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SOL-USD vs. ISLN.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. ISLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and iShares Physical Silver ETC (ISLN.L). 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 -44.76% return, which is significantly lower than ISLN.L's -5.58% 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*

ISLN.L

1D
5.80%
1M
-20.59%
YTD
-5.58%
6M
9.90%
1Y
86.37%
3Y*
41.38%
5Y*
19.06%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. ISLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
ISLN.L
iShares Physical Silver ETC
-5.58%147.62%21.10%-0.76%3.39%-12.85%72.04%

Correlation

The correlation between SOL-USD and ISLN.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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. ISLN.L — 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: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 4444
Overall Rank
ISLN.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5252
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3333
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. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and iShares Physical Silver ETC (ISLN.L). 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-USDISLN.LDifference
Sharpe ratioReturn per unit of total volatility

-2.23

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.91

1.29

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.72

1.96

-2.67

Martin ratioReturn relative to average drawdown

-1.16

4.36

-5.52

SOL-USD vs. ISLN.L - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.74, which is lower than the ISLN.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SOL-USD and ISLN.L, 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. ISLN.L - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than ISLN.L's maximum drawdown of -76.69%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ISLN.L.


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Drawdown Indicators


SOL-USDISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-76.69%

-19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-43.83%

-31.06%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-43.83%

-32.45%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-43.83%

-52.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

Current Drawdown

Current decline from peak

-73.76%

-40.57%

-33.19%

Average Drawdown

Average peak-to-trough decline

-51.42%

-53.73%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.06%

19.70%

+33.36%

Volatility

SOL-USD vs. ISLN.L - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 17.62% compared to iShares Physical Silver ETC (ISLN.L) at 15.90%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than ISLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.62%

15.90%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

46.90%

54.92%

-8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

60.08%

57.77%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.35%

35.79%

+46.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.82%

31.08%

+68.74%

Frequently Asked Questions


SOL-USD and ISLN.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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