DEFT vs. BTC-USD

Last updated Jul 14, 2026

DEFT (DeFi Technologies Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DEFT returned -85.09% vs -47.54% 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 -40.14% return, which is significantly lower than BTC-USD's -28.58% return.

DEFT

• 1D: -9.55%
• 1M: -15.17%
• 6M: -58.18%
• YTD: -40.14%
• 1Y: -85.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: -1.96%
• 1M: -3.01%
• 6M: -31.47%
• YTD: -28.58%
• 1Y: -47.54%
• 3Y*: 27.25%
• 5Y*: 13.75%
• 10Y*: 57.45%

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

DEFT vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025
DEFT DeFi Technologies Inc	-40.14%	-84.60%
BTC-USD Bitcoin	-28.58%	-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	0.48
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: 6
DEFT Sharpe Ratio Rank: 9
DEFT Sortino Ratio Rank: 3
DEFT Omega Ratio Rank: 5
DEFT Calmar Ratio Rank: 3
DEFT Martin Ratio Rank: 13

BTC-USD

BTC-USD Risk / Return Rank: 18
BTC-USD Sharpe Ratio Rank: 3
BTC-USD Sortino Ratio Rank: 26
BTC-USD Omega Ratio Rank: 22
BTC-USD Calmar Ratio Rank: 34
BTC-USD Martin Ratio Rank: 5

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	-0.86	-1.11	+0.25
Sortino ratio: Return per unit of downside risk	-2.02	-1.71	-0.31
Omega ratio: Gain probability vs. loss probability	0.78	0.83	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.98	-0.90	-0.08
Martin ratio: Return relative to average drawdown	-1.29	-1.46	+0.17

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 -1.11. 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 -90.78%, 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	-90.78%	-85.30%	-5.48%
Max Drawdown (1Y) Largest decline over 1 year	-87.02%	-53.08%	-33.94%
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	-90.78%	-49.89%	-40.89%
Average Drawdown Average peak-to-trough decline	-67.26%	-42.55%	-24.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	65.95%	28.99%	+36.96%

Volatility

DEFT vs. BTC-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 24.73% compared to Bitcoin (BTC-USD) at 8.86%. 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	24.73%	8.86%	+15.87%
Volatility (6M) Calculated over the trailing 6-month period	70.12%	34.96%	+35.16%
Volatility (1Y) Calculated over the trailing 1-year period	99.34%	35.56%	+63.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	97.70%	43.94%	+53.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.70%	56.32%	+41.38%

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 (24.73%) compared to BTC-USD (8.86%). In terms of maximum drawdown, DEFT dropped -90.78% vs BTC-USD's -85.30%.

Which has better risk-adjusted returns?

DEFT currently has the higher Sharpe Ratio (-0.86 vs -1.11), 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.