SOL-USD vs. SCHD
SOL-USD (Solana) is a cryptocurrency, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, SOL-USD returned 11.54%/yr vs 8.75%/yr for SCHD. At a 0.16 correlation, their price movements are largely independent.
Performance
SOL-USD vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -46.20% return, which is significantly lower than SCHD's 20.66% return.
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
SCHD
- 1D
- 0.89%
- 1M
- 3.37%
- YTD
- 20.66%
- 6M
- 19.57%
- 1Y
- 26.16%
- 3Y*
- 14.90%
- 5Y*
- 8.75%
- 10Y*
- 12.91%
SOL-USD vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
SCHD Schwab U.S. Dividend Equity ETF | 20.66% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 35.33% |
Correlation
The correlation between SOL-USD and SCHD 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 | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.16 |
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Return for Risk
SOL-USD vs. SCHD — Risk / Return Rank
SOL-USD
SCHD
SOL-USD vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.80 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.43 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 5.70 | -6.44 |
| Martin ratioReturn relative to average drawdown | -1.21 | 13.97 | -15.18 |
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Drawdowns
SOL-USD vs. SCHD - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SOL-USD and SCHD.
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Drawdown Indicators
| SOL-USD | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -33.37% | -62.90% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -4.61% | -70.28% |
Max Drawdown (3Y)Largest decline over 3 years | -76.28% | -16.13% | -60.15% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -16.85% | -79.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -74.45% | -0.03% | -74.42% |
Average DrawdownAverage peak-to-trough decline | -51.41% | -3.31% | -48.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.87% | 1.89% | +50.98% |
Volatility
SOL-USD vs. SCHD - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 17.43% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.05%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than SCHD 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 | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.43% | 3.05% | +14.38% |
Volatility (6M)Calculated over the trailing 6-month period | 46.84% | 7.53% | +39.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 10.93% | +49.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.38% | 14.38% | +68.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.84% | 16.72% | +83.12% |
Frequently Asked Questions
SOL-USD and SCHD 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.
SOL-USD has higher volatility (17.43%) compared to SCHD (3.05%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.41 vs -0.78), 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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