SOL-USD vs. VXUS
SOL-USD (Solana) is a cryptocurrency, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 5 years, SOL-USD returned 9.25%/yr vs 7.95%/yr for VXUS. At a 0.23 correlation, their price movements are largely independent.
Performance
SOL-USD vs. VXUS - 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 VXUS's 11.12% 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*
- —
VXUS
- 1D
- 0.86%
- 1M
- -1.98%
- YTD
- 11.12%
- 6M
- 13.49%
- 1Y
- 27.05%
- 3Y*
- 17.97%
- 5Y*
- 7.95%
- 10Y*
- 9.68%
SOL-USD vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 11.12% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 39.99% |
Correlation
The correlation between SOL-USD and VXUS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2020 | 0.23 |
The correlation between SOL-USD and VXUS shifts across timeframes, from 0.21 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOL-USD vs. VXUS — Risk / Return Rank
SOL-USD
VXUS
SOL-USD vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana (SOL-USD) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.32 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.41 | -3.17 |
| Martin ratioReturn relative to average drawdown | -1.25 | 9.34 | -10.58 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.79 | 1.73 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.50 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.37 | +0.45 |
Drawdowns
SOL-USD vs. VXUS - Drawdown Comparison
The maximum SOL-USD drawdown since its inception was -96.27%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SOL-USD and VXUS.
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Drawdown Indicators
| SOL-USD | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -35.97% | -60.30% |
Max Drawdown (1Y)Largest decline over 1 year | -74.89% | -11.27% | -63.62% |
Max Drawdown (3Y)Largest decline over 3 years | -76.27% | -13.58% | -62.69% |
Max Drawdown (5Y)Largest decline over 5 years | -96.27% | -29.44% | -66.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -75.03% | -3.70% | -71.33% |
Average DrawdownAverage peak-to-trough decline | -51.39% | -8.21% | -43.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.53% | 2.90% | +49.63% |
Volatility
SOL-USD vs. VXUS - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 16.77% compared to Vanguard Total International Stock ETF (VXUS) at 6.03%. This indicates that SOL-USD's price experiences larger fluctuations and is considered to be riskier than VXUS 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 | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.77% | 6.03% | +10.74% |
Volatility (6M)Calculated over the trailing 6-month period | 46.54% | 13.60% | +32.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.20% | 15.71% | +44.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.48% | 16.13% | +66.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.82% | 17.19% | +82.63% |
Frequently Asked Questions
SOL-USD and VXUS have a correlation of 0.32, 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 VXUS (6.03%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.73 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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