BTC-USD vs. MARA
Compare and contrast key facts about Bitcoin (BTC-USD) and Marathon Digital Holdings, Inc. (MARA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTC-USD or MARA.
Performance
BTC-USD vs. MARA - Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a 133.06% return, which is significantly higher than MARA's 2.94% return. Over the past 10 years, BTC-USD has outperformed MARA with an annualized return of 74.47%, while MARA has yielded a comparatively lower -14.77% annualized return.
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
MARA
2.94%
27.46%
20.42%
121.43%
86.14%
-14.77%
Key characteristics
| BTC-USD | MARA | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.20 |
| Sortino Ratio | 1.80 | 2.19 |
| Omega Ratio | 1.18 | 1.25 |
| Calmar Ratio | 0.94 | 1.45 |
| Martin Ratio | 5.10 | 3.63 |
| Ulcer Index | 11.65% | 37.03% |
| Daily Std Dev | 44.23% | 111.96% |
| Max Drawdown | -93.07% | -99.74% |
| Current Drawdown | 0.00% | -84.37% |
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Correlation
The correlation between BTC-USD and MARA is 0.27, 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
BTC-USD vs. MARA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Marathon Digital Holdings, Inc. (MARA). 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.
Drawdowns
BTC-USD vs. MARA - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -93.07%, smaller than the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for BTC-USD and MARA. For additional features, visit the drawdowns tool.
Volatility
BTC-USD vs. MARA - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 16.79%, while Marathon Digital Holdings, Inc. (MARA) has a volatility of 46.17%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.