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SOL-USD vs. HYPD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. HYPD - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOL-USD achieves a -40.55% return, which is significantly lower than HYPD's -17.98% return.


SOL-USD

1D
3.85%
1M
-14.48%
YTD
-40.55%
6M
-42.11%
1Y
-51.64%
3Y*
69.03%
5Y*
13.25%
10Y*

HYPD

1D
7.35%
1M
-13.10%
YTD
-17.98%
6M
-5.19%
1Y
19.67%
3Y*
-75.69%
5Y*
-63.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. HYPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-40.55%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
HYPD
Hyperion DeFi, Inc
-17.98%-69.52%-92.98%27.61%-59.25%-33.99%118.77%

Correlation

The correlation between SOL-USD and HYPD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.13

Over the past year, SOL-USD and HYPD have become more correlated (0.36) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

SOL-USD vs. HYPD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOL-USD
SOL-USD Risk / Return Rank: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
Martin Ratio Rank

HYPD
HYPD Risk / Return Rank: 5757
Overall Rank
HYPD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYPD Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYPD Omega Ratio Rank: 7171
Omega Ratio Rank
HYPD Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYPD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOL-USD vs. HYPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Hyperion DeFi, Inc (HYPD). 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-USDHYPDDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.91

1.22

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.69

0.23

-0.92

Martin ratioReturn relative to average drawdown

-1.10

0.30

-1.40

SOL-USD vs. HYPD - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.72, which is lower than the HYPD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SOL-USD and HYPD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOL-USD vs. HYPD - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum HYPD drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for SOL-USD and HYPD.


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Drawdown Indicators


SOL-USDHYPDDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-99.89%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-84.22%

+9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-99.55%

+23.27%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-99.83%

+3.56%

Current Drawdown

Current decline from peak

-71.76%

-99.63%

+27.87%

Average Drawdown

Average peak-to-trough decline

-51.44%

-70.76%

+19.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.81%

66.02%

-13.21%

Volatility

SOL-USD vs. HYPD - Volatility Comparison

The current volatility for Solana (SOL-USD) is 18.52%, while Hyperion DeFi, Inc (HYPD) has a volatility of 31.31%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than HYPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDHYPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.52%

31.31%

-12.79%

Volatility (6M)

Calculated over the trailing 6-month period

47.20%

81.75%

-34.55%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

220.84%

-160.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.34%

144.63%

-62.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.79%

123.93%

-24.14%

Frequently Asked Questions


SOL-USD and HYPD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYPD has higher volatility (31.31%) compared to SOL-USD (18.52%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs HYPD's -99.89%.

HYPD currently has the higher Sharpe Ratio (0.09 vs -0.72), 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.

Portfolio Optimizer

Find the right allocation for SOL-USD and HYPD

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