SOL vs. BITW

Last updated Jun 24, 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: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BITW

• 1D: -3.24%
• 1M: -17.92%
• YTD: -32.35%
• 6M: -32.63%
• 1Y: -35.22%
• 3Y*: 52.08%
• 5Y*: 1.78%
• 10Y*: —

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

SOL vs. BITW - Yearly Performance Comparison

	2026 (YTD)
SOL ReneSola Ltd	0.00%
BITW Bitwise 10 Crypto Index ETF	-3.82%

Return for Risk

SOL vs. BITW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 4
BITW Sharpe Ratio Rank: 3
BITW Sortino Ratio Rank: 4
BITW Omega Ratio Rank: 4
BITW Calmar Ratio Rank: 4
BITW Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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	—	-0.71	—
Sortino ratio: Return per unit of downside risk	—	-0.86	—
Omega ratio: Gain probability vs. loss probability	—	0.90	—
Calmar ratio: Return relative to maximum drawdown	—	-0.64	—
Martin ratio: Return relative to average drawdown	—	-1.08	—

Drawdowns

SOL vs. BITW - Drawdown Comparison

The maximum SOL drawdown since its inception was 0.00%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for SOL and BITW.

Drawdown Indicators

	SOL	BITW	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-96.46%	+96.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-55.51%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-55.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-91.93%	—
Current Drawdown Current decline from peak	0.00%	-71.40%	+71.40%
Average Drawdown Average peak-to-trough decline	0.00%	-69.56%	+69.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	32.56%	—

Volatility

Volatility by Period

	SOL	BITW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	49.87%	-49.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	65.59%	-65.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	108.35%	-108.35%

Dividends

SOL vs. BITW - Dividend Comparison

Neither SOL nor BITW has paid dividends to shareholders.

Tickers have no history of dividend payments