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BITF vs. IREN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BITF and IREN is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BITF vs. IREN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitfarms Ltd. (BITF) and Iris Energy Limited (IREN). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.29%
-1.58%
BITF
IREN

Key characteristics

Sharpe Ratio

BITF:

-0.32

IREN:

1.02

Sortino Ratio

BITF:

0.12

IREN:

2.27

Omega Ratio

BITF:

1.01

IREN:

1.24

Calmar Ratio

BITF:

-0.37

IREN:

1.51

Martin Ratio

BITF:

-0.81

IREN:

3.33

Ulcer Index

BITF:

37.45%

IREN:

38.59%

Daily Std Dev

BITF:

94.31%

IREN:

126.50%

Max Drawdown

BITF:

-95.72%

IREN:

-95.73%

Current Drawdown

BITF:

-76.66%

IREN:

-44.64%

Fundamentals

Market Cap

BITF:

$993.00M

IREN:

$2.94B

EPS

BITF:

-$0.38

IREN:

-$0.48

Total Revenue (TTM)

BITF:

$184.01M

IREN:

$207.19M

Gross Profit (TTM)

BITF:

-$31.89M

IREN:

$120.70M

EBITDA (TTM)

BITF:

$50.79M

IREN:

$9.43M

Returns By Period

In the year-to-date period, BITF achieves a -28.87% return, which is significantly lower than IREN's 92.03% return.


BITF

YTD

-28.87%

1M

-8.00%

6M

-34.29%

1Y

-29.11%

5Y (annualized)

37.20%

10Y (annualized)

N/A

IREN

YTD

92.03%

1M

28.68%

6M

-1.58%

1Y

128.83%

5Y (annualized)

N/A

10Y (annualized)

N/A

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Risk-Adjusted Performance

BITF vs. IREN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitfarms Ltd. (BITF) and Iris Energy Limited (IREN). 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 BITF, currently valued at -0.32, compared to the broader market-4.00-2.000.002.00-0.321.02
The chart of Sortino ratio for BITF, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.122.27
The chart of Omega ratio for BITF, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.24
The chart of Calmar ratio for BITF, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.371.51
The chart of Martin ratio for BITF, currently valued at -0.81, compared to the broader market-10.000.0010.0020.0030.00-0.813.33
BITF
IREN

The current BITF Sharpe Ratio is -0.32, which is lower than the IREN Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of BITF and IREN, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
1.02
BITF
IREN

Dividends

BITF vs. IREN - Dividend Comparison

Neither BITF nor IREN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BITF vs. IREN - Drawdown Comparison

The maximum BITF drawdown since its inception was -95.72%, roughly equal to the maximum IREN drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for BITF and IREN. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-75.82%
-44.64%
BITF
IREN

Volatility

BITF vs. IREN - Volatility Comparison

The current volatility for Bitfarms Ltd. (BITF) is 24.10%, while Iris Energy Limited (IREN) has a volatility of 37.31%. This indicates that BITF experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
24.10%
37.31%
BITF
IREN

Financials

BITF vs. IREN - Financials Comparison

This section allows you to compare key financial metrics between Bitfarms Ltd. and Iris Energy Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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