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DEFT vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEFT vs. SMH - Performance Comparison

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

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Returns By Period

In the year-to-date period, DEFT achieves a -46.85% return, which is significantly lower than SMH's 50.09% return.


DEFT

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

SMH

1D
0.30%
1M
-8.74%
6M
33.97%
YTD
50.09%
1Y
90.95%
3Y*
50.56%
5Y*
33.46%
10Y*
34.16%
ALL TIME*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$585.42K$800.15K$2.11M
$8.28B$7.64B$7.07B

DEFT vs. SMH - Yearly Performance Comparison


2026 (YTD)2025
DEFT
DeFi Technologies Inc
-46.85%-84.60%
SMH
VanEck Semiconductor ETF
50.09%61.71%

Correlation

The correlation between DEFT and SMH is 0.42, which is low. Their historical price movements had little consistent relationship.


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

0.42

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

0.38

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Return for Risk

DEFT vs. SMH — 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

SMH
SMH Risk / Return Rank: 8787
Overall Rank
SMH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 8383
Sortino Ratio Rank
SMH Omega Ratio Rank: 8484
Omega Ratio Rank
SMH Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMH Martin Ratio Rank: 9191
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. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DeFi Technologies Inc (DEFT) and VanEck Semiconductor ETF (SMH). 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.


DEFTSMHDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-4.72

Omega ratioGain probability vs. loss probability

0.78

1.36

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.99

3.58

-4.57

Martin ratioReturn relative to average drawdown

-1.34

14.64

-15.98

DEFT vs. SMH - Sharpe Ratio Comparison

The current DEFT Sharpe Ratio is -0.86, which is lower than the SMH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of DEFT and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DEFT vs. SMH - Drawdown Comparison

The maximum DEFT drawdown since its inception was -92.04%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for DEFT and SMH.


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Drawdown Indicators


DEFTSMHDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-84.96%

-7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-86.32%

-24.62%

-61.70%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-91.81%

-19.19%

-72.62%

Average Drawdown

Average peak-to-trough decline

-68.36%

-40.89%

-27.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.54%

6.01%

+57.53%

Volatility

DEFT vs. SMH - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 23.10% compared to VanEck Semiconductor ETF (SMH) at 14.70%. This indicates that DEFT's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEFTSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.10%

14.70%

+8.40%

Volatility (6M)

Calculated over the trailing 6-month period

70.15%

33.13%

+37.02%

Volatility (1Y)

Calculated over the trailing 1-year period

99.22%

38.57%

+60.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.09%

36.50%

+60.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.09%

33.32%

+63.77%

Dividends

DEFT vs. SMH - Dividend Comparison

DEFT has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.20%.


PositionTTM20252024202320222021202020192018201720162015
DEFT
DeFi Technologies Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.20%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


DEFT and SMH have a correlation of 0.42, 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 SMH (14.70%). In terms of maximum drawdown, DEFT dropped -92.04% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (2.29 vs -0.86), 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 SMH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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