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

Performance

SOL-USD vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and iShares Core U.S. REIT ETF (USRT). 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 -46.20% return, which is significantly lower than USRT's 17.79% return.


SOL-USD

1D
0.15%
1M
-26.54%
YTD
-46.20%
6M
-49.40%
1Y
-56.07%
3Y*
64.54%
5Y*
11.54%
10Y*

USRT

1D
0.94%
1M
3.13%
YTD
17.79%
6M
17.95%
1Y
19.33%
3Y*
12.69%
5Y*
5.06%
10Y*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-46.20%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
USRT
iShares Core U.S. REIT ETF
17.79%2.44%8.58%13.64%-24.43%43.26%13.10%

Correlation

The correlation between SOL-USD and USRT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.14

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

0.15

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

0.15

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Return for Risk

SOL-USD vs. USRT — 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: 5050
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4949
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5050
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4848
Overall Rank
USRT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 4444
Sortino Ratio Rank
USRT Omega Ratio Rank: 4444
Omega Ratio Rank
USRT Calmar Ratio Rank: 5555
Calmar Ratio Rank
USRT Martin Ratio Rank: 5252
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. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and iShares Core U.S. REIT ETF (USRT). 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-USDUSRTDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

0.90

1.25

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.75

2.42

-3.16

Martin ratioReturn relative to average drawdown

-1.21

7.79

-9.00

SOL-USD vs. USRT - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.78, which is lower than the USRT Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SOL-USD and USRT, 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. USRT - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than USRT's maximum drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for SOL-USD and USRT.


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Drawdown Indicators


SOL-USDUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-69.92%

-26.35%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-8.04%

-66.85%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-18.70%

-57.58%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-31.03%

-65.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-74.45%

0.00%

-74.45%

Average Drawdown

Average peak-to-trough decline

-51.41%

-12.96%

-38.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.87%

2.49%

+50.38%

Volatility

SOL-USD vs. USRT - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 17.43% compared to iShares Core U.S. REIT ETF (USRT) at 4.71%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.43%

4.71%

+12.72%

Volatility (6M)

Calculated over the trailing 6-month period

46.84%

9.64%

+37.20%

Volatility (1Y)

Calculated over the trailing 1-year period

60.20%

13.57%

+46.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.38%

18.92%

+63.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.84%

21.30%

+78.54%

Frequently Asked Questions


SOL-USD and USRT have a correlation of 0.15, 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 (17.43%) compared to USRT (4.71%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs USRT's -69.92%.

USRT currently has the higher Sharpe Ratio (1.43 vs -0.78), 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 USRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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