^XCMP vs. CIFR
^XCMP (NASDAQ Composite Total Return Index) is an index, while CIFR (Cipher Mining Inc.) is a stock. Over the past 3 years, ^XCMP returned 27.82%/yr vs 116.80%/yr for CIFR. At a 0.44 correlation, their price movements are largely independent.
Performance
^XCMP vs. CIFR - Performance Comparison
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Returns By Period
In the year-to-date period, ^XCMP achieves a 16.83% return, which is significantly lower than CIFR's 78.12% return.
^XCMP
- 1D
- 0.42%
- 1M
- 7.93%
- YTD
- 16.83%
- 6M
- 16.04%
- 1Y
- 41.62%
- 3Y*
- 27.82%
- 5Y*
- 15.35%
- 10Y*
- 19.59%
CIFR
- 1D
- 9.50%
- 1M
- 54.28%
- YTD
- 78.12%
- 6M
- 49.04%
- 1Y
- 708.92%
- 3Y*
- 116.80%
- 5Y*
- —
- 10Y*
- —
^XCMP vs. CIFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
^XCMP NASDAQ Composite Total Return Index | 16.83% | 21.14% | 29.57% | 44.64% | -32.54% | 2.70% |
CIFR Cipher Mining Inc. | 78.12% | 218.10% | 12.35% | 637.50% | -87.90% | -54.92% |
Correlation
The correlation between ^XCMP and CIFR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2021 | 0.44 |
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Return for Risk
^XCMP vs. CIFR — Risk / Return Rank
^XCMP
CIFR
^XCMP vs. CIFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Cipher Mining Inc. (CIFR). 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.
| ^XCMP | CIFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.62 | 6.61 | -3.99 |
Sortino ratioReturn per unit of downside risk | 3.40 | 4.32 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.51 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.21 | 14.45 | -11.24 |
Martin ratioReturn relative to average drawdown | 12.67 | 29.09 | -16.41 |
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
| ^XCMP | CIFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 6.61 | -3.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.18 | +0.64 |
Drawdowns
^XCMP vs. CIFR - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum CIFR drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for ^XCMP and CIFR.
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Drawdown Indicators
| ^XCMP | CIFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -97.16% | +61.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -51.38% | +38.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.16% | -71.74% | +47.58% |
Max Drawdown (5Y)Largest decline over 5 years | -35.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -66.67% | +60.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 25.53% | -22.25% |
Volatility
^XCMP vs. CIFR - Volatility Comparison
The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 4.13%, while Cipher Mining Inc. (CIFR) has a volatility of 31.10%. This indicates that ^XCMP experiences smaller price fluctuations and is considered to be less risky than CIFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^XCMP | CIFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 31.10% | -26.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 70.68% | -58.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 108.35% | -92.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 122.03% | -99.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 122.03% | -100.04% |
Frequently Asked Questions
^XCMP and CIFR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIFR has higher volatility (31.10%) compared to ^XCMP (4.13%). In terms of maximum drawdown, ^XCMP dropped -35.83% vs CIFR's -97.16%.
CIFR currently has the higher Sharpe Ratio (6.61 vs 2.62), 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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