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 23.94%/yr vs 8.40%/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 -37.28% return, which is significantly lower than VXUS's 10.72% return.
SOL-USD
- 1D
- 2.27%
- 1M
- 6.73%
- 6M
- -41.47%
- YTD
- -37.28%
- 1Y
- -57.00%
- 3Y*
- 45.16%
- 5Y*
- 23.94%
- 10Y*
- —
- ALL TIME*
- 106.21%
VXUS
- 1D
- -0.36%
- 1M
- -4.26%
- 6M
- 6.22%
- YTD
- 10.72%
- 1Y
- 23.69%
- 3Y*
- 16.64%
- 5Y*
- 8.40%
- 10Y*
- 9.32%
- ALL TIME*
- 6.44%
SOL-USD vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOL-USD Solana | -37.28% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
VXUS Vanguard Total International Stock ETF | 10.72% | 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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.23 |
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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.
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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.11 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.11 | 7.84 | -8.95 |
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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 | -76.28% | -13.58% | -62.70% |
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 | -70.20% | -4.58% | -65.62% |
Average DrawdownAverage peak-to-trough decline | -51.74% | -8.17% | -43.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.56% | 3.03% | +36.53% |
Volatility
SOL-USD vs. VXUS - Volatility Comparison
Solana (SOL-USD) has a higher volatility of 13.99% compared to Vanguard Total International Stock ETF (VXUS) at 5.31%. 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 | 13.99% | 5.31% | +8.68% |
Volatility (6M)Calculated over the trailing 6-month period | 47.47% | 14.80% | +32.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.38% | 16.68% | +42.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.14% | 16.30% | +64.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.16% | 17.00% | +82.16% |
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 (13.99%) compared to VXUS (5.31%). In terms of maximum drawdown, SOL-USD dropped -96.27% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.43 vs -0.80), 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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