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 23.94%/yr vs -28.27%/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 -37.28% return, which is significantly lower than PYPL's -2.06% return.
SOL-USD
- 1D
- 2.27%
- 1M
- 6.73%
- 6M
- -41.47%
- YTD
- -37.28%
- 1Y
- -57.00%
- 3Y*
- 45.16%
- 5Y*
- 23.94%
- 10Y*
- —
- ALL TIME*
- 106.21%
PYPL
- 1D
- 0.46%
- 1M
- 33.66%
- 6M
- 0.51%
- YTD
- -2.06%
- 1Y
- -22.73%
- 3Y*
- -7.74%
- 5Y*
- -28.27%
- 10Y*
- 4.36%
- ALL TIME*
- 2.99%
SOL-USD vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -37.28% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
PYPL PayPal Holdings, Inc. | -2.06% | -31.44% | 38.98% | -13.77% | -62.23% | -19.48% | 121.28% |
Correlation
The correlation between SOL-USD and PYPL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOL-USD | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.93 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.46 | -0.30 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.73 | -0.38 |
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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 | -76.28% | -57.34% | -18.94% |
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 | -70.20% | -81.42% | +11.22% |
Average DrawdownAverage peak-to-trough decline | -51.74% | -36.32% | -15.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.56% | 31.24% | +8.32% |
Volatility
SOL-USD vs. PYPL - Volatility Comparison
The current volatility for Solana (SOL-USD) is 13.99%, while PayPal Holdings, Inc. (PYPL) has a volatility of 17.35%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky 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 | 13.99% | 17.35% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 47.47% | 36.65% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.38% | 42.72% | +16.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.14% | 42.97% | +38.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.16% | 39.20% | +59.96% |
Frequently Asked Questions
SOL-USD and PYPL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (17.35%) compared to SOL-USD (13.99%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs PYPL's -87.30%.
PYPL currently has the higher Sharpe Ratio (-0.53 vs -0.80), 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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