SOLQ.TO vs. CCCX.TO
SOLQ.TO (3iQ Solana Staking ETF) and CCCX.TO (CI Galaxy Core Multi-Crypto ETF) are both Cryptocurrency funds. Both are actively managed. At a 0.25 correlation, their price movements are largely independent.
Performance
SOLQ.TO vs. CCCX.TO - Performance Comparison
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Returns By Period
In the year-to-date period, SOLQ.TO achieves a -35.22% return, which is significantly lower than CCCX.TO's -33.15% return.
SOLQ.TO
- 1D
- -0.23%
- 1M
- 3.04%
- 6M
- -46.18%
- YTD
- -35.22%
- 1Y
- -49.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCCX.TO
- 1D
- 0.41%
- 1M
- 4.74%
- 6M
- -37.61%
- YTD
- -33.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOLQ.TO vs. CCCX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOLQ.TO 3iQ Solana Staking ETF | -35.22% | -39.66% |
CCCX.TO CI Galaxy Core Multi-Crypto ETF | -33.15% | -25.82% |
Correlation
The correlation between SOLQ.TO and CCCX.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.25 |
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Return for Risk
SOLQ.TO vs. CCCX.TO — Risk / Return Rank
SOLQ.TO
CCCX.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOLQ.TO vs. CCCX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3iQ Solana Staking ETF (SOLQ.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.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.
| SOLQ.TO | CCCX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | — | — |
| Martin ratioReturn relative to average drawdown | -0.98 | — | — |
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Drawdowns
SOLQ.TO vs. CCCX.TO - Drawdown Comparison
The maximum SOLQ.TO drawdown since its inception was -73.59%, which is greater than CCCX.TO's maximum drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for SOLQ.TO and CCCX.TO.
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Drawdown Indicators
| SOLQ.TO | CCCX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.59% | -58.93% | -14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -73.59% | — | — |
Current DrawdownCurrent decline from peak | -67.55% | -54.32% | -13.23% |
Average DrawdownAverage peak-to-trough decline | -37.30% | -35.69% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.13% | — | — |
Volatility
SOLQ.TO vs. CCCX.TO - Volatility Comparison
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Volatility by Period
| SOLQ.TO | CCCX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 51.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 73.16% | 52.81% | +20.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.18% | 52.81% | +18.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.18% | 52.81% | +18.37% |
Dividends
SOLQ.TO vs. CCCX.TO - Dividend Comparison
Neither SOLQ.TO nor CCCX.TO has paid dividends to shareholders.
Frequently Asked Questions
SOLQ.TO and CCCX.TO have a correlation of 0.25, 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: 3iQ and CI Global Asset Management.
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