PortfoliosLab logoPortfoliosLab logo
CIFR vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CIFR vs. ETH-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CIFR achieves a 90.65% return, which is significantly higher than ETH-USD's -41.71% return.


CIFR

1D
-3.56%
1M
28.08%
YTD
90.65%
6M
72.22%
1Y
642.48%
3Y*
113.29%
5Y*
10Y*

ETH-USD

1D
1.44%
1M
-18.24%
YTD
-41.71%
6M
-42.50%
1Y
-22.40%
3Y*
-2.98%
5Y*
-2.56%
10Y*
61.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIFR vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CIFR
Cipher Digital Inc.
90.65%218.10%12.35%637.50%-87.90%-54.65%
ETH-USD
Ethereum
-41.71%-10.91%46.00%90.84%-67.48%13.93%

Correlation

The correlation between CIFR and ETH-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CIFR vs. ETH-USD — Risk / Return Rank

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

CIFR
CIFR Risk / Return Rank: 9797
Overall Rank
CIFR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CIFR Sortino Ratio Rank: 9696
Sortino Ratio Rank
CIFR Omega Ratio Rank: 9393
Omega Ratio Rank
CIFR Calmar Ratio Rank: 9898
Calmar Ratio Rank
CIFR Martin Ratio Rank: 9797
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7474
Overall Rank
ETH-USD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 7070
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7979
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIFR vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Digital 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CIFRETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+6.27

Sortino ratioReturn per unit of downside risk

+4.18

Omega ratioGain probability vs. loss probability

1.48

0.99

+0.49

Calmar ratioReturn relative to maximum drawdown

12.62

-0.33

+12.95

Martin ratioReturn relative to average drawdown

25.32

-0.55

+25.88

CIFR vs. ETH-USD - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 5.93, which is higher than the ETH-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of CIFR and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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 -94.01%. Use the drawdown chart below to compare losses from any high point for CIFR and ETH-USD.


Loading charts...

Drawdown Indicators


CIFRETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-94.01%

-3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-51.38%

-67.53%

+16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-71.74%

-67.53%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-3.56%

-64.21%

+60.65%

Average Drawdown

Average peak-to-trough decline

-65.97%

-50.92%

-15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.56%

40.98%

-15.42%

Volatility

CIFR vs. ETH-USD - Volatility Comparison

Cipher Digital Inc. (CIFR) has a higher volatility of 30.15% compared to Ethereum (ETH-USD) at 17.95%. 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.


Loading charts...

Volatility by Period


CIFRETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.15%

17.95%

+12.20%

Volatility (6M)

Calculated over the trailing 6-month period

70.74%

46.13%

+24.61%

Volatility (1Y)

Calculated over the trailing 1-year period

109.50%

56.02%

+53.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.85%

59.17%

+62.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.85%

77.04%

+44.81%

Frequently Asked Questions


CIFR and ETH-USD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIFR has higher volatility (30.15%) compared to ETH-USD (17.95%). In terms of maximum drawdown, CIFR dropped -97.16% vs ETH-USD's -94.01%.

CIFR currently has the higher Sharpe Ratio (5.93 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CIFR and ETH-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer