SOL-USD vs. MSTR
Compare and contrast key facts about Solana (SOL-USD) and MicroStrategy Incorporated (MSTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOL-USD or MSTR.
Performance
SOL-USD vs. MSTR - Performance Comparison
Returns By Period
In the year-to-date period, SOL-USD achieves a 153.25% return, which is significantly lower than MSTR's 528.99% return.
SOL-USD
153.25%
53.69%
46.07%
346.38%
N/A
N/A
MSTR
528.99%
80.83%
157.29%
682.23%
92.47%
36.82%
Key characteristics
| SOL-USD | MSTR | |
|---|---|---|
| Sharpe Ratio | 0.86 | 6.63 |
| Sortino Ratio | 1.64 | 4.41 |
| Omega Ratio | 1.16 | 1.53 |
| Calmar Ratio | 0.62 | 8.24 |
| Martin Ratio | 2.97 | 33.53 |
| Ulcer Index | 24.32% | 21.05% |
| Daily Std Dev | 71.64% | 106.48% |
| Max Drawdown | -96.27% | -99.86% |
| Current Drawdown | -0.72% | -16.16% |
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Correlation
The correlation between SOL-USD and MSTR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SOL-USD vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and MicroStrategy Incorporated (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.
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. For additional features, visit the drawdowns tool.
Volatility
SOL-USD vs. MSTR - Volatility Comparison
The current volatility for Solana (SOL-USD) is 23.60%, while MicroStrategy Incorporated (MSTR) has a volatility of 40.90%. 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.