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

Performance

SOL-USD vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana (SOL-USD) and Visa Inc. (V). 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 -44.76% return, which is significantly lower than V's -7.69% return.


SOL-USD

1D
0.85%
1M
-25.39%
YTD
-44.76%
6M
-48.38%
1Y
-53.76%
3Y*
68.07%
5Y*
12.17%
10Y*

V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOL-USD vs. V - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%26.52%

Correlation

The correlation between SOL-USD and V is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.09

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

0.16

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

0.16

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Return for Risk

SOL-USD vs. V — 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: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
Martin Ratio Rank

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Visa Inc. (V). 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-USDVDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

0.91

0.92

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.73

+0.01

Martin ratioReturn relative to average drawdown

-1.16

-1.57

+0.41

SOL-USD vs. V - Sharpe Ratio Comparison

The current SOL-USD Sharpe Ratio is -0.74, which is lower than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SOL-USD and V, 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. V - Drawdown Comparison

The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for SOL-USD and V.


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Drawdown Indicators


SOL-USDVDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-51.90%

-44.37%

Max Drawdown (1Y)

Largest decline over 1 year

-74.89%

-17.18%

-57.71%

Max Drawdown (3Y)

Largest decline over 3 years

-76.28%

-20.38%

-55.90%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-28.60%

-67.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

-73.76%

-12.96%

-60.80%

Average Drawdown

Average peak-to-trough decline

-51.42%

-8.26%

-43.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.06%

10.73%

+42.33%

Volatility

SOL-USD vs. V - Volatility Comparison

Solana (SOL-USD) has a higher volatility of 17.62% compared to Visa Inc. (V) at 5.57%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOL-USDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.62%

5.57%

+12.05%

Volatility (6M)

Calculated over the trailing 6-month period

46.90%

17.57%

+29.33%

Volatility (1Y)

Calculated over the trailing 1-year period

60.08%

22.35%

+37.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.35%

22.82%

+59.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.82%

24.45%

+75.37%

Frequently Asked Questions


SOL-USD and V have a correlation of 0.08, 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 (17.62%) compared to V (5.57%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs V's -51.90%.

V currently has the higher Sharpe Ratio (-0.56 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 V

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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