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

Performance

XMR-USD vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monero (XMR-USD) 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, XMR-USD achieves a -28.16% return, which is significantly higher than SOL-USD's -48.05% return.


XMR-USD

1D
-16.60%
1M
-25.14%
YTD
-28.16%
6M
-21.98%
1Y
-1.73%
3Y*
28.39%
5Y*
2.71%
10Y*
77.53%

SOL-USD

1D
-6.02%
1M
-27.48%
YTD
-48.05%
6M
-51.51%
1Y
-55.22%
3Y*
46.91%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XMR-USD
Monero
-28.16%124.37%16.94%12.32%-35.78%46.22%191.08%
SOL-USD
Solana
-48.05%-34.09%85.68%919.96%-94.13%11,143.63%58.87%

Correlation

The correlation between XMR-USD and SOL-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.36

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

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2020

0.42

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Return for Risk

XMR-USD vs. SOL-USD — Risk / Return Rank

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

XMR-USD
XMR-USD Risk / Return Rank: 8787
Overall Rank
XMR-USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8686
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 8888
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4646
Overall Rank
SOL-USD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4545
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4747
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.

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.


XMR-USDSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.06

0.90

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.75

+0.72

Martin ratioReturn relative to average drawdown

-0.06

-1.22

+1.16

XMR-USD vs. SOL-USD - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is -0.02, which is higher than the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of XMR-USD 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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Sharpe Ratios by Period


XMR-USDSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.77

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.09

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.82

-0.35

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-USDSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-96.27%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

-73.89%

+14.92%

Max Drawdown (3Y)

Largest decline over 3 years

-58.97%

-75.32%

+16.35%

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 Drawdown

Current decline from peak

-56.25%

-75.32%

+19.07%

Average Drawdown

Average peak-to-trough decline

-62.54%

-51.36%

-11.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.23%

51.93%

-15.70%

Volatility

XMR-USD vs. SOL-USD - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 30.62% compared to Solana (SOL-USD) at 15.17%. 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-USDSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.62%

15.17%

+15.45%

Volatility (6M)

Calculated over the trailing 6-month period

67.41%

45.73%

+21.68%

Volatility (1Y)

Calculated over the trailing 1-year period

67.17%

60.01%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.16%

82.59%

-20.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.79%

99.84%

-12.05%

Frequently Asked Questions


XMR-USD and SOL-USD have a correlation of 0.40, 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 (30.62%) compared to SOL-USD (15.17%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs SOL-USD's -96.27%.

XMR-USD currently has the higher Sharpe Ratio (-0.02 vs -0.77), 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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