SOL-USD vs. PPTA
SOL-USD (Solana) is a cryptocurrency, while PPTA (Perpetua Resources Corp) is a stock. Over the past 5 years, SOL-USD returned 9.65%/yr vs 22.69%/yr for PPTA. At a 0.10 correlation, their price movements are largely independent.
Performance
SOL-USD vs. PPTA - Performance Comparison
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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 PPTA's -5.37% 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*
- —
PPTA
- 1D
- 1.15%
- 1M
- -23.51%
- YTD
- -5.37%
- 6M
- -9.30%
- 1Y
- 31.89%
- 3Y*
- 71.90%
- 5Y*
- 22.69%
- 10Y*
- —
SOL-USD vs. PPTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOL-USD Solana | -47.66% | -34.09% | 85.68% | 919.96% | -94.13% | 1,966.02% |
PPTA Perpetua Resources Corp | -5.37% | 126.90% | 236.59% | 8.56% | -38.53% | -34.48% |
Correlation
The correlation between SOL-USD and PPTA 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2021 | 0.10 |
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Return for Risk
SOL-USD vs. PPTA — Risk / Return Rank
SOL-USD
PPTA
SOL-USD vs. PPTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Perpetua Resources Corp (PPTA). 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 | PPTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.14 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.82 | -1.61 |
| Martin ratioReturn relative to average drawdown | -1.30 | 1.90 | -3.20 |
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 | PPTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | 0.43 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.32 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.30 | +0.55 |
Drawdowns
SOL-USD vs. PPTA - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than PPTA's maximum drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for SOL-USD and PPTA.
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Drawdown Indicators
| SOL-USD | PPTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -81.78% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -39.15% | -35.74% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -39.62% | -36.65% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -81.78% | -14.49% |
Current DrawdownCurrent decline from peak | -75.14% | -38.45% | -36.69% |
Average DrawdownAverage peak-to-trough decline | -51.38% | -38.73% | -12.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.72% | 16.92% | +35.80% |
Volatility
SOL-USD vs. PPTA - Volatility Comparison
The current volatility for Solana (SOL-USD) is 16.21%, while Perpetua Resources Corp (PPTA) has a volatility of 24.72%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than PPTA 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 | PPTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.21% | 24.72% | -8.51% |
Volatility (6M)Calculated over the trailing 6-month period | 46.43% | 55.73% | -9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.21% | 75.03% | -14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 71.85% | +10.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.89% | 72.00% | +27.89% |
Frequently Asked Questions
SOL-USD and PPTA 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.
PPTA has higher volatility (24.72%) compared to SOL-USD (16.21%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs PPTA's -81.78%.
PPTA currently has the higher Sharpe Ratio (0.43 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.
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