DEFT vs. SOL-USD
DEFT (DeFi Technologies Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past year, DEFT returned -83.33% vs -52.39% for SOL-USD. At a 0.39 correlation, their price movements are largely independent.
Performance
DEFT vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DEFT achieves a -24.01% return, which is significantly higher than SOL-USD's -39.98% return.
DEFT
- 1D
- -7.81%
- 1M
- -26.69%
- YTD
- -24.01%
- 6M
- -57.21%
- 1Y
- -83.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOL-USD
- 1D
- -7.96%
- 1M
- -10.98%
- YTD
- -39.98%
- 6M
- -46.14%
- 1Y
- -52.39%
- 3Y*
- 52.17%
- 5Y*
- 13.61%
- 10Y*
- —
DEFT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEFT DeFi Technologies Inc | -24.01% | -81.60% |
SOL-USD Solana | -39.98% | -28.57% |
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 13, 2025 | 0.39 |
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Return for Risk
DEFT vs. SOL-USD — Risk / Return Rank
DEFT
SOL-USD
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.
| DEFT | SOL-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.84 | -0.73 | -0.11 |
Sortino ratioReturn per unit of downside risk | -1.85 | -0.94 | -0.92 |
Omega ratioGain probability vs. loss probability | 0.80 | 0.91 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.97 | -1.15 | +0.17 |
Martin ratioReturn relative to average drawdown | -1.40 | -1.52 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEFT | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.84 | -0.73 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.86 | 0.86 | -1.72 |
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.
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Drawdown Indicators
| DEFT | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.69% | -96.27% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -86.18% | -69.83% | -16.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -71.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -86.51% | -71.49% | -15.02% |
Average DrawdownAverage peak-to-trough decline | -59.90% | -51.33% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.04% | 51.35% | +8.69% |
Volatility
DEFT vs. SOL-USD - Volatility Comparison
DeFi Technologies Inc (DEFT) has a higher volatility of 25.24% compared to Solana (SOL-USD) at 14.01%. 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.
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Volatility by Period
| DEFT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.24% | 14.01% | +11.23% |
Volatility (6M)Calculated over the trailing 6-month period | 75.65% | 45.50% | +30.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 99.26% | 59.61% | +39.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 98.49% | 82.79% | +15.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.49% | 99.86% | -1.37% |
Frequently Asked Questions
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.
DEFT has higher volatility (25.24%) compared to SOL-USD (14.01%). In terms of maximum drawdown, DEFT dropped -88.69% vs SOL-USD's -96.27%.
SOL-USD currently has the higher Sharpe Ratio (-0.73 vs -0.84), 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.
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