SOL vs. SOL-USD

Last updated Jun 5, 2026

SOL (ReneSola Ltd) is a stock, while SOL-USD (Solana) is a cryptocurrency.

Performance

SOL vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ReneSola Ltd (SOL) and Solana (SOL-USD). 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*: —

SOL-USD

• 1D: -4.67%
• 1M: -20.97%
• YTD: -45.21%
• 6M: -50.97%
• 1Y: -55.53%
• 3Y*: 50.45%
• 5Y*: 11.49%
• 10Y*: —

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

SOL vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)
SOL ReneSola Ltd	0.00%
SOL-USD Solana	-21.99%

Return for Risk

SOL vs. SOL-USD — Risk / Return Rank

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

SOL-USD

SOL-USD Risk / Return Rank: 43
SOL-USD Sharpe Ratio Rank: 39
SOL-USD Sortino Ratio Rank: 43
SOL-USD Omega Ratio Rank: 44
SOL-USD Calmar Ratio Rank: 50
SOL-USD Martin Ratio Rank: 42

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. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ReneSola Ltd (SOL) and Solana (SOL-USD). 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	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.77	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Drawdowns

SOL vs. SOL-USD - Drawdown Comparison

The maximum SOL drawdown since its inception was 0.00%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for SOL and SOL-USD.

Drawdown Indicators

	SOL	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-96.27%	+96.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-72.46%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-73.98%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	0.00%	-73.98%	+73.98%
Average Drawdown Average peak-to-trough decline	0.00%	-51.35%	+51.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	51.73%	—

Volatility

Volatility by Period

	SOL	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	59.86%	-59.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	82.59%	-82.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	99.85%	-99.85%