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CAN vs. MARA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAN and MARA is 0.56, 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.


-0.50.00.51.00.6

Performance

CAN vs. MARA - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
74.45%
-10.49%
CAN
MARA

Key characteristics

Sharpe Ratio

CAN:

-0.19

MARA:

-0.42

Sortino Ratio

CAN:

0.59

MARA:

-0.09

Omega Ratio

CAN:

1.07

MARA:

0.99

Calmar Ratio

CAN:

-0.23

MARA:

-0.46

Martin Ratio

CAN:

-0.48

MARA:

-1.08

Ulcer Index

CAN:

47.43%

MARA:

38.69%

Daily Std Dev

CAN:

121.17%

MARA:

99.81%

Max Drawdown

CAN:

-97.93%

MARA:

-99.74%

Current Drawdown

CAN:

-95.11%

MARA:

-89.80%

Fundamentals

Market Cap

CAN:

$434.49M

MARA:

$5.45B

EPS

CAN:

-$1.43

MARA:

$0.83

Total Revenue (TTM)

CAN:

$217.32M

MARA:

$441.98M

Gross Profit (TTM)

CAN:

-$59.77M

MARA:

-$109.55M

EBITDA (TTM)

CAN:

-$160.32M

MARA:

$295.10M

Returns By Period

In the year-to-date period, CAN achieves a -13.17% return, which is significantly lower than MARA's -5.90% return.


CAN

YTD

-13.17%

1M

-11.44%

6M

74.51%

1Y

-17.21%

5Y*

-21.28%

10Y*

N/A

MARA

YTD

-5.90%

1M

-20.74%

6M

-10.49%

1Y

-35.62%

5Y*

72.98%

10Y*

-17.88%

*Annualized

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Risk-Adjusted Performance

CAN vs. MARA — 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 3939
Overall Rank
The Sharpe Ratio Rank of CAN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CAN is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CAN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CAN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CAN is 3636
Martin Ratio Rank

MARA
The Risk-Adjusted Performance Rank of MARA is 2525
Overall Rank
The Sharpe Ratio Rank of MARA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MARA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MARA is 3030
Omega Ratio Rank
The Calmar Ratio Rank of MARA is 1919
Calmar Ratio Rank
The Martin Ratio Rank of MARA is 2020
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. MARA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CAN, currently valued at -0.19, compared to the broader market-2.000.002.00-0.19-0.42
The chart of Sortino ratio for CAN, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.006.000.59-0.09
The chart of Omega ratio for CAN, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.99
The chart of Calmar ratio for CAN, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.50
The chart of Martin ratio for CAN, currently valued at -0.48, compared to the broader market0.0010.0020.0030.00-0.48-1.08
CAN
MARA

The current CAN Sharpe Ratio is -0.19, which is higher than the MARA Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of CAN and MARA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.19
-0.42
CAN
MARA

Dividends

CAN vs. MARA - Dividend Comparison

Neither CAN nor MARA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CAN vs. MARA - Drawdown Comparison

The maximum CAN drawdown since its inception was -97.93%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for CAN and MARA. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-95.11%
-79.26%
CAN
MARA

Volatility

CAN vs. MARA - Volatility Comparison

Canaan Inc. (CAN) has a higher volatility of 26.89% compared to Marathon Digital Holdings, Inc. (MARA) at 13.98%. This indicates that CAN's price experiences larger fluctuations and is considered to be riskier than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
26.89%
13.98%
CAN
MARA

Financials

CAN vs. MARA - Financials Comparison

This section allows you to compare key financial metrics between Canaan Inc. and Marathon Digital Holdings, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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