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.
Key characteristics
| CIFR | ETH-USD | |
|---|---|---|
| YTD Return | 28.81% | 6.19% |
| 1Y Return | 37.11% | 27.52% |
| 3Y Return (Ann) | -15.72% | -18.78% |
| Sharpe Ratio | 0.25 | -0.53 |
| Sortino Ratio | 1.30 | -0.49 |
| Omega Ratio | 1.14 | 0.95 |
| Calmar Ratio | 0.35 | 0.00 |
| Martin Ratio | 0.91 | -1.27 |
| Ulcer Index | 32.79% | 27.12% |
| Daily Std Dev | 117.29% | 51.65% |
| Max Drawdown | -97.16% | -93.96% |
| Current Drawdown | -63.36% | -49.65% |
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.
Performance
CIFR vs. ETH-USD - Performance Comparison
In the year-to-date period, CIFR achieves a 28.81% return, which is significantly higher than ETH-USD's 6.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 28.08% compared to Ethereum (ETH-USD) at 13.62%. 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.