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

Key characteristics


CIFRCLSK
YTD Return79.90%59.66%
1Y Return149.33%370.86%
3Y Return (Ann)-4.11%-6.35%
Sharpe Ratio1.153.11
Sortino Ratio2.263.47
Omega Ratio1.251.39
Calmar Ratio1.643.98
Martin Ratio4.3910.49
Ulcer Index31.44%35.97%
Daily Std Dev120.30%121.55%
Max Drawdown-97.16%-98.56%
Current Drawdown-48.83%-75.72%

Fundamentals


CIFRCLSK
Market Cap$2.58B$3.50B
EPS-$0.15-$0.99
Total Revenue (TTM)$152.47M$289.69M
Gross Profit (TTM)$11.39M$74.44M
EBITDA (TTM)-$38.31M$136.86M

Correlation

-0.50.00.51.00.6

The correlation between CIFR and CLSK is 0.59, 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.

Performance

CIFR vs. CLSK - Performance Comparison

In the year-to-date period, CIFR achieves a 79.90% return, which is significantly higher than CLSK's 59.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
100.30%
14.65%
CIFR
CLSK

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Risk-Adjusted Performance

CIFR vs. CLSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and CleanSpark, Inc. (CLSK). 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.


CIFR
Sharpe ratio
The chart of Sharpe ratio for CIFR, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.15
Sortino ratio
The chart of Sortino ratio for CIFR, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.006.002.26
Omega ratio
The chart of Omega ratio for CIFR, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for CIFR, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for CIFR, currently valued at 4.39, compared to the broader market0.0010.0020.0030.004.39
CLSK
Sharpe ratio
The chart of Sharpe ratio for CLSK, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.11
Sortino ratio
The chart of Sortino ratio for CLSK, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.006.003.47
Omega ratio
The chart of Omega ratio for CLSK, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for CLSK, currently valued at 4.53, compared to the broader market0.002.004.006.004.53
Martin ratio
The chart of Martin ratio for CLSK, currently valued at 10.49, compared to the broader market0.0010.0020.0030.0010.49

CIFR vs. CLSK - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 1.15, which is lower than the CLSK Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of CIFR and CLSK, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.15
3.11
CIFR
CLSK

Dividends

CIFR vs. CLSK - Dividend Comparison

Neither CIFR nor CLSK has paid dividends to shareholders.


TTM202320222021
CIFR
Cipher Mining Inc.
0.00%0.00%0.00%0.00%
CLSK
CleanSpark, Inc.
0.00%0.00%0.00%1.26%

Drawdowns

CIFR vs. CLSK - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, roughly equal to the maximum CLSK drawdown of -98.56%. Use the drawdown chart below to compare losses from any high point for CIFR and CLSK. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-48.83%
-24.74%
CIFR
CLSK

Volatility

CIFR vs. CLSK - Volatility Comparison

The current volatility for Cipher Mining Inc. (CIFR) is 35.02%, while CleanSpark, Inc. (CLSK) has a volatility of 41.67%. This indicates that CIFR experiences smaller price fluctuations and is considered to be less risky than CLSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.02%
41.67%
CIFR
CLSK

Financials

CIFR vs. CLSK - Financials Comparison

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