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SOL-USD vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SOL-USD and QQQ is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SOL-USD vs. QQQ - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025
35.95%
13.65%
SOL-USD
QQQ

Key characteristics

Sharpe Ratio

SOL-USD:

0.56

QQQ:

1.28

Sortino Ratio

SOL-USD:

1.35

QQQ:

1.76

Omega Ratio

SOL-USD:

1.12

QQQ:

1.23

Calmar Ratio

SOL-USD:

0.32

QQQ:

1.74

Martin Ratio

SOL-USD:

2.51

QQQ:

6.05

Ulcer Index

SOL-USD:

17.69%

QQQ:

3.91%

Daily Std Dev

SOL-USD:

68.52%

QQQ:

18.45%

Max Drawdown

SOL-USD:

-96.27%

QQQ:

-82.98%

Current Drawdown

SOL-USD:

-12.95%

QQQ:

-3.07%

Returns By Period

In the year-to-date period, SOL-USD achieves a 20.44% return, which is significantly higher than QQQ's 1.88% return.


SOL-USD

YTD

20.44%

1M

19.33%

6M

32.66%

1Y

124.64%

5Y*

N/A

10Y*

N/A

QQQ

YTD

1.88%

1M

1.01%

6M

10.90%

1Y

23.19%

5Y*

19.76%

10Y*

18.80%

*Annualized

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Risk-Adjusted Performance

SOL-USD vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOL-USD
The Risk-Adjusted Performance Rank of SOL-USD is 7575
Overall Rank
The Sharpe Ratio Rank of SOL-USD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SOL-USD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SOL-USD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SOL-USD is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SOL-USD is 7676
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOL-USD vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for SOL-USD, currently valued at 0.56, compared to the broader market0.002.004.006.000.561.15
The chart of Sortino ratio for SOL-USD, currently valued at 1.35, compared to the broader market0.002.004.001.351.57
The chart of Omega ratio for SOL-USD, currently valued at 1.12, compared to the broader market1.001.201.401.601.121.21
The chart of Calmar ratio for SOL-USD, currently valued at 0.32, compared to the broader market2.004.006.000.320.46
The chart of Martin ratio for SOL-USD, currently valued at 2.51, compared to the broader market0.0010.0020.0030.0040.0050.002.515.02
SOL-USD
QQQ

The current SOL-USD Sharpe Ratio is 0.56, which is lower than the QQQ Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SOL-USD and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025
0.56
1.15
SOL-USD
QQQ

Drawdowns

SOL-USD vs. QQQ - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SOL-USD and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-12.95%
-3.07%
SOL-USD
QQQ

Volatility

SOL-USD vs. QQQ - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 27.46% compared to Invesco QQQ (QQQ) at 5.77%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025
27.46%
5.77%
SOL-USD
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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