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BTCE.DE vs. MARA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. MARA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bitwise Physical Bitcoin ETP (BTCE.DE) and MARA Holdings, Inc. (MARA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTCE.DE is traded in EUR, while MARA is traded in USD. To make them comparable, the MARA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCE.DE achieves a -26.76% return, which is significantly lower than MARA's 27.23% return.


BTCE.DE

1D
0.00%
1M
1.37%
6M
-11.75%
YTD
-26.76%
1Y
-44.28%
3Y*
25.27%
5Y*
7.21%
10Y*
ALL TIME*
30.04%

MARA

1D
-4.57%
1M
-14.05%
6M
38.67%
YTD
27.23%
1Y
-27.94%
3Y*
-12.21%
5Y*
-19.69%
10Y*
-13.61%
ALL TIME*
-9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€508.71K€595.77K€1.12M
€440.80M€499.23M€498.00M

BTCE.DE vs. MARA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTCE.DE
Bitwise Physical Bitcoin ETP
-26.76%-18.20%125.79%146.52%-63.89%81.36%130.73%
MARA
MARA Holdings, Inc.
27.23%-52.81%-23.90%566.25%-88.95%238.29%864.44%

Correlation

The correlation between BTCE.DE and MARA is 0.46, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.46

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2020

0.48

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Return for Risk

BTCE.DE vs. MARA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTCE.DE
BTCE.DE Risk / Return Rank: 22
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 22
Martin Ratio Rank

MARA
MARA Risk / Return Rank: 2929
Overall Rank
MARA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MARA Sortino Ratio Rank: 3131
Sortino Ratio Rank
MARA Omega Ratio Rank: 3131
Omega Ratio Rank
MARA Calmar Ratio Rank: 2828
Calmar Ratio Rank
MARA Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTCE.DE vs. MARA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Physical Bitcoin ETP (BTCE.DE) and MARA 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.

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.


BTCE.DEMARADifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.82

1.00

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.40

-0.44

Martin ratioReturn relative to average drawdown

-1.27

-0.62

-0.64

BTCE.DE vs. MARA - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.09, which is lower than the MARA Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of BTCE.DE and MARA, 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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Drawdowns

BTCE.DE vs. MARA - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, smaller than the maximum MARA drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and MARA.


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Drawdown Indicators


BTCE.DEMARADifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-99.71%

+25.09%

Max Drawdown (1Y)

Largest decline over 1 year

-53.06%

-70.86%

+17.80%

Max Drawdown (3Y)

Largest decline over 3 years

-53.06%

-80.04%

+26.98%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

-95.53%

+20.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.17%

Current Drawdown

Current decline from peak

-49.09%

-92.35%

+43.26%

Average Drawdown

Average peak-to-trough decline

-30.88%

-77.25%

+46.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.01%

44.99%

-9.98%

Volatility

BTCE.DE vs. MARA - Volatility Comparison

The current volatility for Bitwise Physical Bitcoin ETP (BTCE.DE) is 8.48%, while MARA Holdings, Inc. (MARA) has a volatility of 29.83%. This indicates that BTCE.DE 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.


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Volatility by Period


BTCE.DEMARADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

29.83%

-21.35%

Volatility (6M)

Calculated over the trailing 6-month period

28.87%

63.38%

-34.51%

Volatility (1Y)

Calculated over the trailing 1-year period

40.94%

81.62%

-40.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.69%

104.68%

-53.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.53%

143.44%

-85.91%

Dividends

BTCE.DE vs. MARA - Dividend Comparison

Neither BTCE.DE nor MARA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCE.DE and MARA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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