PortfoliosLab logoPortfoliosLab logo
SOL-USD vs. PYPL
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. PYPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and PayPal Holdings, Inc. (PYPL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. PYPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOL-USD vs. PYPL — 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: 4545
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4646
Martin Ratio Rank

PYPL
PYPL Risk / Return Rank: 55
Overall Rank
PYPL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PYPL Sortino Ratio Rank: 66
Sortino Ratio Rank
PYPL Omega Ratio Rank: 55
Omega Ratio Rank
PYPL Calmar Ratio Rank: 88
Calmar Ratio Rank
PYPL Martin Ratio Rank: 55
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. 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-USDPYPLDifference
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

SOL-USD vs. PYPL - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.79, which is comparable to the PYPL Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of SOL-USD and PYPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SOL-USDPYPLDifference

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.


Loading charts...

Drawdown Indicators


SOL-USDPYPLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-75.03%

-86.51%

+11.48%

Average Drawdown

Average peak-to-trough decline

-51.39%

-35.69%

-15.70%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SOL-USDPYPLDifference

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.

Portfolio Optimizer

Find the right allocation for SOL-USD and PYPL

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

Open Portfolio Optimizer