SOL-USD vs. VOO
Compare and contrast key facts about Solana (SOL-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOL-USD or VOO.
Performance
SOL-USD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SOL-USD achieves a 136.24% return, which is significantly higher than VOO's 25.02% return.
SOL-USD
136.24%
50.21%
28.56%
290.59%
N/A
N/A
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| SOL-USD | VOO | |
|---|---|---|
| Sharpe Ratio | 1.19 | 2.67 |
| Sortino Ratio | 1.92 | 3.56 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 0.95 | 3.85 |
| Martin Ratio | 4.10 | 17.51 |
| Ulcer Index | 24.32% | 1.86% |
| Daily Std Dev | 72.04% | 12.23% |
| Max Drawdown | -96.27% | -33.99% |
| Current Drawdown | -7.39% | -1.76% |
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Correlation
The correlation between SOL-USD and VOO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SOL-USD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Vanguard S&P 500 ETF (VOO). 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.
Drawdowns
SOL-USD vs. VOO - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOL-USD and VOO. For additional features, visit the drawdowns tool.
Volatility
SOL-USD vs. VOO - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 22.42% compared to Vanguard S&P 500 ETF (VOO) at 4.06%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.