SOL-USD vs. MSTR
SOL-USD (Solana) is a cryptocurrency, while MSTR (Strategy Inc) is a stock. Over the past 5 years, SOL-USD returned 11.49%/yr vs 21.70%/yr for MSTR. At a 0.39 correlation, their price movements are largely independent.
Performance
SOL-USD vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -45.21% return, which is significantly lower than MSTR's -14.86% return.
SOL-USD
- 1D
- -4.67%
- 1M
- -20.97%
- YTD
- -45.21%
- 6M
- -50.97%
- 1Y
- -55.53%
- 3Y*
- 50.45%
- 5Y*
- 11.49%
- 10Y*
- —
MSTR
- 1D
- 2.23%
- 1M
- -30.78%
- YTD
- -14.86%
- 6M
- -30.45%
- 1Y
- -65.78%
- 3Y*
- 67.28%
- 5Y*
- 21.70%
- 10Y*
- 20.85%
SOL-USD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -45.21% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
MSTR Strategy Inc | -14.86% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 209.80% |
Correlation
The correlation between SOL-USD and MSTR is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.39 |
The correlation between SOL-USD and MSTR shifts across timeframes, from 0.39 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. MSTR — Risk / Return Rank
SOL-USD
MSTR
SOL-USD vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Strategy Inc (MSTR). 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-USD | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.82 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.86 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.23 | -1.27 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOL-USD | MSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | -0.94 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.24 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.12 | +0.71 |
Drawdowns
SOL-USD vs. MSTR - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SOL-USD and MSTR.
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Drawdown Indicators
| SOL-USD | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -99.86% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -72.46% | -76.53% | +4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -73.98% | -77.42% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -84.11% | -12.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -73.98% | -72.70% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -51.35% | -86.48% | +35.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.73% | 51.79% | -0.06% |
Volatility
SOL-USD vs. MSTR - Volatility Comparison
The current volatility for Solana (SOL-USD) is 15.03%, while Strategy Inc (MSTR) has a volatility of 19.54%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than MSTR 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 | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.03% | 19.54% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 45.60% | 56.24% | -10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.86% | 70.20% | -10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.59% | 90.80% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.85% | 73.69% | +26.16% |
Frequently Asked Questions
SOL-USD and MSTR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (19.54%) compared to SOL-USD (15.03%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs MSTR's -99.86%.
SOL-USD currently has the higher Sharpe Ratio (-0.77 vs -0.94), 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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