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VOXX vs. DEFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOXX and DEFI is 0.15, 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.


-0.50.00.51.00.1

Performance

VOXX vs. DEFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VOXX International Corporation (VOXX) and Hashdex Bitcoin Futures ETF (DEFI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
168.22%
47.85%
VOXX
DEFI

Key characteristics

Sharpe Ratio

VOXX:

-0.17

DEFI:

1.70

Sortino Ratio

VOXX:

0.47

DEFI:

2.33

Omega Ratio

VOXX:

1.06

DEFI:

1.27

Calmar Ratio

VOXX:

-0.17

DEFI:

3.38

Martin Ratio

VOXX:

-0.41

DEFI:

7.66

Ulcer Index

VOXX:

40.14%

DEFI:

12.55%

Daily Std Dev

VOXX:

98.41%

DEFI:

56.30%

Max Drawdown

VOXX:

-97.39%

DEFI:

-28.43%

Current Drawdown

VOXX:

-89.50%

DEFI:

-9.70%

Returns By Period

In the year-to-date period, VOXX achieves a -0.41% return, which is significantly lower than DEFI's 3.46% return.


VOXX

YTD

-0.41%

1M

-8.01%

6M

168.25%

1Y

-11.87%

5Y*

10.25%

10Y*

-1.20%

DEFI

YTD

3.46%

1M

-4.99%

6M

47.85%

1Y

109.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VOXX vs. DEFI — Risk-Adjusted Performance Rank

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

VOXX
The Risk-Adjusted Performance Rank of VOXX is 4343
Overall Rank
The Sharpe Ratio Rank of VOXX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VOXX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VOXX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VOXX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VOXX is 4141
Martin Ratio Rank

DEFI
The Risk-Adjusted Performance Rank of DEFI is 7676
Overall Rank
The Sharpe Ratio Rank of DEFI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DEFI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DEFI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DEFI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DEFI is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOXX vs. DEFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and Hashdex Bitcoin Futures ETF (DEFI). 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.


Sharpe ratio
The chart of Sharpe ratio for VOXX, currently valued at -0.17, compared to the broader market-2.000.002.00-0.171.70
The chart of Sortino ratio for VOXX, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.472.33
The chart of Omega ratio for VOXX, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.27
The chart of Calmar ratio for VOXX, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.203.38
The chart of Martin ratio for VOXX, currently valued at -0.41, compared to the broader market0.0010.0020.00-0.417.66
VOXX
DEFI

The current VOXX Sharpe Ratio is -0.17, which is lower than the DEFI Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VOXX and DEFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.17
1.70
VOXX
DEFI

Dividends

VOXX vs. DEFI - Dividend Comparison

Neither VOXX nor DEFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VOXX vs. DEFI - Drawdown Comparison

The maximum VOXX drawdown since its inception was -97.39%, which is greater than DEFI's maximum drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for VOXX and DEFI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.00%
-9.70%
VOXX
DEFI

Volatility

VOXX vs. DEFI - Volatility Comparison

The current volatility for VOXX International Corporation (VOXX) is 9.17%, while Hashdex Bitcoin Futures ETF (DEFI) has a volatility of 15.65%. This indicates that VOXX experiences smaller price fluctuations and is considered to be less risky than DEFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
9.17%
15.65%
VOXX
DEFI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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