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

Performance

UBER vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Uber Technologies, Inc. (UBER) 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, UBER achieves a -15.74% return, which is significantly higher than SOL-USD's -44.76% return.


UBER

1D
-1.01%
1M
-7.82%
YTD
-15.74%
6M
-19.10%
1Y
-17.97%
3Y*
18.47%
5Y*
6.60%
10Y*

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)

UBER vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UBER
Uber Technologies, Inc.
-15.74%35.46%-2.03%148.97%-41.02%-17.78%88.12%
SOL-USD
Solana
-44.76%-34.09%85.68%919.96%-94.13%11,143.63%81.60%

Correlation

The correlation between UBER and SOL-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.13

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

0.19

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

0.16

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Return for Risk

UBER vs. SOL-USD — Risk / Return Rank

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

UBER
UBER Risk / Return Rank: 1818
Overall Rank
UBER Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UBER Sortino Ratio Rank: 1717
Sortino Ratio Rank
UBER Omega Ratio Rank: 1818
Omega Ratio Rank
UBER Calmar Ratio Rank: 2020
Calmar Ratio Rank
UBER Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Uber Technologies, Inc. (UBER) 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.


UBERSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

0.92

0.91

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.72

+0.09

Martin ratioReturn relative to average drawdown

-1.09

-1.16

+0.06

UBER vs. SOL-USD - Sharpe Ratio Comparison

The current UBER Sharpe Ratio is -0.60, which is comparable to the SOL-USD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of UBER 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

UBER vs. SOL-USD - Drawdown Comparison

The maximum UBER drawdown since its inception was -68.05%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for UBER and SOL-USD.


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Drawdown Indicators


UBERSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-96.27%

+28.22%

Max Drawdown (1Y)

Largest decline over 1 year

-31.46%

-74.89%

+43.43%

Max Drawdown (3Y)

Largest decline over 3 years

-31.46%

-76.28%

+44.82%

Max Drawdown (5Y)

Largest decline over 5 years

-60.45%

-96.27%

+35.82%

Current Drawdown

Current decline from peak

-31.22%

-73.76%

+42.54%

Average Drawdown

Average peak-to-trough decline

-25.67%

-51.42%

+25.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.93%

53.06%

-35.13%

Volatility

UBER vs. SOL-USD - Volatility Comparison

The current volatility for Uber Technologies, Inc. (UBER) is 7.96%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that UBER 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


UBERSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

17.62%

-9.66%

Volatility (6M)

Calculated over the trailing 6-month period

23.21%

46.90%

-23.69%

Volatility (1Y)

Calculated over the trailing 1-year period

32.66%

60.08%

-27.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.82%

82.35%

-37.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.61%

99.82%

-49.21%

Frequently Asked Questions


UBER and SOL-USD have a correlation of 0.15, 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 UBER (7.96%). In terms of maximum drawdown, UBER dropped -68.05% vs SOL-USD's -96.27%.

UBER currently has the higher Sharpe Ratio (-0.60 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 UBER and SOL-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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