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SOLL.TO vs. ETHY-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLL.TO vs. ETHY-U.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 Ether Yield ETF USD Non-Currency Hedged Units (ETHY-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOLL.TO is traded in CAD, while ETHY-U.TO is traded in USD. To make them comparable, the ETHY-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SOLL.TO having a -41.57% return and ETHY-U.TO slightly higher at -39.51%.


SOLL.TO

1D
-3.96%
1M
2.20%
6M
-50.18%
YTD
-41.57%
1Y
-58.64%
3Y*
5Y*
10Y*

ETHY-U.TO

1D
-0.10%
1M
8.82%
6M
-45.78%
YTD
-39.51%
1Y
-46.72%
3Y*
-11.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLL.TO vs. ETHY-U.TO - Yearly Performance Comparison


Correlation

The correlation between SOLL.TO and ETHY-U.TO is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.57

The correlation between SOLL.TO and ETHY-U.TO has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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Return for Risk

SOLL.TO vs. ETHY-U.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: 33
Calmar Ratio Rank
SOLL.TO Martin Ratio Rank: 44
Martin Ratio Rank

ETHY-U.TO
ETHY-U.TO Risk / Return Rank: 55
Overall Rank
ETHY-U.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHY-U.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHY-U.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHY-U.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHY-U.TO Martin Ratio Rank: 44
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. ETHY-U.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 Ether Yield ETF USD Non-Currency Hedged Units (ETHY-U.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.

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.


SOLL.TOETHY-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.88

0.93

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.66

-0.12

Martin ratioReturn relative to average drawdown

-1.14

-1.05

-0.09

SOLL.TO vs. ETHY-U.TO - Sharpe Ratio Comparison

The current SOLL.TO Sharpe Ratio is -0.80, which is lower than the ETHY-U.TO Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of SOLL.TO and ETHY-U.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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Drawdowns

SOLL.TO vs. ETHY-U.TO - Drawdown Comparison

The maximum SOLL.TO drawdown since its inception was -75.04%, smaller than the maximum ETHY-U.TO drawdown of -81.32%. Use the drawdown chart below to compare losses from any high point for SOLL.TO and ETHY-U.TO.


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Drawdown Indicators


SOLL.TOETHY-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.04%

-81.32%

+6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-75.04%

-70.17%

-4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-70.17%

Current Drawdown

Current decline from peak

-71.10%

-76.13%

+5.03%

Average Drawdown

Average peak-to-trough decline

-38.11%

-60.32%

+22.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.58%

44.25%

+7.33%

Volatility

SOLL.TO vs. ETHY-U.TO - Volatility Comparison

The current volatility for Purpose Solana ETF Currency Hedged Units (SOLL.TO) is 20.02%, while Purpose Ether Yield ETF USD Non-Currency Hedged Units (ETHY-U.TO) has a volatility of 30.91%. This indicates that SOLL.TO experiences smaller price fluctuations and is considered to be less risky than ETHY-U.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.TOETHY-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.02%

30.91%

-10.89%

Volatility (6M)

Calculated over the trailing 6-month period

52.26%

62.05%

-9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

73.66%

78.09%

-4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.81%

68.74%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.81%

68.74%

+3.07%

Dividends

SOLL.TO vs. ETHY-U.TO - Dividend Comparison

SOLL.TO has not paid dividends to shareholders, while ETHY-U.TO's dividend yield for the trailing twelve months is around 40.75%.


PositionTTM20252024
ETHY-U.TO
Purpose Ether Yield ETF USD Non-Currency Hedged Units
40.75%18.89%3.10%
SOLL.TO
Purpose Solana ETF Currency Hedged Units
0.00%0.00%0.00%

Frequently Asked Questions


SOLL.TO and ETHY-U.TO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments and Purpose.

Portfolio Optimizer

Find the right allocation for SOLL.TO and ETHY-U.TO

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