Bitcoin measured against Solana over three years of daily closes: returns, risk, drawdowns and risk-adjusted ratios. Change the assets, benchmark or period in the bar above the report.
Snapshot as of
1,094 common daily closes, Nov 14, 2023 to Nov 11, 2026. Risk-free rate 4.1% (3-month US T-bill), 365-day annualization.
BTC has the highest risk-adjusted score. It leads SOL by 11.2 points.
| BTC | 43.1 | Weak |
| SOLBenchmark | 31.9 | Weak |
| 2026 (to Nov 11) | −16.57% | −33.29% |
| 2025 | −4.64% | −34.63% |
| 2024 | +119.60% | +87.52% |
| 2023 (from Nov 14) | +15.61% | +96.20% |
| BTC | +101.98% | +26.48% | +11.94% | −14.07% |
| SOLBenchmark | +60.44% | +17.12% | +23.72% | −19.80% |
| SOLBenchmark | −76.28% | Jan 19, 2025 | Jun 7, 2026 | Not yet | 661d |
| BTC | −53.05% | Oct 7, 2025 | Jul 1, 2026 | Not yet | 400d |
| SOLBenchmark | −38.23% | Apr 1, 2024 | Sep 7, 2024 | Nov 11, 2024 | 224d |
| SOLBenchmark | −30.82% | Dec 26, 2023 | Jan 23, 2024 | Mar 1, 2024 | 66d |
| BTC | −28.15% | Jan 22, 2025 | Apr 9, 2025 | May 21, 2025 | 119d |
| BTC | −26.18% | Mar 14, 2024 | Sep 7, 2024 | Nov 7, 2024 | 238d |
| 2026 | −16.57% | −4.8% | −21.6% | +1.2% | +13.6% | −2.6% | −18.5% | +7.6% | +19.9% | +7.7% | −7.6% | −4.6% | — |
| 2025 | −4.64% | +13.0% | −19.1% | −2.8% | +14.5% | +10.3% | +4.2% | +8.7% | −7.6% | +5.0% | −5.2% | −16.2% | −2.7% |
| 2024 | +119.60% | +1.8% | +45.6% | +11.4% | −8.3% | +7.1% | −10.9% | +8.7% | −10.7% | +11.0% | +10.3% | +34.8% | −5.0% |
| 2023 | +15.61% | — | — | — | — | — | — | — | — | — | — | +3.7% | +11.4% |
Sharpe and Sortino measure excess return over the risk-free rate (“vs cash”); Information ratio and Treynor are the benchmark-relative measures. Sortino downside deviation uses the full sample as its denominator. VaR is 95% parametric (normal). Data: CoinGecko (crypto), Financial Modeling Prep and Yahoo Finance (stocks, indices, commodities). Past performance does not indicate future results.