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

Correlation

The correlation between CAN and WULF is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CAN vs. WULF - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-91.10%
-34.93%
CAN
WULF

Key characteristics

Sharpe Ratio

CAN:

-0.12

WULF:

0.15

Sortino Ratio

CAN:

0.68

WULF:

1.11

Omega Ratio

CAN:

1.08

WULF:

1.12

Calmar Ratio

CAN:

-0.14

WULF:

0.19

Martin Ratio

CAN:

-0.41

WULF:

0.48

Ulcer Index

CAN:

34.51%

WULF:

36.83%

Daily Std Dev

CAN:

115.29%

WULF:

119.53%

Max Drawdown

CAN:

-98.21%

WULF:

-98.50%

Current Drawdown

CAN:

-97.80%

WULF:

-91.57%

Fundamentals

Market Cap

CAN:

$316.60M

WULF:

$1.07B

EPS

CAN:

-$0.92

WULF:

-$0.22

PS Ratio

CAN:

1.18

WULF:

7.64

PB Ratio

CAN:

1.17

WULF:

4.54

Total Revenue (TTM)

CAN:

$323.00M

WULF:

$97.62M

Gross Profit (TTM)

CAN:

-$53.34M

WULF:

$49.42M

EBITDA (TTM)

CAN:

-$127.51M

WULF:

-$28.91M

Returns By Period

In the year-to-date period, CAN achieves a -60.98% return, which is significantly lower than WULF's -46.29% return.


CAN

YTD

-60.98%

1M

-25.93%

6M

-21.57%

1Y

-19.27%

5Y*

-28.40%

10Y*

N/A

WULF

YTD

-46.29%

1M

-7.32%

6M

-51.05%

1Y

20.63%

5Y*

1.51%

10Y*

-13.27%

*Annualized

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Risk-Adjusted Performance

CAN vs. WULF — 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 4949
Overall Rank
The Sharpe Ratio Rank of CAN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of CAN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CAN is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CAN is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CAN is 4545
Martin Ratio Rank

WULF
The Risk-Adjusted Performance Rank of WULF is 6363
Overall Rank
The Sharpe Ratio Rank of WULF is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 5959
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. WULF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canaan Inc. (CAN) and TeraWulf Inc. (WULF). 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 chart of Sharpe ratio for CAN, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00
CAN: -0.12
WULF: 0.15
The chart of Sortino ratio for CAN, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
CAN: 0.68
WULF: 1.11
The chart of Omega ratio for CAN, currently valued at 1.08, compared to the broader market0.501.001.502.00
CAN: 1.08
WULF: 1.12
The chart of Calmar ratio for CAN, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
CAN: -0.14
WULF: 0.19
The chart of Martin ratio for CAN, currently valued at -0.41, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CAN: -0.41
WULF: 0.48

The current CAN Sharpe Ratio is -0.12, which is lower than the WULF Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CAN and WULF, 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 Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
-0.12
0.15
CAN
WULF

Dividends

CAN vs. WULF - Dividend Comparison

Neither CAN nor WULF has paid dividends to shareholders.


TTM2024202320222021
CAN
Canaan Inc.
0.00%0.00%0.00%0.00%0.00%
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%

Drawdowns

CAN vs. WULF - Drawdown Comparison

The maximum CAN drawdown since its inception was -98.21%, roughly equal to the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for CAN and WULF. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%NovemberDecember2025FebruaryMarchApril
-97.80%
-91.57%
CAN
WULF

Volatility

CAN vs. WULF - Volatility Comparison

The current volatility for Canaan Inc. (CAN) is 30.16%, while TeraWulf Inc. (WULF) has a volatility of 40.18%. This indicates that CAN experiences smaller price fluctuations and is considered to be less risky than WULF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
30.16%
40.18%
CAN
WULF

Financials

CAN vs. WULF - Financials Comparison

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