DEFT vs. SOL-USD

Last updated Aug 1, 2026

DEFT (DeFi Technologies Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past year, DEFT returned -84.75% vs -53.85% for SOL-USD. Their 0.40 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, DEFT achieves a -46.85% return, which is significantly lower than SOL-USD's -41.24% return.

DEFT

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

SOL-USD

• 1D: 1.74%
• 1M: -11.12%
• 6M: -27.35%
• YTD: -41.24%
• 1Y: -53.85%
• 3Y*: 47.87%
• 5Y*: 16.47%
• 10Y*: —
• ALL TIME*: 103.25%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEFT DeFi Technologies Inc	$585.42K	$800.15K	$2.11M
SOL-USD Solana	$110.10B	$129.53B	$224.07B

DEFT vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025
DEFT DeFi Technologies Inc	-46.85%	-84.60%
SOL-USD Solana	-41.24%	-28.16%

Correlation

The correlation between DEFT and SOL-USD is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
Correlation (All Time) Calculated using the full available price history since May 12, 2025	0.40

Return for Risk

DEFT vs. SOL-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DEFT

DEFT Risk / Return Rank: 5
DEFT Sharpe Ratio Rank: 8
DEFT Sortino Ratio Rank: 3
DEFT Omega Ratio Rank: 5
DEFT Calmar Ratio Rank: 2
DEFT Martin Ratio Rank: 10

SOL-USD

SOL-USD Risk / Return Rank: 63
SOL-USD Sharpe Ratio Rank: 51
SOL-USD Sortino Ratio Rank: 62
SOL-USD Omega Ratio Rank: 62
SOL-USD Calmar Ratio Rank: 70
SOL-USD Martin Ratio Rank: 70

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. 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.

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	SOL-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.86	-0.77	-0.09
Sortino ratio: Return per unit of downside risk	-2.03	-1.04	-0.99
Omega ratio: Gain probability vs. loss probability	0.78	0.90	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.99	-0.72	-0.27
Martin ratio: Return relative to average drawdown	-1.34	-1.02	-0.33

DEFT vs. SOL-USD - Sharpe Ratio Comparison

The current DEFT Sharpe Ratio is -0.86, which is comparable to the SOL-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of DEFT and SOL-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. SOL-USD - Drawdown Comparison

The maximum DEFT drawdown since its inception was -92.04%, roughly equal to 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	-92.04%	-96.27%	+4.23%
Max Drawdown (1Y) Largest decline over 1 year	-86.32%	-74.89%	-11.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-76.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	-91.81%	-72.09%	-19.72%
Average Drawdown Average peak-to-trough decline	-68.36%	-51.86%	-16.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	63.54%	38.40%	+25.14%

Volatility

DEFT vs. SOL-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 23.10% compared to Solana (SOL-USD) at 9.87%. This indicates that DEFT's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEFT	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.10%	9.87%	+13.23%
Volatility (6M) Calculated over the trailing 6-month period	70.15%	44.86%	+25.29%
Volatility (1Y) Calculated over the trailing 1-year period	99.22%	58.27%	+40.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	97.09%	80.66%	+16.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.09%	98.91%	-1.82%

Frequently Asked Questions

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

DEFT and SOL-USD have a correlation of 0.41, 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 SOL-USD?

DEFT has higher volatility (23.10%) compared to SOL-USD (9.87%). In terms of maximum drawdown, DEFT dropped -92.04% vs SOL-USD's -96.27%.

Which has better risk-adjusted returns?

SOL-USD currently has the higher Sharpe Ratio (-0.77 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.