SOL-USD vs. HBAR-USD
SOL-USD (Solana) and HBAR-USD (HederaHashgraph) are both cryptocurrencies. Over the past 5 years, SOL-USD returned 11.54%/yr vs -16.90%/yr for HBAR-USD. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
SOL-USD vs. HBAR-USD - 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 HBAR-USD's -26.59% 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*
- —
HBAR-USD
- 1D
- -1.54%
- 1M
- -16.53%
- YTD
- -26.59%
- 6M
- -37.13%
- 1Y
- -52.17%
- 3Y*
- 18.50%
- 5Y*
- -16.90%
- 10Y*
- —
SOL-USD vs. HBAR-USD - 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% |
HBAR-USD HederaHashgraph | -26.59% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | -13.14% |
Correlation
The correlation between SOL-USD and HBAR-USD is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.59 |
Over the past year, SOL-USD and HBAR-USD have become more correlated (0.80) than their long-term average of 0.59, meaning their price movements have been converging.
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Return for Risk
SOL-USD vs. HBAR-USD — Risk / Return Rank
SOL-USD
HBAR-USD
SOL-USD vs. HBAR-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and HederaHashgraph (HBAR-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.
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 | HBAR-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.92 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.71 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.21 | -1.01 | -0.20 |
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Drawdowns
SOL-USD vs. HBAR-USD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for SOL-USD and HBAR-USD.
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Drawdown Indicators
| SOL-USD | HBAR-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -97.58% | +1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -73.39% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -79.29% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -92.79% | -3.48% |
Current DrawdownCurrent decline from peak | -74.45% | -84.59% | +10.14% |
Average DrawdownAverage peak-to-trough decline | -51.41% | -74.50% | +23.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.87% | 51.63% | +1.24% |
Volatility
SOL-USD vs. HBAR-USD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.43% compared to HederaHashgraph (HBAR-USD) at 16.49%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than HBAR-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 | HBAR-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.43% | 16.49% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 46.84% | 43.31% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 65.23% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.38% | 85.18% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.84% | 108.59% | -8.75% |
Frequently Asked Questions
SOL-USD and HBAR-USD have a correlation of 0.80, 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 HBAR-USD (16.49%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs HBAR-USD's -97.58%.
HBAR-USD currently has the higher Sharpe Ratio (-0.67 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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