SOL vs. BITW

Last updated Aug 1, 2026

SOL (ReneSola Ltd) is a stock, while BITW (Bitwise 10 Crypto Index ETF) is Cryptocurrency fund tracking the Bitwise 10 Large Cap Crypto Index.

Performance

SOL vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ReneSola Ltd (SOL) and Bitwise 10 Crypto Index ETF (BITW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SOL

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

BITW

• 1D: -2.78%
• 1M: 2.56%
• 6M: -27.22%
• YTD: -31.06%
• 1Y: -42.99%
• 3Y*: 48.26%
• 5Y*: -0.56%
• 10Y*: —
• ALL TIME*: 23.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BITW Bitwise 10 Crypto Index ETF	$1.41M	$1.46M	$2.56M

SOL vs. BITW - Yearly Performance Comparison

	2026 (YTD)
SOL ReneSola Ltd	0.00%
BITW Bitwise 10 Crypto Index ETF	-1.98%

Return for Risk

SOL vs. BITW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BITW

BITW Risk / Return Rank: 2
BITW Sharpe Ratio Rank: 2
BITW Sortino Ratio Rank: 2
BITW Omega Ratio Rank: 2
BITW Calmar Ratio Rank: 2
BITW Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SOL vs. BITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ReneSola Ltd (SOL) and Bitwise 10 Crypto Index ETF (BITW). 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	BITW	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.91	—
Sortino ratio: Return per unit of downside risk	—	-1.31	—
Omega ratio: Gain probability vs. loss probability	—	0.85	—
Calmar ratio: Return relative to maximum drawdown	—	-0.80	—
Martin ratio: Return relative to average drawdown	—	-1.23	—

Drawdowns

Drawdown Indicators

	SOL	BITW	Difference
Max Drawdown Largest peak-to-trough decline	—	-96.46%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-56.45%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-56.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-91.93%	—
Current Drawdown Current decline from peak	—	-70.86%	—
Average Drawdown Average peak-to-trough decline	—	-69.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	36.89%	—

Volatility

Volatility by Period

	SOL	BITW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	36.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	49.79%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	63.94%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	107.44%	—

Dividends

SOL vs. BITW - Dividend Comparison

Neither SOL nor BITW has paid dividends to shareholders.

Tickers have no history of dividend payments