DEFT vs. BTC-USD

Last updated Jun 24, 2026

DEFT (DeFi Technologies Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DEFT returned -81.69% vs -40.30% for BTC-USD. At a 0.47 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, DEFT achieves a -30.59% return, which is significantly lower than BTC-USD's -28.07% return.

DEFT

• 1D: -5.28%
• 1M: -23.39%
• YTD: -30.59%
• 6M: -43.68%
• 1Y: -81.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: -1.58%
• 1M: -18.24%
• YTD: -28.07%
• 6M: -28.01%
• 1Y: -40.30%
• 3Y*: 27.25%
• 5Y*: 12.68%
• 10Y*: 57.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEFT vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025
DEFT DeFi Technologies Inc	-30.59%	-84.60%
BTC-USD Bitcoin	-28.07%	-15.98%

Correlation

The correlation between DEFT and BTC-USD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since May 12, 2025	0.47

Return for Risk

DEFT vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEFT

DEFT Risk / Return Rank: 7
DEFT Sharpe Ratio Rank: 9
DEFT Sortino Ratio Rank: 4
DEFT Omega Ratio Rank: 7
DEFT Calmar Ratio Rank: 4
DEFT Martin Ratio Rank: 12

BTC-USD

BTC-USD Risk / Return Rank: 21
BTC-USD Sharpe Ratio Rank: 7
BTC-USD Sortino Ratio Rank: 25
BTC-USD Omega Ratio Rank: 25
BTC-USD Calmar Ratio Rank: 36
BTC-USD Martin Ratio Rank: 12

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	DEFT	BTC-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.82	-0.94	+0.12
Sortino ratio: Return per unit of downside risk	-1.72	-1.33	-0.40
Omega ratio: Gain probability vs. loss probability	0.81	0.86	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.95	-0.79	-0.16
Martin ratio: Return relative to average drawdown	-1.30	-1.32	+0.03

DEFT vs. BTC-USD - Sharpe Ratio Comparison

The current DEFT Sharpe Ratio is -0.82, which is comparable to the BTC-USD Sharpe Ratio of -0.94. 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.

Drawdowns

DEFT vs. BTC-USD - Drawdown Comparison

The maximum DEFT drawdown since its inception was -90.19%, 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.

Drawdown Indicators

	DEFT	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-90.19%	-85.30%	-4.89%
Max Drawdown (1Y) Largest decline over 1 year	-86.18%	-51.21%	-34.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-51.21%	—
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	-89.31%	-49.54%	-39.77%
Average Drawdown Average peak-to-trough decline	-66.22%	-42.40%	-23.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	63.04%	31.29%	+31.75%

Volatility

DEFT vs. BTC-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 21.61% compared to Bitcoin (BTC-USD) at 12.23%. 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.

Volatility by Period

	DEFT	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.61%	12.23%	+9.38%
Volatility (6M) Calculated over the trailing 6-month period	74.97%	34.57%	+40.40%
Volatility (1Y) Calculated over the trailing 1-year period	99.92%	35.70%	+64.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.81%	44.26%	+54.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.81%	56.41%	+42.40%

Frequently Asked Questions

Can I hold both DEFT and BTC-USD in my portfolio?

DEFT and BTC-USD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEFT or BTC-USD?

DEFT has higher volatility (21.61%) compared to BTC-USD (12.23%). In terms of maximum drawdown, DEFT dropped -90.19% vs BTC-USD's -85.30%.

Which has better risk-adjusted returns?

DEFT currently has the higher Sharpe Ratio (-0.82 vs -0.94), 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.