BTCE.DE vs. MARA
Compare and contrast key facts about ETC Group Physical Bitcoin (BTCE.DE) and Marathon Digital Holdings, Inc. (MARA).
BTCE.DE is an actively managed fund by ETC Issuance. It was launched on Jun 8, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCE.DE or MARA.
Key characteristics
| BTCE.DE | MARA | |
|---|---|---|
| YTD Return | 121.24% | -7.62% |
| 1Y Return | 156.25% | 136.64% |
| 3Y Return (Ann) | 14.36% | -34.20% |
| Sharpe Ratio | 3.02 | 1.23 |
| Sortino Ratio | 3.38 | 2.22 |
| Omega Ratio | 1.42 | 1.26 |
| Calmar Ratio | 3.47 | 1.45 |
| Martin Ratio | 13.70 | 3.72 |
| Ulcer Index | 11.59% | 36.68% |
| Daily Std Dev | 52.35% | 110.44% |
| Max Drawdown | -74.62% | -99.74% |
| Current Drawdown | 0.00% | -85.97% |
Correlation
The correlation between BTCE.DE and MARA is 0.51, 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.
Performance
BTCE.DE vs. MARA - Performance Comparison
In the year-to-date period, BTCE.DE achieves a 121.24% return, which is significantly higher than MARA's -7.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BTCE.DE vs. MARA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) 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.
Dividends
BTCE.DE vs. MARA - Dividend Comparison
Neither BTCE.DE nor MARA has paid dividends to shareholders.
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 -99.74%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and MARA. For additional features, visit the drawdowns tool.
Volatility
BTCE.DE vs. MARA - Volatility Comparison
The current volatility for ETC Group Physical Bitcoin (BTCE.DE) is 15.20%, while Marathon Digital Holdings, Inc. (MARA) has a volatility of 40.61%. 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.