DEFT vs. SOL-USD

Last updated Jun 24, 2026

DEFT (DeFi Technologies Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past year, DEFT returned -81.69% vs -51.64% for SOL-USD. At a 0.40 correlation, their price movements are largely independent.

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 -30.59% return, which is significantly higher than SOL-USD's -43.82% return.

DEFT

• 1D: -5.28%
• 1M: -23.39%
• YTD: -30.59%
• 6M: -43.68%
• 1Y: -81.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -2.73%
• 1M: -17.91%
• YTD: -43.82%
• 6M: -43.58%
• 1Y: -51.64%
• 3Y*: 61.34%
• 5Y*: 17.52%
• 10Y*: —

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

DEFT vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025
DEFT DeFi Technologies Inc	-30.59%	-84.60%
SOL-USD Solana	-43.82%	-28.16%

Correlation

The correlation between DEFT and SOL-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEFT

DEFT Risk / Return Rank: 7
DEFT Sharpe Ratio Rank: 9
DEFT Sortino Ratio Rank: 4
DEFT Omega Ratio Rank: 7
DEFT Calmar Ratio Rank: 4
DEFT Martin Ratio Rank: 12

SOL-USD

SOL-USD Risk / Return Rank: 45
SOL-USD Sharpe Ratio Rank: 42
SOL-USD Sortino Ratio Rank: 42
SOL-USD Omega Ratio Rank: 44
SOL-USD Calmar Ratio Rank: 49
SOL-USD Martin Ratio Rank: 46

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.

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	-0.82	-0.72	-0.10
Sortino ratio: Return per unit of downside risk	-1.72	-0.91	-0.82
Omega ratio: Gain probability vs. loss probability	0.81	0.91	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.95	-0.69	-0.26
Martin ratio: Return relative to average drawdown	-1.30	-1.08	-0.22

DEFT vs. SOL-USD - Sharpe Ratio Comparison

The current DEFT Sharpe Ratio is -0.82, which is comparable to the SOL-USD Sharpe Ratio of -0.72. 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 -90.19%, 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	-90.19%	-96.27%	+6.08%
Max Drawdown (1Y) Largest decline over 1 year	-86.18%	-74.89%	-11.29%
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	-89.31%	-73.31%	-16.00%
Average Drawdown Average peak-to-trough decline	-66.22%	-51.52%	-14.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	63.04%	48.23%	+14.81%

Volatility

DEFT vs. SOL-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 21.61% compared to Solana (SOL-USD) at 19.00%. 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	21.61%	19.00%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	74.97%	47.01%	+27.96%
Volatility (1Y) Calculated over the trailing 1-year period	99.92%	60.02%	+39.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.81%	81.64%	+17.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.81%	99.65%	-0.84%

Frequently Asked Questions

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

DEFT and SOL-USD have a correlation of 0.39, 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 (21.61%) compared to SOL-USD (19.00%). In terms of maximum drawdown, DEFT dropped -90.19% vs SOL-USD's -96.27%.

Which has better risk-adjusted returns?

SOL-USD currently has the higher Sharpe Ratio (-0.72 vs -0.82), 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.