SOL vs. SOL-USD

In the year-to-date period, SOL achieves a -22.17% return, which is significantly lower than SOL-USD's -10.70% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current SOL Sharpe Ratio is -0.28, which is lower than the SOL-USD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SOL and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SOL drawdown since its inception was -99.38%, roughly equal to 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. For additional features, visit the drawdowns tool.

The current volatility for ReneSola Ltd (SOL) is 16.68%, while Solana (SOL-USD) has a volatility of 18.56%. This indicates that SOL experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.