SOL vs. SOL-USD

Last updated Jul 16, 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: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -1.17%
• 1M: 4.02%
• 6M: -47.58%
• YTD: -38.21%
• 1Y: -53.12%
• 3Y*: 41.00%
• 5Y*: 23.94%
• 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	-1.65%

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

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

SOL-USD

SOL-USD Risk / Return Rank: 59
SOL-USD Sharpe Ratio Rank: 53
SOL-USD Sortino Ratio Rank: 55
SOL-USD Omega Ratio Rank: 57
SOL-USD Calmar Ratio Rank: 67
SOL-USD Martin Ratio Rank: 65

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.

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	SOL-USD	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.74	—
Sortino ratio: Return per unit of downside risk	—	-0.97	—
Omega ratio: Gain probability vs. loss probability	—	0.91	—
Calmar ratio: Return relative to maximum drawdown	—	-0.71	—
Martin ratio: Return relative to average drawdown	—	-1.04	—

Drawdowns

Drawdown Indicators

	SOL	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	—	-96.27%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-74.89%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-76.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	—	-70.65%	—
Average Drawdown Average peak-to-trough decline	—	-51.70%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	42.95%	—

Volatility

Volatility by Period

	SOL	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	47.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	59.54%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	81.26%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	99.26%	—