Cite This Comparison
"Solana vs Tesla (SOL vs TSLA): Returns, Risk & Volatility (2026)." Gale Finance, January 10, 2026. https://www.gale.finance/compare/sol-vs-tsla Free to use with attribution. Please link back to this page or gale.finance.
Analysis period: 2025-01-13 to 2026-01-10
Relative Performance of SOL vs TSLA (Normalized to 100)
Normalized to 100 at start date for comparison
Key Takeaways
- Total Return: SOL delivered a -27.8% total return, while TSLA returned +10.3% over the same period. TSLA outperformed on total returns.
- Risk-Adjusted Return (Sharpe Ratio): SOL had a negative Sharpe (-0.01) while TSLA was positive (0.40), indicating TSLA had meaningfully better risk-adjusted performance in this period.
- Volatility (Annualized): SOL was more volatile, with 85.3% annualized volatility, versus 62.9% for TSLA.
- Maximum Drawdown: TSLA's maximum drawdown was -48.2%, while SOL experienced a deeper drawdown of -59.8%.
- Tail Risk (VaR & Expected Shortfall): At the 5% level (daily log returns), SOL's VaR was -6.40% and its Expected Shortfall (CVaR) was -9.74%; TSLA's were -5.63% and -8.58%. VaR is the cutoff; Expected Shortfall is the average move on the worst days.
- Skew & Kurtosis: Skew: SOL 0.00 vs TSLA 0.03. Excess kurtosis: SOL 3.99 vs TSLA 4.05. Negative skew leans downside; higher excess kurtosis means fatter tails.
- Tail Days & Extremes: 2σ tail days (down/up): SOL 7/10, TSLA 5/3. Worst day: SOL -22.33% (2025-03-04) vs TSLA -16.75% (2025-03-10). Best day: SOL +21.71% (2025-03-03) vs TSLA +20.45% (2025-04-09).
Solana vs Tesla Correlation
Solana and Tesla are moderately correlated over the past year. With a correlation of 0.42, these assets show moderate co-movement, offering some diversification when held together.
For portfolio construction, this moderate correlation offers some diversification benefit, though the assets still tend to move together during major market moves.
| Metric | Metric | Value |
|---|---|---|
| Current (30-day) | 0.04 | |
| Average (full period) | 0.42 | |
| Minimum | 0.04 | |
| Maximum | 0.67 |
Correlation measures how closely two assets move together. Values near +1 indicate strong co-movement, near 0 indicates independence, and negative values indicate inverse movement.
Investment Comparison
If you invested $10,000 in each asset on January 13, 2025:
Difference: $3,818.06 (TSLA ahead)
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Solana and Tesla: Risk Analysis
Solana experienced its maximum drawdown of -59.8% from 2025-01-19 to 2025-04-09. It has not yet recovered to its previous peak.
Tesla experienced its maximum drawdown of -48.2% from 2025-01-15 to 2025-04-08. It took 167 days to recover.
Smaller drawdowns and faster recoveries indicate lower downside risk and greater resilience during market stress.
Sharpe Ratio of SOL and TSLA
Sharpe ratio measures return per unit of risk (volatility). A higher Sharpe indicates better risk-adjusted performance. SOL had a negative Sharpe (-0.01) while TSLA was positive (0.40), indicating TSLA had meaningfully better risk-adjusted performance in this period.
A Sharpe above 1.0 is generally considered good, above 2.0 is excellent. Negative Sharpe means the asset underperformed the risk-free rate. Calculated on each asset's full 365-day lookback of available prices and annualized using the asset calendar (365 for crypto, 252 trading days for equities/ETFs/metals).
Sortino Ratio of SOL and TSLA
Sortino ratio measures return per unit of downside risk. Unlike Sharpe, it only penalizes negative volatility. TSLA had better downside-adjusted returns.
A higher Sortino is better. It's particularly useful for assets with asymmetric volatility (big gains, smaller losses). Downside volatility: SOL 54.0% vs TSLA 40.6%. Calculated on each asset's full 365-day lookback of available prices and annualized using the asset calendar (365 for crypto, 252 trading days for equities/ETFs/metals).
Tail Risk & Distribution Shape: Solana vs. Tesla
This section looks at the shape of daily returns, not just the average. We use daily log returns so multi-day moves add cleanly.
| Metric (1y) | SOL | TSLA |
|---|---|---|
| 5% VaR (daily log return) | -6.40% | -5.63% |
| 5% Expected Shortfall (CVaR) | -9.74% (worst 19 days) | -8.58% (worst 13 days) |
| Skew | 0.00 | 0.03 |
| Excess kurtosis | 3.99 | 4.05 |
| 2σ tail days (down / up) | 7 / 10 | 5 / 3 |
| Worst day | -22.33% (2025-03-04) | -16.75% (2025-03-10) |
| Best day | +21.71% (2025-03-03) | +20.45% (2025-04-09) |
Downside co-moves (2σ)
Computed on shared dates only (n=249). A “2σ downside move” means a shared-close log return more than 2 standard deviations below that asset’s own mean on this shared-date series. Dates below show simple returns (%) for readability.
Show downside tail dates
Dates below are shared-date observations. The “Date” is the period end (close). Tail thresholds are computed on log returns, but the table shows simple returns (%) for readability. Returns are computed from the previous shared close to this one (for example, Friday → Monday includes weekend moves).
Days when both SOL and TSLA had a big down day (2σ)
| Date (interval) | SOL | TSLA |
|---|---|---|
| 2025-03-07 → 2025-03-10 | -14.65% | -15.43% |
Days when SOL had a big down day
| Date (interval) | SOL | TSLA |
|---|---|---|
| 2025-02-14 → 2025-02-18 | -15.30% | -0.49% |
| 2025-02-21 → 2025-02-24 | -16.47% | -2.15% |
| 2025-03-07 → 2025-03-10 | -14.65% | -15.43% |
| 2025-04-04 → 2025-04-07 | -12.97% | -2.56% |
| 2025-10-10 | -14.00% | -5.06% |
| 2025-10-31 → 2025-11-03 | -11.39% | +2.59% |
Days when TSLA had a big down day
| Date (interval) | SOL | TSLA |
|---|---|---|
| 2025-02-25 | +2.26% | -8.39% |
| 2025-03-07 → 2025-03-10 | -14.65% | -15.43% |
| 2025-04-04 | +4.71% | -10.42% |
| 2025-06-05 | -5.85% | -14.26% |
| 2025-07-24 | -3.71% | -8.20% |
Read this as “how ugly the ugly days get”, not as a precise forecast. One-year samples are small, so tail estimates are inherently noisy.
Solana vs Tesla Volatility (SOL vs TSLA)
Solana's annualized volatility of 85.3% means it typically moves ±4.47% on any given day.
Tesla's annualized volatility of 62.9% means it typically moves ±3.96% on any given day.
SOL's higher volatility means a wider path to returns — this can be attractive for tactical, shorter-term exposure, while TSLA's smoother profile may better suit long-term allocators seeking steadier growth.
For comparison, the S&P 500 typically has 15-18% annualized volatility, translating to roughly ±1% daily moves. Higher volatility means larger potential gains but also larger potential losses.
Solana vs Tesla Performance Over Time
| Metric | SOL | TSLA |
|---|---|---|
| 30 Days | -1.5% | -1.4% |
| 90 Days | -28.4% | 7.6% |
| 180 Days | -15.3% | 41.9% |
| 1 Year | -27.6% | 10.3% |
Shorter time frames can show different leaders as market conditions change. Consider your investment horizon when comparing performance.
Full Comparison of Solana vs. Tesla (1-Year)
| Metric | SOL | TSLA |
|---|---|---|
| Total Return | -27.8% | +10.3% |
| Annualized Volatility | 85.3% | 62.9% |
| Sharpe Ratio | -0.01 | 0.40 |
| Sortino Ratio | -0.01 | 0.62 |
| Max Drawdown | -59.8% | -48.2% |
| Avg Correlation to S&P 500 | 0.43 | 0.61 |
| 5% VaR (daily log return) | -6.40% | -5.63% |
| 5% Expected Shortfall (CVaR) | -9.74% | -8.58% |
| Skew | 0.00 | 0.03 |
| Excess kurtosis | 3.99 | 4.05 |
| 2σ tail days (down / up) | 7 / 10 | 5 / 3 |
Solana vs Tesla: Frequently Asked Questions
Which has higher volatility: SOL or TSLA?
SOL showed higher volatility at 85.3% annualized, compared to 62.9% for TSLA Over the past year. Higher volatility means larger price swings in both directions.
Does SOL provide diversification when held with TSLA?
SOL and TSLA are moderately correlated over the past year, with an average correlation of 0.42. This offers some diversification benefit, though they still tend to move together during major market moves.
How bad are the worst 5% days for SOL vs TSLA?
Over the past year, SOL's 5% VaR was -6.40% and its 5% Expected Shortfall was -9.74% (worst 19 days). TSLA's were -5.63% and -8.58% (worst 13 days).
Do SOL and TSLA crash together on bad days?
On shared dates (n=249), when TSLA has a 2σ down day, SOL also does 20.0% (1/5 days). In the other direction, when SOL has one, TSLA also does 16.7% (1/6 days).
Which has better risk-adjusted returns: SOL or TSLA?
SOL had a negative Sharpe (-0.01) while TSLA was positive (0.40) Over the past year, indicating TSLA had meaningfully better risk-adjusted performance.
Can SOL and TSLA be combined in a portfolio?
Yes, though allocation sizing matters. Their moderate correlation offers some diversification benefits. SOL's higher volatility (85.3%) means even small allocations can materially impact overall portfolio risk.