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SOLL.TO vs. BTCC-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLL.TO vs. BTCC-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Solana ETF Currency Hedged Units (SOLL.TO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLL.TO achieves a -44.92% return, which is significantly lower than BTCC-B.TO's -26.65% return.


SOLL.TO

1D
-4.36%
1M
-20.42%
YTD
-44.92%
6M
-51.48%
1Y
-56.74%
3Y*
5Y*
10Y*

BTCC-B.TO

1D
-2.77%
1M
-20.49%
YTD
-26.65%
6M
-31.97%
1Y
-39.17%
3Y*
34.99%
5Y*
13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLL.TO vs. BTCC-B.TO - Yearly Performance Comparison


Correlation

The correlation between SOLL.TO and BTCC-B.TO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2025

0.85

The correlation between SOLL.TO and BTCC-B.TO has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

SOLL.TO vs. BTCC-B.TO — Risk / Return Rank

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

SOLL.TO
SOLL.TO Risk / Return Rank: 33
Overall Rank
SOLL.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLL.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
SOLL.TO Omega Ratio Rank: 33
Omega Ratio Rank
SOLL.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
SOLL.TO Martin Ratio Rank: 33
Martin Ratio Rank

BTCC-B.TO
BTCC-B.TO Risk / Return Rank: 22
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-B.TO Martin Ratio Rank: 22
Martin Ratio Rank
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.

SOLL.TO vs. BTCC-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Solana ETF Currency Hedged Units (SOLL.TO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO). 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.


SOLL.TOBTCC-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

0.88

0.85

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.78

0.00

Martin ratioReturn relative to average drawdown

-1.25

-1.34

+0.09

SOLL.TO vs. BTCC-B.TO - Sharpe Ratio Comparison

The current SOLL.TO Sharpe Ratio is -0.78, which is comparable to the BTCC-B.TO Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of SOLL.TO and BTCC-B.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOLL.TOBTCC-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

-0.92

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.07

-0.70

Drawdowns

SOLL.TO vs. BTCC-B.TO - Drawdown Comparison

The maximum SOLL.TO drawdown since its inception was -72.76%, roughly equal to the maximum BTCC-B.TO drawdown of -75.12%. Use the drawdown chart below to compare losses from any high point for SOLL.TO and BTCC-B.TO.


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Drawdown Indicators


SOLL.TOBTCC-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.76%

-75.12%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-72.76%

-50.47%

-22.29%

Max Drawdown (3Y)

Largest decline over 3 years

-50.47%

Max Drawdown (5Y)

Largest decline over 5 years

-75.12%

Current Drawdown

Current decline from peak

-72.76%

-49.90%

-22.86%

Average Drawdown

Average peak-to-trough decline

-34.73%

-32.81%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.42%

29.32%

+16.10%

Volatility

SOLL.TO vs. BTCC-B.TO - Volatility Comparison

Purpose Solana ETF Currency Hedged Units (SOLL.TO) has a higher volatility of 16.52% compared to Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) at 9.34%. This indicates that SOLL.TO's price experiences larger fluctuations and is considered to be riskier than BTCC-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOLL.TOBTCC-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

9.34%

+7.18%

Volatility (6M)

Calculated over the trailing 6-month period

49.07%

33.04%

+16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

72.56%

42.52%

+30.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.15%

53.74%

+17.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.15%

54.94%

+16.21%

SOLL.TO vs. BTCC-B.TO - Expense Ratio Comparison

SOLL.TO has a 1.00% expense ratio, which is lower than BTCC-B.TO's 1.33% expense ratio.


Dividends

SOLL.TO vs. BTCC-B.TO - Dividend Comparison

Neither SOLL.TO nor BTCC-B.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOLL.TO and BTCC-B.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOLL.TO is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOLL.TO is cheaper with a 1.00% expense ratio, compared with 1.33% for BTCC-B.TO.

Their fees differ too: 1.00% for SOLL.TO and 1.33% for BTCC-B.TO.

Portfolio Optimizer

Find the right allocation for SOLL.TO and BTCC-B.TO

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