SSK vs. EZPZ

Last updated Jul 18, 2026

SSK (REX-Osprey SOL + Staking ETF) and EZPZ (Franklin Crypto Index ETF) are both Cryptocurrency funds - SSK tracks the Solana while EZPZ tracks the CF Institutional Digital Asset Index – US-Settlement Price. Both are passively managed. Over the past year, SSK returned -56.37% vs -47.70% for EZPZ. Their correlation of 0.90 suggests significant overlap in exposure. SSK charges 0.75%/yr vs 0.19%/yr for EZPZ.

Performance

SSK vs. EZPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX-Osprey SOL + Staking ETF (SSK) and Franklin Crypto Index ETF (EZPZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSK achieves a -37.76% return, which is significantly lower than EZPZ's -29.43% return.

SSK

• 1D: -0.78%
• 1M: 5.38%
• 6M: -46.85%
• YTD: -37.76%
• 1Y: -56.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EZPZ

• 1D: -0.25%
• 1M: 0.44%
• 6M: -35.91%
• YTD: -29.43%
• 1Y: -47.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSK vs. EZPZ - Yearly Performance Comparison

	2026 (YTD)	2025
SSK REX-Osprey SOL + Staking ETF	-37.76%	-23.21%
EZPZ Franklin Crypto Index ETF	-29.43%	-13.87%

Correlation

The correlation between SSK and EZPZ is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Jul 2, 2025	0.90

The correlation between SSK and EZPZ has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

Return for Risk

SSK vs. EZPZ — Risk / Return Rank

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

SSK

SSK Risk / Return Rank: 3
SSK Sharpe Ratio Rank: 3
SSK Sortino Ratio Rank: 3
SSK Omega Ratio Rank: 3
SSK Calmar Ratio Rank: 3
SSK Martin Ratio Rank: 4

EZPZ

EZPZ Risk / Return Rank: 2
EZPZ Sharpe Ratio Rank: 2
EZPZ Sortino Ratio Rank: 2
EZPZ Omega Ratio Rank: 2
EZPZ Calmar Ratio Rank: 2
EZPZ Martin Ratio Rank: 2

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.

SSK vs. EZPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX-Osprey SOL + Staking ETF (SSK) and Franklin Crypto Index ETF (EZPZ). 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.

	SSK	EZPZ	Difference
Sharpe ratio: Return per unit of total volatility	-0.78	-1.00	+0.22
Sortino ratio: Return per unit of downside risk	-1.10	-1.51	+0.41
Omega ratio: Gain probability vs. loss probability	0.88	0.83	+0.05
Calmar ratio: Return relative to maximum drawdown	-0.77	-0.84	+0.08
Martin ratio: Return relative to average drawdown	-1.13	-1.34	+0.21

SSK vs. EZPZ - Sharpe Ratio Comparison

The current SSK Sharpe Ratio is -0.78, which is comparable to the EZPZ Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SSK and EZPZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSK vs. EZPZ - Drawdown Comparison

The maximum SSK drawdown since its inception was -73.56%, which is greater than EZPZ's maximum drawdown of -56.63%. Use the drawdown chart below to compare losses from any high point for SSK and EZPZ.

Drawdown Indicators

	SSK	EZPZ	Difference
Max Drawdown Largest peak-to-trough decline	-73.56%	-56.63%	-16.93%
Max Drawdown (1Y) Largest decline over 1 year	-73.56%	-56.63%	-16.93%
Current Drawdown Current decline from peak	-68.45%	-52.41%	-16.04%
Average Drawdown Average peak-to-trough decline	-42.05%	-24.37%	-17.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.09%	35.62%	+14.47%

Volatility

SSK vs. EZPZ - Volatility Comparison

REX-Osprey SOL + Staking ETF (SSK) has a higher volatility of 18.12% compared to Franklin Crypto Index ETF (EZPZ) at 11.09%. This indicates that SSK's price experiences larger fluctuations and is considered to be riskier than EZPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSK	EZPZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.12%	11.09%	+7.03%
Volatility (6M) Calculated over the trailing 6-month period	53.04%	36.95%	+16.09%
Volatility (1Y) Calculated over the trailing 1-year period	72.13%	47.65%	+24.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.24%	47.40%	+23.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.24%	47.40%	+23.84%

SSK vs. EZPZ - Expense Ratio Comparison

SSK has a 0.75% expense ratio, which is higher than EZPZ's 0.19% expense ratio.

Dividends

SSK vs. EZPZ - Dividend Comparison

SSK's dividend yield for the trailing twelve months is around 32.72%, while EZPZ has not paid dividends to shareholders.

Position	TTM	2025
EZPZ Franklin Crypto Index ETF	0.00%	0.00%
SSK REX-Osprey SOL + Staking ETF	32.72%	3.63%

Frequently Asked Questions

Can I hold both SSK and EZPZ in my portfolio?

SSK and EZPZ have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSK or EZPZ?

SSK has higher volatility (18.12%) compared to EZPZ (11.09%). In terms of maximum drawdown, SSK dropped -73.56% vs EZPZ's -56.63%.

Which ETF is better, SSK or EZPZ?

On 1-year performance, EZPZ leads with -47.70% vs -56.37% for SSK. On fees, EZPZ is cheaper at 0.19% per year. On volatility, EZPZ has been the lower-risk option at 11.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SSK or EZPZ?

Over the 1-year period, EZPZ has performed better with a -47.70% return vs -56.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SSK or EZPZ?

EZPZ is cheaper with a 0.19% expense ratio, compared with 0.75% for SSK.

Which ETF pays a higher dividend yield, SSK or EZPZ?

SSK has the higher dividend yield at 32.72%, compared with 0.00% for EZPZ.

What is the main difference between SSK and EZPZ?

SSK tracks Solana, while EZPZ tracks CF Institutional Digital Asset Index – US-Settlement Price. They also come from different issuers: REX-Osprey and Franklin Templeton. Their fees differ too: 0.75% for SSK and 0.19% for EZPZ.

Which has better risk-adjusted returns?

SSK currently has the higher Sharpe Ratio (-0.78 vs -1.00), 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.