SOL vs. SOL-USD

Last updated Apr 2, 2026

Compare and contrast key facts about ReneSola Ltd (SOL) and Solana (SOL-USD).

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.

SOL vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)
SOL ReneSola Ltd	0.00%
SOL-USD Solana	-6.61%

Returns By Period

SOL

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

SOL-USD

• 1D: -1.80%
• 1M: -5.79%
• YTD: -34.42%
• 6M: -63.26%
• 1Y: -35.58%
• 3Y*: 58.42%
• 5Y*: 32.73%
• 10Y*: —

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

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: 59
SOL-USD Sharpe Ratio Rank: 59
SOL-USD Sortino Ratio Rank: 63
SOL-USD Omega Ratio Rank: 63
SOL-USD Calmar Ratio Rank: 64
SOL-USD Martin Ratio Rank: 46

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	—	-0.47	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.91	—

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	—	-68.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	0.00%	-68.85%	+68.85%
Average Drawdown Average peak-to-trough decline	0.00%	-50.87%	+50.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	42.73%	—

Volatility

Volatility by Period

	SOL	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	63.57%	-63.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	88.86%	-88.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	101.03%	-101.03%