
SOL-USD (Solana) is a cryptocurrency, while GOOGL (Alphabet Inc. Class A) is a stock. Over the past 5 years, SOL-USD returned 9.25%/yr vs 24.94%/yr for GOOGL. At a 0.20 correlation, their price movements are largely independent.
Performance
SOL-USD vs. GOOGL - Performance Comparison
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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 GOOGL's 16.22% 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*
- —
GOOGL
- 1D
- -1.36%
- 1M
- -9.30%
- YTD
- 16.22%
- 6M
- 15.96%
- 1Y
- 110.03%
- 3Y*
- 44.20%
- 5Y*
- 24.94%
- 10Y*
- 25.89%
SOL-USD vs. GOOGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
GOOGL Alphabet Inc. Class A | 16.22% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 45.26% |
Correlation
The correlation between SOL-USD and GOOGL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.20 |
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Return for Risk
SOL-USD vs. GOOGL — Risk / Return Rank
SOL-USD
GOOGL
SOL-USD vs. GOOGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Alphabet Inc. Class A (GOOGL). 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 | GOOGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.57 | ||
| Sortino ratioReturn per unit of downside risk | -6.21 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.61 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 5.43 | -6.20 |
| Martin ratioReturn relative to average drawdown | -1.25 | 19.79 | -21.04 |
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 | GOOGL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 3.78 | -4.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.80 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.84 | -0.02 |
Drawdowns
SOL-USD vs. GOOGL - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for SOL-USD and GOOGL.
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Drawdown Indicators
| SOL-USD | GOOGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -65.29% | -30.98% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -20.37% | -54.52% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -29.81% | -46.46% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -44.32% | -51.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.32% | — |
Current DrawdownCurrent decline from peak | -75.03% | -9.71% | -65.32% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -13.02% | -38.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 5.58% | +46.95% |
Volatility
SOL-USD vs. GOOGL - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to Alphabet Inc. Class A (GOOGL) at 8.68%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than GOOGL 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 | GOOGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 8.68% | +8.09% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 20.90% | +25.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 29.33% | +30.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 31.33% | +51.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 29.13% | +70.69% |
Frequently Asked Questions
SOL-USD and GOOGL have a correlation of 0.22, 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 GOOGL (8.68%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs GOOGL's -65.29%.
GOOGL currently has the higher Sharpe Ratio (3.78 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.
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