DEFT vs. SOL-USD

Last updated Apr 3, 2026

Compare and contrast key facts about DeFi Technologies Inc (DEFT) and Solana (SOL-USD).

Performance

DEFT vs. SOL-USD - Performance Comparison

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

DEFT vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025
DEFT DeFi Technologies Inc	-5.61%	-81.60%
SOL-USD Solana	-36.36%	-28.57%

Returns By Period

In the year-to-date period, DEFT achieves a -5.61% return, which is significantly higher than SOL-USD's -36.36% return.

DEFT

• 1D: 3.37%
• 1M: 3.23%
• YTD: -5.61%
• 6M: -67.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -2.43%
• 1M: -8.96%
• YTD: -36.36%
• 6M: -66.28%
• 1Y: -32.54%
• 3Y*: 56.99%
• 5Y*: 28.56%
• 10Y*: —

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

Return for Risk

DEFT vs. SOL-USD — Risk / Return Rank

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

SOL-USD

SOL-USD Risk / Return Rank: 58
SOL-USD Sharpe Ratio Rank: 69
SOL-USD Sortino Ratio Rank: 64
SOL-USD Omega Ratio Rank: 65
SOL-USD Calmar Ratio Rank: 59
SOL-USD Martin Ratio Rank: 35

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. SOL-USD - Risk-Adjusted Trends Comparison

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DEFT	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.43	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.85	0.90	-1.75

Correlation

The correlation between DEFT and SOL-USD is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

DEFT vs. SOL-USD - Drawdown Comparison

The maximum DEFT drawdown since its inception was -88.69%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DEFT and SOL-USD.

Drawdown Indicators

	DEFT	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-88.69%	-96.27%	+7.58%
Max Drawdown (1Y) Largest decline over 1 year	—	-68.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	-83.24%	-69.77%	-13.47%
Average Drawdown Average peak-to-trough decline	-55.75%	-50.88%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	42.95%	—

Volatility

Volatility by Period

	DEFT	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.54%	63.60%	+37.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.54%	88.86%	+12.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.54%	101.02%	+0.52%