DEFT vs. SOL-USD

Last updated Jul 14, 2026

DEFT (DeFi Technologies Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past year, DEFT returned -85.09% vs -53.26% 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

The year-to-date returns for both investments are quite close, with DEFT having a -40.14% return and SOL-USD slightly higher at -39.45%.

DEFT

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

SOL-USD

• 1D: -1.98%
• 1M: 9.38%
• 6M: -45.80%
• YTD: -39.45%
• 1Y: -53.26%
• 3Y*: 41.32%
• 5Y*: 19.17%
• 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	-40.14%	-84.60%
SOL-USD Solana	-39.45%	-28.16%

Correlation

The correlation between DEFT and SOL-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
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: 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

SOL-USD

SOL-USD Risk / Return Rank: 58
SOL-USD Sharpe Ratio Rank: 50
SOL-USD Sortino Ratio Rank: 54
SOL-USD Omega Ratio Rank: 55
SOL-USD Calmar Ratio Rank: 67
SOL-USD Martin Ratio Rank: 64

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	-0.86	-0.74	-0.11
Sortino ratio: Return per unit of downside risk	-2.02	-0.98	-1.04
Omega ratio: Gain probability vs. loss probability	0.78	0.91	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.98	-0.71	-0.27
Martin ratio: Return relative to average drawdown	-1.29	-1.05	-0.24

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 -0.74. 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 -90.78%, 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	-90.78%	-96.27%	+5.49%
Max Drawdown (1Y) Largest decline over 1 year	-87.02%	-74.89%	-12.13%
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	-90.78%	-71.24%	-19.54%
Average Drawdown Average peak-to-trough decline	-67.26%	-51.69%	-15.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	65.95%	42.68%	+23.27%

Volatility

DEFT vs. SOL-USD - Volatility Comparison

DeFi Technologies Inc (DEFT) has a higher volatility of 24.73% compared to Solana (SOL-USD) at 15.11%. 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	24.73%	15.11%	+9.62%
Volatility (6M) Calculated over the trailing 6-month period	70.12%	47.74%	+22.38%
Volatility (1Y) Calculated over the trailing 1-year period	99.34%	59.43%	+39.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	97.70%	81.36%	+16.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.70%	99.29%	-1.59%

Frequently Asked Questions

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

DEFT and SOL-USD have a correlation of 0.40, 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 (24.73%) compared to SOL-USD (15.11%). In terms of maximum drawdown, DEFT dropped -90.78% vs SOL-USD's -96.27%.

Which has better risk-adjusted returns?

SOL-USD currently has the higher Sharpe Ratio (-0.74 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.