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TSLA vs. SOL-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TSLA vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLA achieves a -9.63% return, which is significantly higher than SOL-USD's -44.76% return.


TSLA

1D
1.82%
1M
-8.32%
YTD
-9.63%
6M
-11.45%
1Y
24.94%
3Y*
16.25%
5Y*
14.86%
10Y*
39.72%

SOL-USD

1D
0.85%
1M
-25.39%
YTD
-44.76%
6M
-48.38%
1Y
-53.76%
3Y*
68.07%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%515.77%
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between TSLA and SOL-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

0.20

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Return for Risk

TSLA vs. SOL-USD — Risk / Return Rank

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

TSLA
TSLA Risk / Return Rank: 6161
Overall Rank
TSLA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5959
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5656
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6363
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
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.

TSLA vs. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) 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.


TSLASOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

0.92

-0.72

+1.64

Martin ratioReturn relative to average drawdown

2.10

-1.16

+3.26

TSLA vs. SOL-USD - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is higher than the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of TSLA and SOL-USD, 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

TSLA vs. SOL-USD - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for TSLA and SOL-USD.


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Drawdown Indicators


TSLASOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-96.27%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-74.89%

+44.96%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-76.28%

+22.51%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-96.27%

+22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-17.03%

-73.76%

+56.73%

Average Drawdown

Average peak-to-trough decline

-22.72%

-51.42%

+28.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

53.06%

-40.00%

Volatility

TSLA vs. SOL-USD - Volatility Comparison

The current volatility for Tesla, Inc. (TSLA) is 14.25%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that TSLA experiences smaller price fluctuations and is considered to be less risky 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


TSLASOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

17.62%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

46.90%

-18.17%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

60.08%

-15.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

82.35%

-23.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

99.82%

-40.68%

Frequently Asked Questions


TSLA and SOL-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOL-USD has higher volatility (17.62%) compared to TSLA (14.25%). In terms of maximum drawdown, TSLA dropped -73.63% vs SOL-USD's -96.27%.

TSLA currently has the higher Sharpe Ratio (0.62 vs -0.74), 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.

Portfolio Optimizer

Find the right allocation for TSLA and SOL-USD

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