SOL-USD vs. VT
SOL-USD (Solana) is a cryptocurrency, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, SOL-USD returned 9.25%/yr vs 10.54%/yr for VT. At a 0.25 correlation, their price movements are largely independent.
Performance
SOL-USD vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, SOL-USD achieves a -47.43% return, which is significantly lower than VT's 9.77% return.
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
SOL-USD vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 40.63% |
Correlation
The correlation between SOL-USD and VT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.25 |
The correlation between SOL-USD and VT shifts across timeframes, from 0.25 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. VT — Risk / Return Rank
SOL-USD
VT
SOL-USD vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Vanguard Total World Stock ETF (VT). 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.
| SOL-USD | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.36 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.64 | -3.41 |
| Martin ratioReturn relative to average drawdown | -1.25 | 11.68 | -12.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOL-USD | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 1.96 | -2.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.66 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.43 | +0.39 |
Drawdowns
SOL-USD vs. VT - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SOL-USD and VT.
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Drawdown Indicators
| SOL-USD | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -50.27% | -46.00% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -9.67% | -65.22% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -16.51% | -59.76% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -26.38% | -69.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -75.03% | -3.06% | -71.97% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -7.02% | -44.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 2.19% | +50.34% |
Volatility
SOL-USD vs. VT - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to Vanguard Total World Stock ETF (VT) at 4.55%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than VT 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 | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 4.55% | +12.22% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 10.67% | +35.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 13.10% | +47.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 16.10% | +66.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 17.26% | +82.56% |
Frequently Asked Questions
SOL-USD and VT have a correlation of 0.39, 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 (16.77%) compared to VT (4.55%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.96 vs -0.79), 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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