PortfoliosLab logoPortfoliosLab logo
DEFT vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DEFT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DeFi Technologies Inc (DEFT) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DEFT achieves a -46.85% return, which is significantly lower than BTC-USD's -27.75% return.


DEFT

1D
-6.48%
1M
-24.32%
6M
-45.05%
YTD
-46.85%
1Y
-84.75%
3Y*
5Y*
10Y*
ALL TIME*
-87.18%

BTC-USD

1D
0.72%
1M
1.12%
6M
-17.79%
YTD
-27.75%
1Y
-43.83%
3Y*
29.40%
5Y*
10.61%
10Y*
59.66%
ALL TIME*
87.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1569.44T$1598.63T$2087.37T
$585.42K$800.15K$2.11M

DEFT vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025
DEFT
DeFi Technologies Inc
-46.85%-84.60%
BTC-USD
Bitcoin
-27.75%-15.98%

Correlation

The correlation between DEFT and BTC-USD is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (All Time)
Calculated using the full available price history since May 12, 2025

0.47

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

DEFT vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DEFT
DEFT Risk / Return Rank: 55
Overall Rank
DEFT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DEFT Sortino Ratio Rank: 33
Sortino Ratio Rank
DEFT Omega Ratio Rank: 55
Omega Ratio Rank
DEFT Calmar Ratio Rank: 22
Calmar Ratio Rank
DEFT Martin Ratio Rank: 1010
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DEFT vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DeFi Technologies Inc (DEFT) 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.

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.


DEFTBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

0.78

0.85

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.83

-0.16

Martin ratioReturn relative to average drawdown

-1.34

-1.27

-0.07

DEFT vs. BTC-USD - Sharpe Ratio Comparison

The current DEFT Sharpe Ratio is -0.86, which is comparable to the BTC-USD Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of DEFT and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DEFT vs. BTC-USD - Drawdown Comparison

The maximum DEFT drawdown since its inception was -92.04%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DEFT and BTC-USD.


Loading charts...

Drawdown Indicators


DEFTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-85.30%

-6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-86.32%

-53.08%

-33.24%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-91.81%

-49.31%

-42.50%

Average Drawdown

Average peak-to-trough decline

-68.36%

-42.73%

-25.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.54%

24.94%

+38.60%

Volatility

DEFT vs. BTC-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 23.10% compared to Bitcoin (BTC-USD) at 8.45%. This indicates that DEFT's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DEFTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.10%

8.45%

+14.65%

Volatility (6M)

Calculated over the trailing 6-month period

70.15%

33.72%

+36.43%

Volatility (1Y)

Calculated over the trailing 1-year period

99.22%

35.86%

+63.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.09%

43.65%

+53.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.09%

56.22%

+40.87%

Frequently Asked Questions


DEFT and BTC-USD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEFT has higher volatility (23.10%) compared to BTC-USD (8.45%). In terms of maximum drawdown, DEFT dropped -92.04% vs BTC-USD's -85.30%.

DEFT currently has the higher Sharpe Ratio (-0.86 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DEFT and BTC-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