DFDV vs. SOL-USD
DFDV (DeFi Development Corp) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past year, DFDV returned -80.22% vs -55.53% for SOL-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
DFDV vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DFDV achieves a -40.40% return, which is significantly higher than SOL-USD's -45.21% return.
DFDV
- 1D
- -0.17%
- 1M
- -30.00%
- YTD
- -40.40%
- 6M
- -56.88%
- 1Y
- -80.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOL-USD
- 1D
- -4.67%
- 1M
- -20.97%
- YTD
- -45.21%
- 6M
- -50.97%
- 1Y
- -55.53%
- 3Y*
- 50.45%
- 5Y*
- 11.49%
- 10Y*
- —
DFDV vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFDV DeFi Development Corp | -40.40% | 700.93% | -41.08% | -73.04% |
SOL-USD Solana | -45.21% | -34.09% | 85.68% | 336.81% |
Correlation
The correlation between DFDV and SOL-USD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2023 | 0.22 |
Over the past year, DFDV and SOL-USD have become more correlated (0.54) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
DFDV vs. SOL-USD — Risk / Return Rank
DFDV
SOL-USD
DFDV vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DeFi Development Corp (DFDV) 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.
| DFDV | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.90 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.77 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.23 | +0.06 |
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
| DFDV | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.77 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.83 | -0.85 |
Drawdowns
DFDV vs. SOL-USD - Drawdown Comparison
The maximum DFDV drawdown since its inception was -92.25%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for DFDV and SOL-USD.
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Drawdown Indicators
| DFDV | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.25% | -96.27% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -89.56% | -72.46% | -17.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -73.98% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.27% | — |
Current DrawdownCurrent decline from peak | -92.21% | -73.98% | -18.23% |
Average DrawdownAverage peak-to-trough decline | -72.14% | -51.35% | -20.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.75% | 51.73% | +17.02% |
Volatility
DFDV vs. SOL-USD - Volatility Comparison
DeFi Development Corp (DFDV) has a higher volatility of 25.19% compared to Solana (SOL-USD) at 15.03%. This indicates that DFDV'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
| DFDV | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.19% | 15.03% | +10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 83.96% | 45.60% | +38.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 138.64% | 59.86% | +78.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 520.41% | 82.59% | +437.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 520.41% | 99.85% | +420.56% |
Frequently Asked Questions
DFDV and SOL-USD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFDV has higher volatility (25.19%) compared to SOL-USD (15.03%). In terms of maximum drawdown, DFDV dropped -92.25% vs SOL-USD's -96.27%.
DFDV currently has the higher Sharpe Ratio (-0.58 vs -0.77), 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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