SOL vs. BITW

Last updated Jul 14, 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*: —

BITW

• 1D: -2.71%
• 1M: -0.95%
• 6M: -35.67%
• YTD: -32.04%
• 1Y: -45.22%
• 3Y*: 44.27%
• 5Y*: 0.84%
• 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	-3.38%

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: 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: 2

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	—	-0.92	—
Sortino ratio: Return per unit of downside risk	—	-1.32	—
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	—	-1.30	—

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	—	-71.27%	—
Average Drawdown Average peak-to-trough decline	—	-69.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	34.82%	—

Volatility

Volatility by Period

	SOL	BITW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	49.66%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	65.28%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	107.92%	—

Dividends

SOL vs. BITW - Dividend Comparison

Neither SOL nor BITW has paid dividends to shareholders.

Tickers have no history of dividend payments