VOXX vs. DEFI
Compare and contrast key facts about VOXX International Corporation (VOXX) and Hashdex Bitcoin Futures ETF (DEFI).
DEFI is a passively managed fund by Hashdex that tracks the performance of the HDEFI – Hashdex U.S. Bitcoin Futures Fund Benchmark Index. It was launched on Sep 15, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or DEFI.
Performance
VOXX vs. DEFI - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than DEFI's 105.10% return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
DEFI
105.10%
33.10%
35.72%
131.54%
N/A
N/A
Key characteristics
| VOXX | DEFI | |
|---|---|---|
| Sharpe Ratio | -0.36 | 2.19 |
| Sortino Ratio | -0.04 | 2.74 |
| Omega Ratio | 0.99 | 1.32 |
| Calmar Ratio | -0.37 | 4.38 |
| Martin Ratio | -0.74 | 9.87 |
| Ulcer Index | 47.82% | 12.62% |
| Daily Std Dev | 98.28% | 56.94% |
| Max Drawdown | -97.39% | -28.43% |
| Current Drawdown | -90.73% | 0.00% |
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Correlation
The correlation between VOXX and DEFI is 0.16, 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.
Risk-Adjusted Performance
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.
Dividends
VOXX vs. DEFI - Dividend Comparison
Neither VOXX nor DEFI has paid dividends to shareholders.
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.
Volatility
VOXX vs. DEFI - Volatility Comparison
The current volatility for VOXX International Corporation (VOXX) is 13.51%, while Hashdex Bitcoin Futures ETF (DEFI) has a volatility of 18.39%. 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.