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

Performance

SOL-USD vs. ISRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Intuitive Surgical, Inc. (ISRG). 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 -47.43% return, which is significantly lower than ISRG's -26.09% 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*

ISRG

1D
-0.82%
1M
-6.99%
YTD
-26.09%
6M
-26.16%
1Y
-24.86%
3Y*
10.20%
5Y*
8.37%
10Y*
19.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. ISRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-47.43%-34.09%85.68%919.96%-94.13%11,143.63%58.87%
ISRG
Intuitive Surgical, Inc.
-26.09%8.51%54.72%27.14%-26.15%31.76%62.39%

Correlation

The correlation between SOL-USD and ISRG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.18

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Return for Risk

SOL-USD vs. ISRG — 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: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
Martin Ratio Rank

ISRG
ISRG Risk / Return Rank: 99
Overall Rank
ISRG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1111
Omega Ratio Rank
ISRG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISRG Martin Ratio Rank: 44
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. ISRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Intuitive Surgical, Inc. (ISRG). 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-USDISRGDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.89

0.87

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.78

+0.01

Martin ratioReturn relative to average drawdown

-1.25

-1.60

+0.35

SOL-USD vs. ISRG - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.79, which is comparable to the ISRG Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of SOL-USD and ISRG, 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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Sharpe Ratios by Period


SOL-USDISRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

-0.81

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.25

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.48

+0.35

Drawdowns

SOL-USD vs. ISRG - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than ISRG's maximum drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for SOL-USD and ISRG.


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Drawdown Indicators


SOL-USDISRGDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-82.26%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-32.14%

-42.75%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

-34.10%

-42.17%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-49.90%

-46.37%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

Current Drawdown

Current decline from peak

-75.03%

-31.43%

-43.60%

Average Drawdown

Average peak-to-trough decline

-51.39%

-21.28%

-30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.53%

16.18%

+36.35%

Volatility

SOL-USD vs. ISRG - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 16.77% compared to Intuitive Surgical, Inc. (ISRG) at 11.58%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.77%

11.58%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

46.54%

20.48%

+26.06%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

31.02%

+29.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

33.17%

+49.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.82%

32.39%

+67.43%

Frequently Asked Questions


SOL-USD and ISRG have a correlation of 0.19, 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 ISRG (11.58%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs ISRG's -82.26%.

SOL-USD currently has the higher Sharpe Ratio (-0.79 vs -0.81), 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

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