CIFR vs. ETH-USD
Compare and contrast key facts about Cipher Mining Inc. (CIFR) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIFR or ETH-USD.
Performance
CIFR vs. ETH-USD - Performance Comparison
Returns By Period
In the year-to-date period, CIFR achieves a 58.11% return, which is significantly higher than ETH-USD's 40.60% return.
CIFR
58.11%
31.39%
63.66%
163.84%
N/A
N/A
ETH-USD
40.60%
21.11%
-12.45%
59.34%
78.77%
N/A
Key characteristics
| CIFR | ETH-USD | |
|---|---|---|
| Sharpe Ratio | 1.35 | -0.43 |
| Sortino Ratio | 2.41 | -0.27 |
| Omega Ratio | 1.26 | 0.97 |
| Calmar Ratio | 1.91 | 0.00 |
| Martin Ratio | 5.14 | -1.09 |
| Ulcer Index | 31.36% | 26.73% |
| Daily Std Dev | 119.99% | 52.38% |
| Max Drawdown | -97.16% | -93.96% |
| Current Drawdown | -55.03% | -33.34% |
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Correlation
The correlation between CIFR and ETH-USD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CIFR vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and Ethereum (ETH-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.
Drawdowns
CIFR vs. ETH-USD - Drawdown Comparison
The maximum CIFR drawdown since its inception was -97.16%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for CIFR and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
CIFR vs. ETH-USD - Volatility Comparison
Cipher Mining Inc. (CIFR) has a higher volatility of 35.46% compared to Ethereum (ETH-USD) at 20.65%. This indicates that CIFR's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.