SOL-USD vs. V
SOL-USD (Solana) is a cryptocurrency, while V (Visa Inc.) is a stock. Over the past 5 years, SOL-USD returned 12.17%/yr vs 7.33%/yr for V. At a 0.16 correlation, their price movements are largely independent.
Performance
SOL-USD vs. V - Performance Comparison
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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%
SOL-USD vs. V - Yearly Performance Comparison
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
SOL-USD
V
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-USD | V | Difference | |
|---|---|---|---|
| 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 |
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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-USD | V | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -73.76% | -12.96% | -60.80% |
Average DrawdownAverage peak-to-trough decline | -51.42% | -8.26% | -43.16% |
Ulcer IndexDepth 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-USD | V | Difference | |
|---|---|---|---|
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.
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