SOL-USD vs. IAU
SOL-USD (Solana) is a cryptocurrency, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 5 years, SOL-USD returned 12.17%/yr vs 17.23%/yr for IAU. At a 0.09 correlation, their price movements are largely independent.
Performance
SOL-USD vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -44.76% return, which is significantly lower than IAU's -2.44% return.
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
SOL-USD vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 12.68% |
Correlation
The correlation between SOL-USD and IAU is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.09 |
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Return for Risk
SOL-USD vs. IAU — Risk / Return Rank
SOL-USD
IAU
SOL-USD vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and iShares Gold Trust (IAU). 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 | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 0.99 | -1.70 |
| Martin ratioReturn relative to average drawdown | -1.16 | 2.83 | -3.99 |
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Drawdowns
SOL-USD vs. IAU - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SOL-USD and IAU.
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Drawdown Indicators
| SOL-USD | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -45.14% | -51.13% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -24.40% | -50.49% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -24.40% | -51.88% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -24.40% | -71.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -73.76% | -22.03% | -51.73% |
Average DrawdownAverage peak-to-trough decline | -51.42% | -15.97% | -35.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.06% | 8.47% | +44.59% |
Volatility
SOL-USD vs. IAU - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.62% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than IAU 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 | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.62% | 7.70% | +9.92% |
Volatility (6M)Calculated over the trailing 6-month period | 46.90% | 23.94% | +22.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.08% | 27.17% | +32.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.35% | 18.16% | +64.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 16.02% | +83.80% |
Frequently Asked Questions
SOL-USD and IAU have a correlation of 0.15, 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 (17.62%) compared to IAU (7.70%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.74), 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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