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

Key characteristics


CANRIOT
YTD Return-62.19%-36.52%
1Y Return-68.47%-16.64%
3Y Return (Ann)-58.87%-38.35%
Sharpe Ratio-0.60-0.07
Daily Std Dev113.83%94.32%
Max Drawdown-97.93%-99.98%
Current Drawdown-97.60%-99.69%

Fundamentals


CANRIOT
Market Cap$274.24M$3.02B
EPS-$2.41-$0.28
Revenue (TTM)$211.48M$280.68M
Gross Profit (TTM)$1.55B$65.48M
EBITDA (TTM)-$330.11M$110.73M

Correlation

-0.50.00.51.00.6

The correlation between CAN and RIOT 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.

Performance

CAN vs. RIOT - Performance Comparison

In the year-to-date period, CAN achieves a -62.19% return, which is significantly lower than RIOT's -36.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
-90.29%
591.55%
CAN
RIOT

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Canaan Inc.

Riot Blockchain, Inc.

Risk-Adjusted Performance

CAN vs. RIOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canaan Inc. (CAN) and Riot Blockchain, Inc. (RIOT). 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.


CAN
Sharpe ratio
The chart of Sharpe ratio for CAN, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.004.00-0.60
Sortino ratio
The chart of Sortino ratio for CAN, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.006.00-0.70
Omega ratio
The chart of Omega ratio for CAN, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for CAN, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70
Martin ratio
The chart of Martin ratio for CAN, currently valued at -1.66, compared to the broader market-10.000.0010.0020.0030.00-1.66
RIOT
Sharpe ratio
The chart of Sharpe ratio for RIOT, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.004.00-0.07
Sortino ratio
The chart of Sortino ratio for RIOT, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.006.000.61
Omega ratio
The chart of Omega ratio for RIOT, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for RIOT, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for RIOT, currently valued at -0.18, compared to the broader market-10.000.0010.0020.0030.00-0.18

CAN vs. RIOT - Sharpe Ratio Comparison

The current CAN Sharpe Ratio is -0.60, which is lower than the RIOT Sharpe Ratio of -0.07. The chart below compares the 12-month rolling Sharpe Ratio of CAN and RIOT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2024FebruaryMarchAprilMay
-0.60
-0.07
CAN
RIOT

Dividends

CAN vs. RIOT - Dividend Comparison

Neither CAN nor RIOT has paid dividends to shareholders.


TTM2023202220212020201920182017
CAN
Canaan Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%

Drawdowns

CAN vs. RIOT - Drawdown Comparison

The maximum CAN drawdown since its inception was -97.93%, roughly equal to the maximum RIOT drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for CAN and RIOT. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%December2024FebruaryMarchAprilMay
-97.60%
-87.39%
CAN
RIOT

Volatility

CAN vs. RIOT - Volatility Comparison

Canaan Inc. (CAN) has a higher volatility of 37.95% compared to Riot Blockchain, Inc. (RIOT) at 30.01%. This indicates that CAN's price experiences larger fluctuations and is considered to be riskier than RIOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%December2024FebruaryMarchAprilMay
37.95%
30.01%
CAN
RIOT

Financials

CAN vs. RIOT - Financials Comparison

This section allows you to compare key financial metrics between Canaan Inc. and Riot Blockchain, 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