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

Correlation

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.


-0.50.00.51.00.5

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.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
48.63%
74.47%
CIFR
CAN

Key characteristics

Sharpe Ratio

CIFR:

0.38

CAN:

-0.19

Sortino Ratio

CIFR:

1.45

CAN:

0.59

Omega Ratio

CIFR:

1.16

CAN:

1.07

Calmar Ratio

CIFR:

0.53

CAN:

-0.23

Martin Ratio

CIFR:

1.53

CAN:

-0.48

Ulcer Index

CIFR:

28.29%

CAN:

47.43%

Daily Std Dev

CIFR:

114.16%

CAN:

121.17%

Max Drawdown

CIFR:

-97.16%

CAN:

-97.93%

Current Drawdown

CIFR:

-58.54%

CAN:

-95.11%

Fundamentals

Market Cap

CIFR:

$2.11B

CAN:

$434.49M

EPS

CIFR:

-$0.15

CAN:

-$1.43

Total Revenue (TTM)

CIFR:

$109.05M

CAN:

$217.32M

Gross Profit (TTM)

CIFR:

-$16.67M

CAN:

-$59.77M

EBITDA (TTM)

CIFR:

$8.28M

CAN:

-$160.32M

Returns By Period

In the year-to-date period, CIFR achieves a 29.74% return, which is significantly higher than CAN's -13.17% return.


CIFR

YTD

29.74%

1M

10.87%

6M

48.64%

1Y

72.00%

5Y*

N/A

10Y*

N/A

CAN

YTD

-13.17%

1M

-11.44%

6M

74.51%

1Y

-17.21%

5Y*

-21.28%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CIFR vs. CAN — Risk-Adjusted Performance Rank

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

CIFR
The Risk-Adjusted Performance Rank of CIFR is 6464
Overall Rank
The Sharpe Ratio Rank of CIFR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CIFR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CIFR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CIFR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CIFR is 6262
Martin Ratio Rank

CAN
The Risk-Adjusted Performance Rank of CAN is 3939
Overall Rank
The Sharpe Ratio Rank of CAN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CAN is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CAN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CAN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CAN is 3636
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.

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 0.38, compared to the broader market-2.000.002.000.38-0.19
The chart of Sortino ratio for CIFR, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.006.001.450.59
The chart of Omega ratio for CIFR, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.07
The chart of Calmar ratio for CIFR, currently valued at 0.53, compared to the broader market0.002.004.006.000.53-0.25
The chart of Martin ratio for CIFR, currently valued at 1.53, compared to the broader market0.0010.0020.0030.001.53-0.48
CIFR
CAN

The current CIFR Sharpe Ratio is 0.38, which is higher than the CAN Sharpe Ratio of -0.19. 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.38
-0.19
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%SeptemberOctoberNovemberDecember2025February
-58.54%
-83.36%
CIFR
CAN

Volatility

CIFR vs. CAN - Volatility Comparison

Cipher Mining Inc. (CIFR) has a higher volatility of 36.07% compared to Canaan Inc. (CAN) at 26.89%. This indicates that CIFR's price experiences larger fluctuations and is considered to be riskier 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%60.00%SeptemberOctoberNovemberDecember2025February
36.07%
26.89%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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