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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 -39.45% return, which is significantly lower than TSLA's -12.22% return.


SOL-USD

1D
-1.98%
1M
9.38%
6M
-45.80%
YTD
-39.45%
1Y
-53.26%
3Y*
41.32%
5Y*
19.17%
10Y*

TSLA

1D
-3.19%
1M
-2.87%
6M
-12.07%
YTD
-12.22%
1Y
25.92%
3Y*
11.95%
5Y*
12.63%
10Y*
38.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-39.45%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
TSLA
Tesla, Inc.
-12.22%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

0.21

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

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.21

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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: 5858
Overall Rank
SOL-USD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5555
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 6464
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 6363
Overall Rank
TSLA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 6161
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5858
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6565
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6464
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.

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-USDTSLADifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

0.91

1.13

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.71

0.87

-1.58

Martin ratioReturn relative to average drawdown

-1.05

1.91

-2.96

SOL-USD vs. TSLA - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.74, which is lower than the TSLA Sharpe Ratio of 0.58. 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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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

-74.89%

-29.93%

-44.96%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-53.77%

-22.51%

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

-71.24%

-19.42%

-51.82%

Average Drawdown

Average peak-to-trough decline

-51.69%

-22.70%

-28.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.68%

13.61%

+29.07%

Volatility

SOL-USD vs. TSLA - Volatility Comparison

The current volatility for Solana (SOL-USD) is 15.11%, while Tesla, Inc. (TSLA) has a volatility of 17.43%. 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.


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Volatility by Period


SOL-USDTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.11%

17.43%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

47.74%

31.20%

+16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

59.43%

44.82%

+14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.36%

59.30%

+22.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.29%

59.26%

+40.03%

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.

TSLA has higher volatility (17.43%) compared to SOL-USD (15.11%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.58 vs -0.74), 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

Find the right allocation for SOL-USD and TSLA

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