SOL-USD vs. TSLA
SOL-USD (Solana) is a cryptocurrency, while TSLA (Tesla, Inc.) is a stock. Over the past 5 years, SOL-USD returned 17.52%/yr vs 10.99%/yr for TSLA. At a 0.20 correlation, their price movements are largely independent.
Performance
SOL-USD vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -43.82% return, which is significantly lower than TSLA's -15.14% return.
SOL-USD
- 1D
- -2.73%
- 1M
- -17.91%
- YTD
- -43.82%
- 6M
- -43.58%
- 1Y
- -51.64%
- 3Y*
- 61.34%
- 5Y*
- 17.52%
- 10Y*
- —
TSLA
- 1D
- -5.79%
- 1M
- -10.42%
- YTD
- -15.14%
- 6M
- -21.41%
- 1Y
- 9.44%
- 3Y*
- 14.14%
- 5Y*
- 10.99%
- 10Y*
- 40.34%
SOL-USD vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -43.82% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
TSLA Tesla, Inc. | -15.14% | 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 | 0.20 |
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Return for Risk
SOL-USD vs. TSLA — Risk / Return Rank
SOL-USD
TSLA
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-USD | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.07 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.32 | -1.01 |
| Martin ratioReturn relative to average drawdown | -1.08 | 0.72 | -1.80 |
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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-USD | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -73.31% | -22.10% | -51.21% |
Average DrawdownAverage peak-to-trough decline | -51.52% | -22.71% | -28.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.23% | 13.37% | +34.86% |
Volatility
SOL-USD vs. TSLA - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 19.00% compared to Tesla, Inc. (TSLA) at 14.29%. 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-USD | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.00% | 14.29% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 47.01% | 28.36% | +18.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.02% | 44.68% | +15.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.64% | 59.03% | +22.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.65% | 59.11% | +40.54% |
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 (19.00%) compared to TSLA (14.29%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.22 vs -0.72), 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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