VRT vs. DFDV

Last updated Jun 13, 2026

VRT (Vertiv Holdings Co.) and DFDV (DeFi Development Corp) are both stocks. VRT operates in Electrical Equipment & Parts (Industrials), while DFDV operates in Software - Infrastructure (Technology). Over the past year, VRT returned 164.84% vs -89.20% for DFDV. At a 0.15 correlation, their price movements are largely independent.

Performance

VRT vs. DFDV - Performance Comparison

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

Returns By Period

In the year-to-date period, VRT achieves a 86.99% return, which is significantly higher than DFDV's -38.61% return.

VRT

• 1D: 1.68%
• 1M: -18.14%
• YTD: 86.99%
• 6M: 87.85%
• 1Y: 164.84%
• 3Y*: 138.33%
• 5Y*: 63.29%
• 10Y*: —

DFDV

• 1D: 5.08%
• 1M: -33.33%
• YTD: -38.61%
• 6M: -44.24%
• 1Y: -89.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VRT vs. DFDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VRT Vertiv Holdings Co.	86.99%	42.80%	136.82%	86.41%
DFDV DeFi Development Corp	-38.61%	700.93%	-41.08%	-74.25%

Correlation

The correlation between VRT and DFDV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023	0.15

Fundamentals

Market Cap VRT : $118.76B DFDV : $81.40M
EPS VRT : $3.99 DFDV : -$6.55
PS Ratio VRT : 10.92 DFDV : 5.38
PB Ratio VRT : 27.98 DFDV : 7.99
Total Revenue (TTM) VRT : $10.84B DFDV : $13.76M
Gross Profit (TTM) VRT : $3.92B DFDV : $13.42M
EBITDA (TTM) VRT : $2.35B DFDV : -$117.94M

Return for Risk

VRT vs. DFDV — Risk / Return Rank

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

VRT

VRT Risk / Return Rank: 94
VRT Sharpe Ratio Rank: 95
VRT Sortino Ratio Rank: 92
VRT Omega Ratio Rank: 91
VRT Calmar Ratio Rank: 95
VRT Martin Ratio Rank: 95

DFDV

DFDV Risk / Return Rank: 9
DFDV Sharpe Ratio Rank: 13
DFDV Sortino Ratio Rank: 6
DFDV Omega Ratio Rank: 9
DFDV Calmar Ratio Rank: 2
DFDV Martin Ratio Rank: 13

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.

VRT vs. DFDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) and DeFi Development Corp (DFDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VRT	DFDV	Difference
Sharpe ratio: Return per unit of total volatility	2.85	-0.69	+3.54
Sortino ratio: Return per unit of downside risk	3.34	-1.53	+4.88
Omega ratio: Gain probability vs. loss probability	1.41	0.84	+0.58
Calmar ratio: Return relative to maximum drawdown	6.55	-0.98	+7.54
Martin ratio: Return relative to average drawdown	17.79	-1.28	+19.07

VRT vs. DFDV - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 2.85, which is higher than the DFDV Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of VRT and DFDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VRT vs. DFDV - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, smaller than the maximum DFDV drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for VRT and DFDV.

Drawdown Indicators

	VRT	DFDV	Difference
Max Drawdown Largest peak-to-trough decline	-71.24%	-93.13%	+21.89%
Max Drawdown (1Y) Largest decline over 1 year	-25.32%	-90.66%	+65.34%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-71.24%	—	—
Current Drawdown Current decline from peak	-19.50%	-91.98%	+72.48%
Average Drawdown Average peak-to-trough decline	-16.23%	-72.84%	+56.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.30%	70.13%	-60.83%

Volatility

VRT vs. DFDV - Volatility Comparison

The current volatility for Vertiv Holdings Co. (VRT) is 16.12%, while DeFi Development Corp (DFDV) has a volatility of 28.47%. This indicates that VRT experiences smaller price fluctuations and is considered to be less risky than DFDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRT	DFDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.12%	28.47%	-12.35%
Volatility (6M) Calculated over the trailing 6-month period	45.82%	84.19%	-38.37%
Volatility (1Y) Calculated over the trailing 1-year period	58.29%	131.72%	-73.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.88%	518.02%	-456.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.61%	518.02%	-463.41%

Dividends

VRT vs. DFDV - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.07%, while DFDV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
DFDV DeFi Development Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRT Vertiv Holdings Co.	0.07%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%

Financials

Frequently Asked Questions

Can I hold both VRT and DFDV in my portfolio?

VRT and DFDV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRT or DFDV?

DFDV has higher volatility (28.47%) compared to VRT (16.12%). In terms of maximum drawdown, VRT dropped -71.24% vs DFDV's -93.13%.

Which has better risk-adjusted returns?

VRT currently has the higher Sharpe Ratio (2.85 vs -0.69), 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.