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SOL-USD vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOL-USD vs. TSLA - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOL-USD achieves a -43.22% return, which is significantly lower than TSLA's -5.79% return.


SOL-USD

1D
-4.70%
1M
-15.97%
YTD
-43.22%
6M
-51.16%
1Y
-54.50%
3Y*
47.95%
5Y*
13.56%
10Y*

TSLA

1D
-0.01%
1M
7.95%
YTD
-5.79%
6M
-5.16%
1Y
23.07%
3Y*
25.57%
5Y*
16.24%
10Y*
40.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-43.22%-34.09%85.68%919.96%-94.13%11,143.63%58.87%
TSLA
Tesla, Inc.
-5.79%11.36%62.52%101.72%-65.03%49.76%515.77%

Correlation

The correlation between SOL-USD and TSLA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.20

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Return for Risk

SOL-USD vs. TSLA — 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: 5353
Overall Rank
SOL-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6666
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 5555
Overall Rank
TSLA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5353
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5151
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5757
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5858
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. TSLA - Risk-Adjusted Trends 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.


SOL-USDTSLADifference

Sharpe ratio

Return per unit of total volatility

-0.76

0.50

-1.26

Sortino ratio

Return per unit of downside risk

-1.02

0.97

-1.98

Omega ratio

Gain probability vs. loss probability

0.90

1.12

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.76

0.77

-1.54

Martin ratio

Return relative to average drawdown

-1.21

1.81

-3.02

SOL-USD vs. TSLA - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.76, which is lower than the TSLA Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SOL-USD and TSLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOL-USDTSLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

0.50

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.28

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.73

+0.11

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.


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Drawdown Indicators


SOL-USDTSLADifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-73.63%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-71.46%

-29.93%

-41.53%

Max Drawdown (3Y)

Largest decline over 3 years

-73.03%

-53.77%

-19.26%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-73.63%

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-73.03%

-13.51%

-59.52%

Average Drawdown

Average peak-to-trough decline

-51.34%

-22.73%

-28.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.54%

12.84%

+38.70%

Volatility

SOL-USD vs. TSLA - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 15.03% compared to Tesla, Inc. (TSLA) at 12.12%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.03%

12.12%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

45.60%

27.28%

+18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

59.79%

46.36%

+13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.60%

58.85%

+23.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.86%

59.11%

+40.75%

Frequently Asked Questions


SOL-USD and TSLA have a correlation of 0.27, 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 (15.03%) compared to TSLA (12.12%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.50 vs -0.76), 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

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