DFDV vs. SOL-USD

Last updated Apr 2, 2026

Compare and contrast key facts about DeFi Development Corp (DFDV) and Solana (SOL-USD).

Performance

DFDV vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DeFi Development Corp (DFDV) and Solana (SOL-USD). The values are adjusted to include any dividend payments, if applicable.

DFDV vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFDV DeFi Development Corp	-31.68%	700.93%	-41.08%	-73.04%
SOL-USD Solana	-34.42%	-34.09%	85.68%	336.81%

Returns By Period

In the year-to-date period, DFDV achieves a -31.68% return, which is significantly higher than SOL-USD's -34.42% return.

DFDV

• 1D: 4.86%
• 1M: -9.92%
• YTD: -31.68%
• 6M: -75.08%
• 1Y: 431.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -1.80%
• 1M: -5.79%
• YTD: -34.42%
• 6M: -63.26%
• 1Y: -35.58%
• 3Y*: 58.42%
• 5Y*: 32.73%
• 10Y*: —

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

Return for Risk

DFDV vs. SOL-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFDV

DFDV Risk / Return Rank: 86
DFDV Sharpe Ratio Rank: 58
DFDV Sortino Ratio Rank: 100
DFDV Omega Ratio Rank: 99
DFDV Calmar Ratio Rank: 92
DFDV Martin Ratio Rank: 81

SOL-USD

SOL-USD Risk / Return Rank: 59
SOL-USD Sharpe Ratio Rank: 59
SOL-USD Sortino Ratio Rank: 63
SOL-USD Omega Ratio Rank: 63
SOL-USD Calmar Ratio Rank: 64
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.

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 ratio Return per unit of total volatility	0.50	-0.47	+0.97
Sortino ratio Return per unit of downside risk	8.76	-0.28	+9.04
Omega ratio Gain probability vs. loss probability	1.94	0.97	+0.97
Calmar ratio Return relative to maximum drawdown	4.68	-1.03	+5.70
Martin ratio Return relative to average drawdown	6.43	-1.65	+8.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFDV vs. SOL-USD - Sharpe Ratio Comparison

The current DFDV Sharpe Ratio is 0.50, which is higher than the SOL-USD Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of DFDV and SOL-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFDV	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	-0.47	+0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.91	-0.92

Correlation

The correlation between DFDV and SOL-USD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	DFDV	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-92.25%	-96.27%	+4.02%
Max Drawdown (1Y) Largest decline over 1 year	-92.25%	-68.54%	-23.71%
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	-91.07%	-68.85%	-22.22%
Average Drawdown Average peak-to-trough decline	-71.02%	-50.87%	-20.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	67.08%	42.73%	+24.35%

Volatility

DFDV vs. SOL-USD - Volatility Comparison

DeFi Development Corp (DFDV) has a higher volatility of 35.97% compared to Solana (SOL-USD) at 15.96%. 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.

Volatility by Period

	DFDV	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.97%	15.96%	+20.01%
Volatility (6M) Calculated over the trailing 6-month period	89.12%	54.71%	+34.41%
Volatility (1Y) Calculated over the trailing 1-year period	865.51%	63.57%	+801.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	536.68%	88.86%	+447.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	536.68%	101.03%	+435.65%