PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CIFR vs. MARA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CIFRMARA
YTD Return77.97%7.41%
1Y Return155.21%174.84%
3Y Return (Ann)-4.45%-30.84%
Sharpe Ratio1.221.48
Sortino Ratio2.312.41
Omega Ratio1.251.28
Calmar Ratio1.741.73
Martin Ratio4.674.44
Ulcer Index31.39%36.63%
Daily Std Dev120.07%109.59%
Max Drawdown-97.16%-99.74%
Current Drawdown-49.38%-83.69%

Fundamentals


CIFRMARA
Market Cap$2.56B$7.43B
EPS-$0.15$0.90
Total Revenue (TTM)$152.47M$467.11M
Gross Profit (TTM)$11.39M-$31.83M
EBITDA (TTM)-$38.31M-$215.57M

Correlation

-0.50.00.51.00.6

The correlation between CIFR and MARA is 0.60, 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. MARA - Performance Comparison

In the year-to-date period, CIFR achieves a 77.97% return, which is significantly higher than MARA's 7.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
76.67%
24.88%
CIFR
MARA

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CIFR vs. MARA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and Marathon Digital Holdings, Inc. (MARA). 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 1.22, compared to the broader market-4.00-2.000.002.004.001.22
Sortino ratio
The chart of Sortino ratio for CIFR, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.006.002.31
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 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for CIFR, currently valued at 4.67, compared to the broader market0.0010.0020.0030.004.67
MARA
Sharpe ratio
The chart of Sharpe ratio for MARA, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.48
Sortino ratio
The chart of Sortino ratio for MARA, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for MARA, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for MARA, currently valued at 1.85, compared to the broader market0.002.004.006.001.85
Martin ratio
The chart of Martin ratio for MARA, currently valued at 4.44, compared to the broader market0.0010.0020.0030.004.44

CIFR vs. MARA - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 1.22, which is comparable to the MARA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CIFR and MARA, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.22
1.48
CIFR
MARA

Dividends

CIFR vs. MARA - Dividend Comparison

Neither CIFR nor MARA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CIFR vs. MARA - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for CIFR and MARA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-49.38%
-66.84%
CIFR
MARA

Volatility

CIFR vs. MARA - Volatility Comparison

Cipher Mining Inc. (CIFR) and Marathon Digital Holdings, Inc. (MARA) have volatilities of 35.22% and 36.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.22%
36.93%
CIFR
MARA

Financials

CIFR vs. MARA - Financials Comparison

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