THETA-USD vs. SOL-USD
THETA-USD (THETA) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, THETA-USD returned -53.43%/yr vs 16.36%/yr for SOL-USD. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
THETA-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, THETA-USD achieves a -52.13% return, which is significantly lower than SOL-USD's -41.38% return.
THETA-USD
- 1D
- 2.39%
- 1M
- -3.85%
- 6M
- -47.20%
- YTD
- -52.13%
- 1Y
- -84.07%
- 3Y*
- -45.51%
- 5Y*
- -53.43%
- 10Y*
- —
- ALL TIME*
- -2.30%
SOL-USD
- 1D
- -2.00%
- 1M
- -5.72%
- 6M
- -37.87%
- YTD
- -41.38%
- 1Y
- -57.63%
- 3Y*
- 44.76%
- 5Y*
- 16.36%
- 10Y*
- —
- ALL TIME*
- 103.30%
Liquidity Comparison
THETA-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between THETA-USD and SOL-USD is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.54 |
The correlation between THETA-USD and SOL-USD has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
THETA-USD vs. SOL-USD — Risk / Return Rank
THETA-USD
SOL-USD
THETA-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THETA (THETA-USD) and Solana (SOL-USD). 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.
| THETA-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.89 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.77 | -0.20 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.09 | -0.18 |
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Drawdowns
THETA-USD vs. SOL-USD - Drawdown Comparison
The maximum THETA-USD drawdown since its inception was -99.14%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for THETA-USD and SOL-USD.
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Drawdown Indicators
| THETA-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.14% | -96.27% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -86.55% | -74.89% | -11.66% |
Max Drawdown (3Y)Largest decline over 3 years | -96.44% | -76.28% | -20.16% |
Max Drawdown (5Y)Largest decline over 5 years | -98.66% | -96.27% | -2.39% |
Current DrawdownCurrent decline from peak | -99.12% | -72.16% | -26.96% |
Average DrawdownAverage peak-to-trough decline | -72.01% | -51.84% | -20.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.93% | 38.13% | +7.80% |
Volatility
THETA-USD vs. SOL-USD - Volatility Comparison
THETA (THETA-USD) has a higher volatility of 15.93% compared to Solana (SOL-USD) at 10.82%. This indicates that THETA-USD's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THETA-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.93% | 10.82% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 51.96% | 46.24% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.74% | 58.46% | +13.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.67% | 80.71% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.65% | 98.95% | +4.70% |
Frequently Asked Questions
THETA-USD and SOL-USD have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THETA-USD has higher volatility (15.93%) compared to SOL-USD (10.82%). In terms of maximum drawdown, THETA-USD dropped -99.14% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.82 vs -0.98), 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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