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BTBT vs. WULF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BTBT vs. WULF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bit Digital, Inc. (BTBT) and TeraWulf Inc. (WULF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTBT achieves a -5.82% return, which is significantly lower than WULF's 125.07% return.


BTBT

1D
8.54%
1M
-1.11%
YTD
-5.82%
6M
-19.09%
1Y
-32.83%
3Y*
-14.62%
5Y*
-26.71%
10Y*

WULF

1D
7.75%
1M
10.56%
YTD
125.07%
6M
72.86%
1Y
494.48%
3Y*
168.90%
5Y*
22.83%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTBT vs. WULF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BTBT
Bit Digital, Inc.
-5.82%-35.49%-30.73%605.00%-90.13%-72.25%5,377.50%-93.85%40.69%
WULF
TeraWulf Inc.
125.07%103.00%135.83%260.58%-95.58%77.08%86.34%-36.55%-6.31%

Correlation

The correlation between BTBT and WULF is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.39

The correlation between BTBT and WULF shifts across timeframes, from 0.39 (all time) to 0.69 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BTBT:

$579.64M

WULF:

$10.94B

EPS

BTBT:

-$498.30

WULF:

-$2.55

PS Ratio

BTBT:

0.02

WULF:

61.90

Total Revenue (TTM)

BTBT:

$28.01B

WULF:

$168.06M

Gross Profit (TTM)

BTBT:

$48.37M

WULF:

$107.59M

EBITDA (TTM)

BTBT:

-$162.09B

WULF:

-$132.10M

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Return for Risk

BTBT vs. WULF — Risk / Return Rank

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

BTBT
BTBT Risk / Return Rank: 2929
Overall Rank
BTBT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BTBT Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTBT Omega Ratio Rank: 3232
Omega Ratio Rank
BTBT Calmar Ratio Rank: 2626
Calmar Ratio Rank
BTBT Martin Ratio Rank: 2828
Martin Ratio Rank

WULF
WULF Risk / Return Rank: 9797
Overall Rank
WULF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WULF Sortino Ratio Rank: 9696
Sortino Ratio Rank
WULF Omega Ratio Rank: 9494
Omega Ratio Rank
WULF Calmar Ratio Rank: 9999
Calmar Ratio Rank
WULF Martin Ratio Rank: 9999
Martin Ratio Rank
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.

BTBT vs. WULF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bit Digital, Inc. (BTBT) and TeraWulf Inc. (WULF). 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.


BTBTWULFDifference
Sharpe ratioReturn per unit of total volatility

-5.08

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

1.00

1.51

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.47

15.71

-16.18

Martin ratioReturn relative to average drawdown

-0.75

41.48

-42.23

BTBT vs. WULF - Sharpe Ratio Comparison

The current BTBT Sharpe Ratio is -0.36, which is lower than the WULF Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of BTBT and WULF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BTBTWULFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

4.72

-5.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.18

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.11

-0.20

Drawdowns

BTBT vs. WULF - Drawdown Comparison

The maximum BTBT drawdown since its inception was -98.16%, roughly equal to the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for BTBT and WULF.


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Drawdown Indicators


BTBTWULFDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-98.50%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-70.02%

-31.74%

-38.28%

Max Drawdown (3Y)

Largest decline over 3 years

-77.08%

-75.77%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-96.92%

-98.50%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-98.50%

Current Drawdown

Current decline from peak

-93.92%

-28.31%

-65.61%

Average Drawdown

Average peak-to-trough decline

-75.53%

-46.67%

-28.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.09%

12.00%

+32.09%

Volatility

BTBT vs. WULF - Volatility Comparison

Bit Digital, Inc. (BTBT) has a higher volatility of 35.18% compared to TeraWulf Inc. (WULF) at 21.75%. This indicates that BTBT's price experiences larger fluctuations and is considered to be riskier than WULF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTBTWULFDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.18%

21.75%

+13.43%

Volatility (6M)

Calculated over the trailing 6-month period

62.46%

64.60%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

92.66%

105.83%

-13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.67%

127.48%

-9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.90%

101.40%

+32.50%

Dividends

BTBT vs. WULF - Dividend Comparison

Neither BTBT nor WULF has paid dividends to shareholders.


PositionTTM20252024202320222021
BTBT
Bit Digital, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%0.00%33.22%

Financials

BTBT vs. WULF - Financials Comparison

This section allows you to compare key financial metrics between Bit Digital, Inc. and TeraWulf Inc.. 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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
27.92B
34.01M
(BTBT) Total Revenue
(WULF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BTBT and WULF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTBT has higher volatility (35.18%) compared to WULF (21.75%). In terms of maximum drawdown, BTBT dropped -98.16% vs WULF's -98.50%.

WULF currently has the higher Sharpe Ratio (4.72 vs -0.36), 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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