SOL-USD vs. META
SOL-USD (Solana) is a cryptocurrency, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, SOL-USD returned 12.17%/yr vs 11.52%/yr for META. At a 0.18 correlation, their price movements are largely independent.
Performance
SOL-USD vs. META - 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 META's -14.03% 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*
- —
META
- 1D
- -0.26%
- 1M
- -8.32%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
SOL-USD vs. META - 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% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 55.92% |
Correlation
The correlation between SOL-USD and META 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 | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.18 |
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Return for Risk
SOL-USD vs. META — Risk / Return Rank
SOL-USD
META
SOL-USD vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Meta Platforms, Inc. (META). 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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.93 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.54 | -0.18 |
| Martin ratioReturn relative to average drawdown | -1.16 | -1.12 | -0.03 |
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Drawdowns
SOL-USD vs. META - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SOL-USD and META.
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Drawdown Indicators
| SOL-USD | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -76.74% | -19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -33.30% | -41.59% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -34.15% | -42.13% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -76.74% | -19.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.74% | — |
Current DrawdownCurrent decline from peak | -73.76% | -28.06% | -45.70% |
Average DrawdownAverage peak-to-trough decline | -51.42% | -15.83% | -35.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.06% | 16.06% | +37.00% |
Volatility
SOL-USD vs. META - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.62% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than META 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 | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.62% | 10.17% | +7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 46.90% | 26.91% | +19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.08% | 35.52% | +24.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.35% | 44.04% | +38.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 38.67% | +61.15% |
Frequently Asked Questions
SOL-USD and META 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 (17.62%) compared to META (10.17%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.51 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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