PortfoliosLab logo
CAN vs. CIFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAN and CIFR is 0.42, 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

CAN vs. CIFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canaan Inc. (CAN) and Cipher Mining Inc. (CIFR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CAN:

-0.30

CIFR:

-0.14

Sortino Ratio

CAN:

0.28

CIFR:

0.67

Omega Ratio

CAN:

1.03

CIFR:

1.08

Calmar Ratio

CAN:

-0.36

CIFR:

-0.16

Martin Ratio

CAN:

-0.86

CIFR:

-0.36

Ulcer Index

CAN:

41.26%

CIFR:

39.57%

Daily Std Dev

CAN:

115.66%

CIFR:

114.17%

Max Drawdown

CAN:

-98.35%

CIFR:

-97.16%

Current Drawdown

CAN:

-98.19%

CIFR:

-76.93%

Fundamentals

Market Cap

CAN:

$303.89M

CIFR:

$1.33B

EPS

CAN:

-$1.03

CIFR:

-$0.38

PS Ratio

CAN:

0.96

CIFR:

8.71

PB Ratio

CAN:

1.30

CIFR:

1.80

Total Revenue (TTM)

CAN:

$323.00M

CIFR:

$152.09M

Gross Profit (TTM)

CAN:

-$53.34M

CIFR:

$7.34M

EBITDA (TTM)

CAN:

-$119.47M

CIFR:

$3.51M

Returns By Period

In the year-to-date period, CAN achieves a -67.87% return, which is significantly lower than CIFR's -27.80% return.


CAN

YTD

-67.87%

1M

-17.77%

6M

-63.81%

1Y

-33.93%

3Y*

-43.28%

5Y*

-22.53%

10Y*

N/A

CIFR

YTD

-27.80%

1M

9.48%

6M

-48.06%

1Y

-16.25%

3Y*

14.02%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Canaan Inc.

Cipher Mining Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CAN vs. CIFR — Risk-Adjusted Performance Rank

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

CAN
The Risk-Adjusted Performance Rank of CAN is 3636
Overall Rank
The Sharpe Ratio Rank of CAN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CAN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of CAN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CAN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of CAN is 3030
Martin Ratio Rank

CIFR
The Risk-Adjusted Performance Rank of CIFR is 4747
Overall Rank
The Sharpe Ratio Rank of CIFR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CIFR is 5656
Sortino Ratio Rank
The Omega Ratio Rank of CIFR is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CIFR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CIFR is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAN vs. CIFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canaan Inc. (CAN) and Cipher Mining Inc. (CIFR). 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.


The current CAN Sharpe Ratio is -0.30, which is lower than the CIFR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CAN and CIFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CAN vs. CIFR - Dividend Comparison

Neither CAN nor CIFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CAN vs. CIFR - Drawdown Comparison

The maximum CAN drawdown since its inception was -98.35%, roughly equal to the maximum CIFR drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for CAN and CIFR.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CAN vs. CIFR - Volatility Comparison

Canaan Inc. (CAN) has a higher volatility of 34.52% compared to Cipher Mining Inc. (CIFR) at 29.88%. This indicates that CAN's price experiences larger fluctuations and is considered to be riskier than CIFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

CAN vs. CIFR - Financials Comparison

This section allows you to compare key financial metrics between Canaan Inc. and Cipher Mining 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


0.00500.00M1.00B1.50B20212022202320242025
88.77M
48.96M
(CAN) Total Revenue
(CIFR) Total Revenue
Values in USD except per share items