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

Performance

SOL-USD vs. PLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Palantir Technologies Inc. (PLTR). 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 -47.66% return, which is significantly lower than PLTR's -25.70% return.


SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*

PLTR

1D
-3.22%
1M
-4.16%
YTD
-25.70%
6M
-27.37%
1Y
0.01%
3Y*
106.40%
5Y*
40.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. PLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-47.66%-34.09%85.68%919.96%-94.13%11,143.63%-48.72%
PLTR
Palantir Technologies Inc.
-25.70%135.03%340.48%167.45%-64.74%-22.68%135.50%

Correlation

The correlation between SOL-USD and PLTR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.19

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

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2020

0.19

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Return for Risk

SOL-USD vs. PLTR — 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: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 4242
Overall Rank
PLTR Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4040
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4040
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4343
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4242
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. PLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Palantir Technologies Inc. (PLTR). 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-USDPLTRDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

0.88

1.04

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.80

0.00

-0.80

Martin ratioReturn relative to average drawdown

-1.30

0.00

-1.30

SOL-USD vs. PLTR - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.83, which is lower than the PLTR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of SOL-USD and PLTR, 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-USDPLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

0.00

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.62

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.83

+0.03

Drawdowns

SOL-USD vs. PLTR - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than PLTR's maximum drawdown of -84.62%. Use the drawdown chart below to compare losses from any high point for SOL-USD and PLTR.


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Drawdown Indicators


SOL-USDPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-84.62%

-11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-38.19%

-36.70%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

-40.61%

-35.66%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-79.14%

-17.13%

Current Drawdown

Current decline from peak

-75.14%

-36.25%

-38.89%

Average Drawdown

Average peak-to-trough decline

-51.38%

-40.28%

-11.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.72%

20.84%

+31.88%

Volatility

SOL-USD vs. PLTR - Volatility Comparison

The current volatility for Solana (SOL-USD) is 16.21%, while Palantir Technologies Inc. (PLTR) has a volatility of 17.53%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.21%

17.53%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

46.43%

38.40%

+8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

50.93%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.48%

65.45%

+17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.89%

69.81%

+30.08%

Frequently Asked Questions


SOL-USD and PLTR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTR has higher volatility (17.53%) compared to SOL-USD (16.21%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs PLTR's -84.62%.

PLTR currently has the higher Sharpe Ratio (0.00 vs -0.83), 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

Find the right allocation for SOL-USD and PLTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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