SOL-USD vs. RKLB
SOL-USD (Solana) is a cryptocurrency, while RKLB (Rocket Lab USA, Inc.) is a stock. Over the past 3 years, SOL-USD returned 60.89%/yr vs 174.72%/yr for RKLB. At a 0.23 correlation, their price movements are largely independent.
Performance
SOL-USD vs. RKLB - 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 RKLB's 55.15% 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*
- —
RKLB
- 1D
- -4.77%
- 1M
- 2.62%
- YTD
- 55.15%
- 6M
- 102.56%
- 1Y
- 265.15%
- 3Y*
- 174.72%
- 5Y*
- —
- 10Y*
- —
SOL-USD vs. RKLB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOL-USD Solana | -47.66% | -34.09% | 85.68% | 919.96% | -94.13% | 124.55% |
RKLB Rocket Lab USA, Inc. | 55.15% | 173.89% | 360.58% | 46.68% | -69.30% | 8.67% |
Correlation
The correlation between SOL-USD and RKLB 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 | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021 | 0.23 |
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Return for Risk
SOL-USD vs. RKLB — Risk / Return Rank
SOL-USD
RKLB
SOL-USD vs. RKLB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Rocket Lab USA, Inc. (RKLB). 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 | RKLB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.72 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.37 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 6.21 | -7.01 |
| Martin ratioReturn relative to average drawdown | -1.30 | 14.41 | -15.71 |
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 | RKLB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | 2.89 | -3.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.74 | +0.11 |
Drawdowns
SOL-USD vs. RKLB - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than RKLB's maximum drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for SOL-USD and RKLB.
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Drawdown Indicators
| SOL-USD | RKLB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -82.96% | -13.31% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -43.01% | -31.88% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -55.49% | -20.78% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | — | — |
Current DrawdownCurrent decline from peak | -75.14% | -27.96% | -47.18% |
Average DrawdownAverage peak-to-trough decline | -51.38% | -51.34% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.72% | 18.56% | +34.16% |
Volatility
SOL-USD vs. RKLB - Volatility Comparison
The current volatility for Solana (SOL-USD) is 16.21%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 30.58%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than RKLB 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 | RKLB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.21% | 30.58% | -14.37% |
Volatility (6M)Calculated over the trailing 6-month period | 46.43% | 72.43% | -26.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.21% | 92.30% | -32.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 81.45% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.89% | 81.45% | +18.44% |
Frequently Asked Questions
SOL-USD and RKLB 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.
RKLB has higher volatility (30.58%) compared to SOL-USD (16.21%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs RKLB's -82.96%.
RKLB currently has the higher Sharpe Ratio (2.89 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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