SOL-USD vs. TSLA
Compare and contrast key facts about Solana (SOL-USD) and Tesla, Inc. (TSLA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOL-USD or TSLA.
Performance
SOL-USD vs. TSLA - Performance Comparison
Returns By Period
In the year-to-date period, SOL-USD achieves a 153.25% return, which is significantly higher than TSLA's 36.69% return.
SOL-USD
153.25%
53.69%
46.07%
346.38%
N/A
N/A
TSLA
36.69%
55.82%
95.49%
45.02%
72.78%
35.44%
Key characteristics
| SOL-USD | TSLA | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.67 |
| Sortino Ratio | 1.64 | 1.41 |
| Omega Ratio | 1.16 | 1.17 |
| Calmar Ratio | 0.62 | 0.62 |
| Martin Ratio | 2.97 | 1.78 |
| Ulcer Index | 24.32% | 22.88% |
| Daily Std Dev | 71.64% | 61.22% |
| Max Drawdown | -96.27% | -73.63% |
| Current Drawdown | -0.72% | -17.15% |
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Correlation
The correlation between SOL-USD and TSLA is 0.21, 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.
Risk-Adjusted Performance
SOL-USD vs. TSLA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Tesla, Inc. (TSLA). 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.
Drawdowns
SOL-USD vs. TSLA - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SOL-USD and TSLA. For additional features, visit the drawdowns tool.
Volatility
SOL-USD vs. TSLA - Volatility Comparison
The current volatility for Solana (SOL-USD) is 23.60%, while Tesla, Inc. (TSLA) has a volatility of 29.34%. This indicates that SOL-USD experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.