SOL-USD vs. TSLA

In the year-to-date period, SOL-USD achieves a -7.93% return, which is significantly higher than TSLA's -21.16% return.

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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.

The current SOL-USD Sharpe Ratio is 0.24, which is lower than the TSLA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SOL-USD and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

Solana (SOL-USD) and Tesla, Inc. (TSLA) have volatilities of 17.15% and 17.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.