SOL-USD vs. USRT
SOL-USD (Solana) is a cryptocurrency, while USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index. Over the past 5 years, SOL-USD returned 11.54%/yr vs 5.06%/yr for USRT. At a 0.15 correlation, their price movements are largely independent.
Performance
SOL-USD vs. USRT - Performance Comparison
Loading charts...
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%
SOL-USD vs. USRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOL-USD vs. USRT — Risk / Return Rank
SOL-USD
USRT
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-USD | USRT | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SOL-USD | USRT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -74.45% | 0.00% | -74.45% |
Average DrawdownAverage peak-to-trough decline | -51.41% | -12.96% | -38.45% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SOL-USD | USRT | Difference | |
|---|---|---|---|
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.
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.
Open Portfolio Optimizer