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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 77.64% return, which is significantly higher than BTC-USD's -30.61% return.


CIFR

1D
-5.14%
1M
19.34%
YTD
77.64%
6M
61.65%
1Y
581.04%
3Y*
108.33%
5Y*
10Y*

BTC-USD

1D
-3.08%
1M
-21.40%
YTD
-30.61%
6M
-30.69%
1Y
-42.79%
3Y*
25.82%
5Y*
13.96%
10Y*
57.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIFR vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CIFR
Cipher Digital Inc.
77.64%218.10%12.35%637.50%-87.90%-54.65%
BTC-USD
Bitcoin
-30.61%-6.27%120.76%155.82%-64.23%-5.31%

Correlation

The correlation between CIFR and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.38

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

0.36

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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: 9696
Overall Rank
CIFR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CIFR Sortino Ratio Rank: 9595
Sortino Ratio Rank
CIFR Omega Ratio Rank: 9393
Omega Ratio Rank
CIFR Calmar Ratio Rank: 9898
Calmar Ratio Rank
CIFR Martin Ratio Rank: 9797
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2222
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3737
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 88
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

+6.38

Sortino ratioReturn per unit of downside risk

+5.43

Omega ratioGain probability vs. loss probability

1.47

0.85

+0.61

Calmar ratioReturn relative to maximum drawdown

11.41

-0.83

+12.25

Martin ratioReturn relative to average drawdown

22.89

-1.40

+24.29

CIFR vs. BTC-USD - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 5.38, which is higher than the BTC-USD Sharpe Ratio of -1.00. 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%

-51.32%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-71.74%

-51.32%

-20.42%

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

-10.14%

-51.32%

+41.18%

Average Drawdown

Average peak-to-trough decline

-65.87%

-42.41%

-23.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.57%

31.43%

-5.86%

Volatility

CIFR vs. BTC-USD - Volatility Comparison

Cipher Digital Inc. (CIFR) has a higher volatility of 29.74% compared to Bitcoin (BTC-USD) at 12.46%. 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

29.74%

12.46%

+17.28%

Volatility (6M)

Calculated over the trailing 6-month period

70.57%

34.72%

+35.85%

Volatility (1Y)

Calculated over the trailing 1-year period

109.20%

35.61%

+73.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.78%

44.27%

+77.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.78%

56.41%

+65.37%

Frequently Asked Questions


CIFR and BTC-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIFR has higher volatility (29.74%) compared to BTC-USD (12.46%). In terms of maximum drawdown, CIFR dropped -97.16% vs BTC-USD's -85.30%.

CIFR currently has the higher Sharpe Ratio (5.38 vs -1.00), 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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