DEFT vs. BTC-USD
DEFT (DeFi Technologies Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DEFT returned -83.33% vs -36.52% for BTC-USD. At a 0.47 correlation, their price movements are largely independent.
Performance
DEFT vs. BTC-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DEFT having a -24.01% return and BTC-USD slightly higher at -23.17%.
DEFT
- 1D
- -7.81%
- 1M
- -26.69%
- YTD
- -24.01%
- 6M
- -57.21%
- 1Y
- -83.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 0.85%
- 1M
- -14.42%
- YTD
- -23.17%
- 6M
- -26.37%
- 1Y
- -36.52%
- 3Y*
- 35.33%
- 5Y*
- 12.77%
- 10Y*
- 60.98%
DEFT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEFT DeFi Technologies Inc | -24.01% | -81.60% |
BTC-USD Bitcoin | -23.17% | -14.89% |
Correlation
The correlation between DEFT and BTC-USD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.47 |
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Return for Risk
DEFT vs. BTC-USD — Risk / Return Rank
DEFT
BTC-USD
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.
| DEFT | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.84 | -0.85 | +0.01 |
Sortino ratioReturn per unit of downside risk | -1.85 | -1.14 | -0.71 |
Omega ratioGain probability vs. loss probability | 0.80 | 0.88 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.97 | -1.07 | +0.09 |
Martin ratioReturn relative to average drawdown | -1.40 | -1.57 | +0.18 |
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
| DEFT | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.84 | -0.85 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.86 | 1.14 | -2.00 |
Drawdowns
DEFT vs. BTC-USD - Drawdown Comparison
The maximum DEFT drawdown since its inception was -88.69%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DEFT and BTC-USD.
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Drawdown Indicators
| DEFT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.69% | -85.30% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -86.18% | -49.65% | -36.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -86.51% | -46.10% | -40.41% |
Average DrawdownAverage peak-to-trough decline | -59.90% | -42.27% | -17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.04% | 33.71% | +26.33% |
Volatility
DEFT vs. BTC-USD - Volatility Comparison
DeFi Technologies Inc (DEFT) has a higher volatility of 25.24% compared to Bitcoin (BTC-USD) at 9.90%. 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.
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Volatility by Period
| DEFT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.24% | 9.90% | +15.34% |
Volatility (6M)Calculated over the trailing 6-month period | 75.65% | 33.98% | +41.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.26% | 35.37% | +63.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 98.49% | 45.01% | +53.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.49% | 56.68% | +41.81% |
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 (25.24%) compared to BTC-USD (9.90%). In terms of maximum drawdown, DEFT dropped -88.69% vs BTC-USD's -85.30%.
DEFT currently has the higher Sharpe Ratio (-0.84 vs -0.85), 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.
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