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CIFR vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CIFR vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CIFR achieves a 18.97% return, which is significantly higher than BTC-USD's -27.00% return.


CIFR

1D
-0.90%
1M
-33.36%
6M
-6.60%
YTD
18.97%
1Y
173.52%
3Y*
55.84%
5Y*
10Y*

BTC-USD

1D
0.16%
1M
-0.89%
6M
-33.12%
YTD
-27.00%
1Y
-46.45%
3Y*
28.84%
5Y*
14.98%
10Y*
57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIFR vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CIFR
Cipher Digital Inc.
18.97%218.10%12.35%637.50%-87.90%-54.65%
BTC-USD
Bitcoin
-27.00%-6.27%120.76%155.82%-64.23%-5.31%

Correlation

The correlation between CIFR and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.35

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Return for Risk

CIFR vs. BTC-USD — Risk / Return Rank

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

CIFR
CIFR Risk / Return Rank: 8585
Overall Rank
CIFR Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CIFR Sortino Ratio Rank: 8585
Sortino Ratio Rank
CIFR Omega Ratio Rank: 8181
Omega Ratio Rank
CIFR Calmar Ratio Rank: 8888
Calmar Ratio Rank
CIFR Martin Ratio Rank: 8383
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIFR vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Digital Inc. (CIFR) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CIFRBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+4.05

Omega ratioGain probability vs. loss probability

1.27

0.83

+0.44

Calmar ratioReturn relative to maximum drawdown

3.40

-0.88

+4.27

Martin ratioReturn relative to average drawdown

6.59

-1.41

+8.00

CIFR vs. BTC-USD - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 1.59, which is higher than the BTC-USD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of CIFR and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CIFR vs. BTC-USD - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CIFR and BTC-USD.


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Drawdown Indicators


CIFRBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-85.30%

-11.86%

Max Drawdown (1Y)

Largest decline over 1 year

-51.38%

-53.08%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-71.74%

-53.08%

-18.66%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-39.82%

-48.79%

+8.97%

Average Drawdown

Average peak-to-trough decline

-65.34%

-42.59%

-22.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.44%

29.41%

-2.97%

Volatility

CIFR vs. BTC-USD - Volatility Comparison

Cipher Digital Inc. (CIFR) has a higher volatility of 28.11% compared to Bitcoin (BTC-USD) at 9.63%. This indicates that CIFR's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIFRBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.11%

9.63%

+18.48%

Volatility (6M)

Calculated over the trailing 6-month period

72.47%

34.90%

+37.57%

Volatility (1Y)

Calculated over the trailing 1-year period

109.53%

35.73%

+73.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.55%

43.96%

+77.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.55%

56.33%

+65.22%

Frequently Asked Questions


CIFR and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIFR has higher volatility (28.11%) compared to BTC-USD (9.63%). In terms of maximum drawdown, CIFR dropped -97.16% vs BTC-USD's -85.30%.

CIFR currently has the higher Sharpe Ratio (1.59 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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