SOL vs. BITW

Last updated Apr 2, 2026

Compare and contrast key facts about ReneSola Ltd (SOL) and Bitwise 10 Crypto Index Fund (BITW).

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 Fund (BITW). The values are adjusted to include any dividend payments, if applicable.

SOL vs. BITW - Yearly Performance Comparison

	2026 (YTD)
SOL ReneSola Ltd	0.00%
BITW Bitwise 10 Crypto Index Fund	-2.50%

Returns By Period

SOL

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BITW

• 1D: 0.70%
• 1M: -0.88%
• YTD: -23.55%
• 6M: -44.70%
• 1Y: -10.75%
• 3Y*: 60.08%
• 5Y*: -11.49%
• 10Y*: —

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

Return for Risk

SOL vs. BITW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BITW

BITW Risk / Return Rank: 32
BITW Sharpe Ratio Rank: 31
BITW Sortino Ratio Rank: 30
BITW Omega Ratio Rank: 30
BITW Calmar Ratio Rank: 35
BITW Martin Ratio Rank: 34

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 Fund (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.

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

Sharpe Ratios by Period

	SOL	BITW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.21	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.25	—

Dividends

SOL vs. BITW - Dividend Comparison

Neither SOL nor BITW has paid dividends to shareholders.

Tickers have no history of dividend payments

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	—	-52.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-94.79%	—
Current Drawdown Current decline from peak	0.00%	-67.69%	+67.69%
Average Drawdown Average peak-to-trough decline	0.00%	-69.75%	+69.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	24.52%	—

Volatility

Volatility by Period

	SOL	BITW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	51.74%	-51.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	67.66%	-67.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	110.28%	-110.28%

Financials