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

Performance

CIFR vs. CAN - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
66.17%
47.85%
CIFR
CAN

Returns By Period

In the year-to-date period, CIFR achieves a 61.74% return, which is significantly higher than CAN's -31.17% return.


CIFR

YTD

61.74%

1M

34.41%

6M

66.17%

1Y

168.27%

5Y (annualized)

N/A

10Y (annualized)

N/A

CAN

YTD

-31.17%

1M

61.26%

6M

47.91%

1Y

-5.92%

5Y (annualized)

-29.36%

10Y (annualized)

N/A

Fundamentals


CIFRCAN
Market Cap$2.31B$434.49M
EPS-$0.15-$1.43
Total Revenue (TTM)$152.47M$178.75M
Gross Profit (TTM)-$3.35M-$75.52M
EBITDA (TTM)$40.93M-$131.32M

Key characteristics


CIFRCAN
Sharpe Ratio1.42-0.05
Sortino Ratio2.450.96
Omega Ratio1.271.10
Calmar Ratio2.02-0.07
Martin Ratio5.42-0.12
Ulcer Index31.36%58.93%
Daily Std Dev119.76%128.38%
Max Drawdown-97.16%-97.93%
Current Drawdown-53.99%-95.63%

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Correlation

-0.50.00.51.00.5

The correlation between CIFR and CAN is 0.49, 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.

Risk-Adjusted Performance

CIFR vs. CAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and Canaan Inc. (CAN). 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 CIFR, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42-0.05
The chart of Sortino ratio for CIFR, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.450.96
The chart of Omega ratio for CIFR, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.10
The chart of Calmar ratio for CIFR, currently valued at 2.02, compared to the broader market0.002.004.006.002.02-0.08
The chart of Martin ratio for CIFR, currently valued at 5.42, compared to the broader market-10.000.0010.0020.0030.005.42-0.12
CIFR
CAN

The current CIFR Sharpe Ratio is 1.42, which is higher than the CAN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CIFR and CAN, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.42
-0.05
CIFR
CAN

Dividends

CIFR vs. CAN - Dividend Comparison

Neither CIFR nor CAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CIFR vs. CAN - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, roughly equal to the maximum CAN drawdown of -97.93%. Use the drawdown chart below to compare losses from any high point for CIFR and CAN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-53.99%
-85.14%
CIFR
CAN

Volatility

CIFR vs. CAN - Volatility Comparison

The current volatility for Cipher Mining Inc. (CIFR) is 34.91%, while Canaan Inc. (CAN) has a volatility of 53.62%. This indicates that CIFR experiences smaller price fluctuations and is considered to be less risky than CAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
34.91%
53.62%
CIFR
CAN

Financials

CIFR vs. CAN - Financials Comparison

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