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SOLZ vs. EZET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLZ vs. EZET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana ETF (SOLZ) and Franklin Ethereum ETF (EZET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLZ achieves a -45.08% return, which is significantly lower than EZET's -40.23% return.


SOLZ

1D
-3.82%
1M
-20.48%
YTD
-45.08%
6M
-51.54%
1Y
-59.55%
3Y*
5Y*
10Y*

EZET

1D
-1.32%
1M
-25.14%
YTD
-40.23%
6M
-43.56%
1Y
-32.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLZ vs. EZET - Yearly Performance Comparison


2026 (YTD)2025
SOLZ
Solana ETF
-45.08%-12.47%
EZET
Franklin Ethereum ETF
-40.23%50.33%

Correlation

The correlation between SOLZ and EZET is 0.88, 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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.87

The correlation between SOLZ and EZET has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

SOLZ vs. EZET — Risk / Return Rank

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

SOLZ
SOLZ Risk / Return Rank: 33
Overall Rank
SOLZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLZ Sortino Ratio Rank: 33
Sortino Ratio Rank
SOLZ Omega Ratio Rank: 33
Omega Ratio Rank
SOLZ Calmar Ratio Rank: 22
Calmar Ratio Rank
SOLZ Martin Ratio Rank: 33
Martin Ratio Rank

EZET
EZET Risk / Return Rank: 55
Overall Rank
EZET Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EZET Sortino Ratio Rank: 66
Sortino Ratio Rank
EZET Omega Ratio Rank: 66
Omega Ratio Rank
EZET Calmar Ratio Rank: 55
Calmar Ratio Rank
EZET Martin Ratio Rank: 55
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.

SOLZ vs. EZET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana ETF (SOLZ) and Franklin Ethereum ETF (EZET). 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.


SOLZEZETDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

0.87

0.96

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.52

-0.30

Martin ratioReturn relative to average drawdown

-1.29

-0.86

-0.43

SOLZ vs. EZET - Sharpe Ratio Comparison

The current SOLZ Sharpe Ratio is -0.81, which is lower than the EZET Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of SOLZ and EZET, 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


SOLZEZETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

-0.48

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.42

-0.18

Drawdowns

SOLZ vs. EZET - Drawdown Comparison

The maximum SOLZ drawdown since its inception was -73.46%, which is greater than EZET's maximum drawdown of -64.05%. Use the drawdown chart below to compare losses from any high point for SOLZ and EZET.


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Drawdown Indicators


SOLZEZETDifference

Max Drawdown

Largest peak-to-trough decline

-73.46%

-64.05%

-9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-73.46%

-63.36%

-10.10%

Current Drawdown

Current decline from peak

-73.46%

-63.36%

-10.10%

Average Drawdown

Average peak-to-trough decline

-34.24%

-32.74%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.26%

37.94%

+8.32%

Volatility

SOLZ vs. EZET - Volatility Comparison

Solana ETF (SOLZ) has a higher volatility of 16.04% compared to Franklin Ethereum ETF (EZET) at 9.68%. This indicates that SOLZ's price experiences larger fluctuations and is considered to be riskier than EZET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOLZEZETDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.04%

9.68%

+6.36%

Volatility (6M)

Calculated over the trailing 6-month period

49.52%

45.32%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

73.90%

68.34%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.02%

72.29%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.02%

72.29%

+3.73%

SOLZ vs. EZET - Expense Ratio Comparison

SOLZ has a 0.95% expense ratio, which is higher than EZET's 0.19% expense ratio.


Dividends

SOLZ vs. EZET - Dividend Comparison

SOLZ's dividend yield for the trailing twelve months is around 4.08%, while EZET has not paid dividends to shareholders.


PositionTTM2025
EZET
Franklin Ethereum ETF
0.00%0.00%
SOLZ
Solana ETF
4.08%1.75%

Frequently Asked Questions


SOLZ and EZET have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOLZ has higher volatility (16.04%) compared to EZET (9.68%). In terms of maximum drawdown, SOLZ dropped -73.46% vs EZET's -64.05%.

On 1-year performance, EZET leads with -32.57% vs -59.55% for SOLZ. On fees, EZET is cheaper at 0.19% per year. On volatility, EZET has been the lower-risk option at 9.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EZET has performed better with a -32.57% return vs -59.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EZET is cheaper with a 0.19% expense ratio, compared with 0.95% for SOLZ.

SOLZ has the higher dividend yield at 4.08%, compared with 0.00% for EZET.

They also come from different issuers: Volatility Shares and Franklin Templeton. Their fees differ too: 0.95% for SOLZ and 0.19% for EZET.

EZET currently has the higher Sharpe Ratio (-0.48 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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