SOL-USD vs. PYPL
SOL-USD (Solana) is a cryptocurrency, while PYPL (PayPal Holdings, Inc.) is a stock. Over the past 5 years, SOL-USD returned 9.25%/yr vs -30.87%/yr for PYPL. At a 0.20 correlation, their price movements are largely independent.
Performance
SOL-USD vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -47.43% return, which is significantly lower than PYPL's -28.88% return.
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
PYPL
- 1D
- -0.07%
- 1M
- -8.76%
- YTD
- -28.88%
- 6M
- -32.07%
- 1Y
- -43.32%
- 3Y*
- -13.13%
- 5Y*
- -30.87%
- 10Y*
- 1.25%
SOL-USD vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
PYPL PayPal Holdings, Inc. | -28.88% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 121.28% |
Correlation
The correlation between SOL-USD and PYPL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.20 |
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Return for Risk
SOL-USD vs. PYPL — Risk / Return Rank
SOL-USD
PYPL
SOL-USD vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and PayPal Holdings, Inc. (PYPL). 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 | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.79 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.87 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.55 | +0.30 |
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 | PYPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | -1.11 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.74 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.01 | +0.81 |
Drawdowns
SOL-USD vs. PYPL - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than PYPL's maximum drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for SOL-USD and PYPL.
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Drawdown Indicators
| SOL-USD | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -87.30% | -8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -49.92% | -24.97% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -57.34% | -18.93% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -87.30% | -8.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.30% | — |
Current DrawdownCurrent decline from peak | -75.03% | -86.51% | +11.48% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -35.69% | -15.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 27.99% | +24.54% |
Volatility
SOL-USD vs. PYPL - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to PayPal Holdings, Inc. (PYPL) at 6.73%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than PYPL 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 | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 6.73% | +10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 31.69% | +14.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 39.14% | +21.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 42.09% | +40.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 38.78% | +61.04% |
Frequently Asked Questions
SOL-USD and PYPL have a correlation of 0.25, 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 (16.77%) compared to PYPL (6.73%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs PYPL's -87.30%.
SOL-USD currently has the higher Sharpe Ratio (-0.79 vs -1.11), 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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