DEF.DE vs. BTC-USD
DEF.DE (Defama Deutsche Fachmarkt AG) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, DEF.DE returned 4.48%/yr vs 12.48%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
DEF.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
DEF.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DEF.DE achieves a -14.03% return, which is significantly higher than BTC-USD's -26.78% return.
DEF.DE
- 1D
- -0.83%
- 1M
- -0.83%
- YTD
- -14.03%
- 6M
- -15.25%
- 1Y
- -12.15%
- 3Y*
- 5.94%
- 5Y*
- 4.48%
- 10Y*
- —
BTC-USD
- 1D
- -1.22%
- 1M
- -21.18%
- YTD
- -26.78%
- 6M
- -31.03%
- 1Y
- -40.54%
- 3Y*
- 31.42%
- 5Y*
- 12.48%
- 10Y*
- 59.35%
DEF.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | -14.03% | 1.46% | 18.22% | 7.79% | -15.64% | 44.21% | 22.46% | 41.27% | 14.31% | 84.03% |
BTC-USD Bitcoin | -26.78% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between DEF.DE and BTC-USD is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.02 |
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Return for Risk
DEF.DE vs. BTC-USD — Risk / Return Rank
DEF.DE
BTC-USD
DEF.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Bitcoin (BTC-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.
| DEF.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.86 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.81 | +0.28 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.44 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEF.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | -0.95 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.23 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.13 | -0.27 |
Drawdowns
DEF.DE vs. BTC-USD - Drawdown Comparison
The maximum DEF.DE drawdown since its inception was -29.51%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for DEF.DE and BTC-USD.
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Drawdown Indicators
| DEF.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -83.05% | +53.54% |
Max Drawdown (1Y)Largest decline over 1 year | -22.88% | -49.93% | +27.05% |
Max Drawdown (3Y)Largest decline over 3 years | -22.88% | -49.93% | +27.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -73.60% | +44.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -21.90% | -48.78% | +26.88% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -39.96% | +31.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.58% | 33.68% | -23.10% |
Volatility
DEF.DE vs. BTC-USD - Volatility Comparison
The current volatility for Defama Deutsche Fachmarkt AG (DEF.DE) is 7.84%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that DEF.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEF.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 10.14% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 34.46% | -17.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 35.39% | -14.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 45.05% | -20.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 55.99% | -28.20% |
Frequently Asked Questions
DEF.DE and BTC-USD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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