Grayscale Solana Trust ETF

10-Year Study

GSOL.US · · US · ETF

Executive Summary: Grayscale Solana Trust ETF has compounded at -15.7% annually over the last 10 years, with a maximum drawdown of 93.8% and an annualized volatility of 90.3%.

1Y CAGR
-50.7%
3Y CAGR
-34.9%
5Y CAGR
-15.1%
10Y CAGR
-15.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
93.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +66.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -59.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.5-29.81.59.5————————-26.2%
202520.9-47.4-28.210.014.2-5.722.025.1-13.2-14.3-26.9-9.3-59.3%
2024-14.8116.124.4-22.640.3-13.220.1-22.68.9-11.4-50.2-38.6-40.8%
2023-2.7-2.56.7-2.55.08.76.712.15.8-0.97.99.366.7%
2022-3.73.74.38.04.1-11.79.7-4.1-13.09.54.8-3.25.1%
2021————-4.815.85.3-2.1-8.313.81.114.237.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 90.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.4% of variance. Idiosyncratic stock-specific factors contribute 39.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019521.40288044428
2021-06-0111029.467120959125
2021-07-0111616.908036802633
2021-08-0111377.136828011266
2021-09-0110431.957569207329
2021-10-0111870.429696125466
2021-11-0112003.399194751511
2021-12-0113707.81031892174
2022-01-0113200.113775100994
2022-02-0113689.676351770118
2022-03-0114281.7334729789
2022-04-0115417.569648467901
2022-05-0116054.006088204062
2022-06-0114170.888795867253
2022-07-0115542.422915187619
2022-08-0114905.986475451458
2022-09-0112966.524573022214
2022-10-0114199.680392313225
2022-11-0114876.688296216651
2022-12-0114400.295660136757
2023-01-0114015.627230691256
2023-02-0113666.847404417644
2023-03-0114586.669649607107
2023-04-0114217.550160785499
2023-05-0114928.581522138273
2023-06-0116231.318547741064
2023-07-0117323.338947757256
2023-08-0119414.329700076327
2023-09-0120549.736855691528
2023-10-0120359.239912518726
2023-11-0121961.224359699954
2023-12-0124001.01025696836
2024-01-0120459.731879545765
2024-02-0144223.51983901817
2024-03-0155025.24163877835
2024-04-0142571.49179905484
2024-05-0159722.08443547408
2024-06-0151848.26463884889
2024-07-0162268.74919861754
2024-08-0148209.990578529665
2024-09-0152483.66003883477
2024-10-0146512.21406976735
2024-11-0123141.10046748623
2024-12-0114201.087189684717
2025-01-0117174.737661618696
2025-02-019041.676541799261
2025-03-016493.740987855829
2025-04-017141.844295841441
2025-05-018155.2999588189405
2025-06-017688.284339829308
2025-07-019378.436103791784
2025-08-0111729.399083739589
2025-09-0110185.388261773869
2025-10-018723.978841806314
2025-11-016373.015861858508
2025-12-015782.0981398716285
2026-01-015464.400439878682
2026-02-013837.7882159147953
2026-03-013894.9738019135257
2026-04-014266.680110905273
Annual Return Matrix
YearAnnual Return
20220.050517575389786185
20230.6667026027395069
2024-0.4083129402621031
2025-0.592841163310962
2026-0.26208791208791204
Total Factor Risk
0.9025853032029619
VTI.US Exposure
0.1812474148281058
VEA.US Exposure
-0.003200408517238971
VWO.US Exposure
-0.00016258130950473672
QQQ.US Exposure
-0.017081692774573016
VTV.US Exposure
0.01793874807836267
IJR.US Exposure
-0.000371940523338821
QUAL.US Exposure
0.09997007421673595
SHV.US Exposure
0.2540803431629958
TLT.US Exposure
0.0016024204330851316
LQD.US Exposure
0.00015983888918640903
HYG.US Exposure
0.02384289567315817
GLD.US Exposure
0.0034809795638694125
USO.US Exposure
0.0011807500002198677
VNQ.US Exposure
0.0003338306783534656
BTC-USD.CC Exposure
0.019764079500029754
CPER.US Exposure
0.004078142186287825
VIX.INDX Exposure
-0.001904001771662415
UUP.US Exposure
0.022557936003449287
TIP.US Exposure
0.0025899193109348946
Idiosyncratic Exposure
0.38989325237154343
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
90.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-42.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
70.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grayscale Solana Trust ETF a high-risk investment?

Grayscale Solana Trust ETF (GSOL.US) has an annualized volatility of 90.3% and experienced a maximum drawdown of 93.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GSOL.US?

Over the past 10 years, GSOL.US has generated a Compound Annual Growth Rate (CAGR) of -15.7%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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