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DEFI vs. VOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEFI and VOXX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

DEFI vs. VOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hashdex Bitcoin Futures ETF (DEFI) and VOXX International Corporation (VOXX). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
364.34%
-0.95%
DEFI
VOXX

Key characteristics

Sharpe Ratio

DEFI:

2.22

VOXX:

-0.35

Sortino Ratio

DEFI:

2.77

VOXX:

-0.00

Omega Ratio

DEFI:

1.33

VOXX:

1.00

Calmar Ratio

DEFI:

4.42

VOXX:

-0.36

Martin Ratio

DEFI:

9.96

VOXX:

-0.72

Ulcer Index

DEFI:

12.61%

VOXX:

48.90%

Daily Std Dev

DEFI:

56.58%

VOXX:

100.30%

Max Drawdown

DEFI:

-28.43%

VOXX:

-97.39%

Current Drawdown

DEFI:

-5.44%

VOXX:

-89.59%

Returns By Period

In the year-to-date period, DEFI achieves a 126.83% return, which is significantly higher than VOXX's -31.74% return.


DEFI

YTD

126.83%

1M

10.58%

6M

56.71%

1Y

124.51%

5Y*

N/A

10Y*

N/A

VOXX

YTD

-31.74%

1M

13.37%

6M

111.92%

1Y

-36.33%

5Y*

10.61%

10Y*

-1.73%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DEFI vs. VOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Bitcoin Futures ETF (DEFI) and VOXX International Corporation (VOXX). 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.


Sharpe ratio
The chart of Sharpe ratio for DEFI, currently valued at 2.22, compared to the broader market0.002.004.002.22-0.35
The chart of Sortino ratio for DEFI, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.002.77-0.00
The chart of Omega ratio for DEFI, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.00
The chart of Calmar ratio for DEFI, currently valued at 4.42, compared to the broader market0.005.0010.0015.004.42-0.42
The chart of Martin ratio for DEFI, currently valued at 9.96, compared to the broader market0.0020.0040.0060.0080.00100.009.96-0.72
DEFI
VOXX

The current DEFI Sharpe Ratio is 2.22, which is higher than the VOXX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of DEFI and VOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.22
-0.35
DEFI
VOXX

Dividends

DEFI vs. VOXX - Dividend Comparison

Neither DEFI nor VOXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DEFI vs. VOXX - Drawdown Comparison

The maximum DEFI drawdown since its inception was -28.43%, smaller than the maximum VOXX drawdown of -97.39%. Use the drawdown chart below to compare losses from any high point for DEFI and VOXX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.44%
-50.41%
DEFI
VOXX

Volatility

DEFI vs. VOXX - Volatility Comparison

The current volatility for Hashdex Bitcoin Futures ETF (DEFI) is 14.90%, while VOXX International Corporation (VOXX) has a volatility of 21.97%. This indicates that DEFI experiences smaller price fluctuations and is considered to be less risky than VOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.90%
21.97%
DEFI
VOXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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