XMR-USD vs. SOL-USD
XMR-USD (Monero) and SOL-USD (Solana) are both cryptocurrencies. Over the past 5 years, XMR-USD returned 8.83%/yr vs 17.85%/yr for SOL-USD. At a 0.42 correlation, their price movements are largely independent.
Performance
XMR-USD vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XMR-USD achieves a -28.67% return, which is significantly higher than SOL-USD's -45.67% return.
XMR-USD
- 1D
- -1.92%
- 1M
- -18.61%
- YTD
- -28.67%
- 6M
- -30.48%
- 1Y
- -0.91%
- 3Y*
- 23.63%
- 5Y*
- 8.83%
- 10Y*
- 70.77%
SOL-USD
- 1D
- -0.59%
- 1M
- -19.12%
- YTD
- -45.67%
- 6M
- -43.65%
- 1Y
- -52.93%
- 3Y*
- 60.74%
- 5Y*
- 17.85%
- 10Y*
- —
XMR-USD vs. SOL-USD - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and SOL-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.42 |
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Return for Risk
XMR-USD vs. SOL-USD — Risk / Return Rank
XMR-USD
SOL-USD
XMR-USD vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-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.
| XMR-USD | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.91 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.71 | +0.69 |
| Martin ratioReturn relative to average drawdown | -0.03 | -1.10 | +1.07 |
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Drawdowns
XMR-USD vs. SOL-USD - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for XMR-USD and SOL-USD.
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Drawdown Indicators
| XMR-USD | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -96.27% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -74.89% | +15.92% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -76.28% | +17.31% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -96.27% | +28.99% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | — | — |
Current DrawdownCurrent decline from peak | -56.56% | -74.19% | +17.63% |
Average DrawdownAverage peak-to-trough decline | -62.50% | -51.54% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.22% | 48.59% | -9.37% |
Volatility
XMR-USD vs. SOL-USD - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 36.47% compared to Solana (SOL-USD) at 19.10%. This indicates that XMR-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
| XMR-USD | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.47% | 19.10% | +17.37% |
Volatility (6M)Calculated over the trailing 6-month period | 68.86% | 47.04% | +21.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.27% | 59.50% | +9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.38% | 81.59% | -20.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.57% | 99.61% | -12.04% |
Frequently Asked Questions
XMR-USD and SOL-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (36.47%) compared to SOL-USD (19.10%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs SOL-USD's -96.27%.
XMR-USD currently has the higher Sharpe Ratio (-0.01 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.
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