DEF.DE vs. ETH-USD
DEF.DE (Defama Deutsche Fachmarkt AG) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, DEF.DE returned 4.27%/yr vs -0.19%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
DEF.DE vs. ETH-USD - Performance Comparison
Loading charts...
Different Trading Currencies
DEF.DE is traded in EUR, while ETH-USD is traded in USD. To make them comparable, the ETH-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 -15.69% return, which is significantly higher than ETH-USD's -33.64% return.
DEF.DE
- 1D
- -1.72%
- 1M
- -1.52%
- 6M
- -15.69%
- YTD
- -15.69%
- 1Y
- -14.46%
- 3Y*
- 3.52%
- 5Y*
- 4.27%
- 10Y*
- —
- ALL TIME*
- 12.01%
ETH-USD
- 1D
- 2.51%
- 1M
- 12.43%
- 6M
- -38.77%
- YTD
- -33.64%
- 1Y
- -48.16%
- 3Y*
- -0.48%
- 5Y*
- -0.19%
- 10Y*
- 61.94%
- ALL TIME*
- 79.68%
DEF.DE vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | -15.69% | 1.46% | 18.22% | 7.79% | -15.64% | 44.21% | 22.46% | 41.29% | 15.61% | -0.19% |
ETH-USD Ethereum | -33.64% | -21.49% | 54.40% | 86.01% | -65.36% | 435.57% | 426.58% | 0.70% | -81.75% | 5.72% |
Correlation
The correlation between DEF.DE and ETH-USD is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DEF.DE vs. ETH-USD — Risk / Return Rank
DEF.DE
ETH-USD
DEF.DE vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Ethereum (ETH-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DEF.DE | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.90 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.72 | +0.15 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.10 | +0.04 |
Loading charts...
Drawdowns
DEF.DE vs. ETH-USD - Drawdown Comparison
The maximum DEF.DE drawdown since its inception was -29.51%, smaller than the maximum ETH-USD drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for DEF.DE and ETH-USD.
Loading charts...
Drawdown Indicators
| DEF.DE | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -93.21% | +63.70% |
Max Drawdown (1Y)Largest decline over 1 year | -25.32% | -66.66% | +41.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.32% | -66.66% | +41.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -76.09% | +46.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.21% | — |
Current DrawdownCurrent decline from peak | -23.90% | -59.65% | +35.75% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -49.11% | +40.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.67% | 34.93% | -21.26% |
Volatility
DEF.DE vs. ETH-USD - Volatility Comparison
The current volatility for Defama Deutsche Fachmarkt AG (DEF.DE) is 6.55%, while Ethereum (ETH-USD) has a volatility of 12.80%. This indicates that DEF.DE experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DEF.DE | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 12.80% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.16% | 47.12% | -29.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 54.31% | -32.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.91% | 58.38% | -34.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 77.28% | -54.35% |
Frequently Asked Questions
DEF.DE and ETH-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DEF.DE and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer