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

Performance

CIFR vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cipher Mining Inc. (CIFR) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
57.65%
187.70%
CIFR
MSTR

Returns By Period

In the year-to-date period, CIFR achieves a 57.63% return, which is significantly lower than MSTR's 650.18% return.


CIFR

YTD

57.63%

1M

21.00%

6M

57.63%

1Y

166.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTR

YTD

650.18%

1M

116.31%

6M

187.69%

1Y

861.04%

5Y (annualized)

99.50%

10Y (annualized)

39.93%

Fundamentals


CIFRMSTR
Market Cap$2.32B$106.46B
EPS-$0.15-$2.46
Total Revenue (TTM)$152.47M$467.24M
Gross Profit (TTM)-$3.35M$343.72M
EBITDA (TTM)$40.93M-$880.64M

Key characteristics


CIFRMSTR
Sharpe Ratio1.357.91
Sortino Ratio2.414.80
Omega Ratio1.261.57
Calmar Ratio1.929.71
Martin Ratio5.1539.56
Ulcer Index31.37%21.03%
Daily Std Dev119.80%105.15%
Max Drawdown-97.16%-99.86%
Current Drawdown-55.17%0.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between CIFR and MSTR is 0.54, 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.

Risk-Adjusted Performance

CIFR vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and MicroStrategy Incorporated (MSTR). 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.


Sharpe ratio
The chart of Sharpe ratio for CIFR, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.357.91
The chart of Sortino ratio for CIFR, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.414.80
The chart of Omega ratio for CIFR, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.57
The chart of Calmar ratio for CIFR, currently valued at 1.92, compared to the broader market0.002.004.006.001.9217.45
The chart of Martin ratio for CIFR, currently valued at 5.15, compared to the broader market-10.000.0010.0020.0030.005.1539.56
CIFR
MSTR

The current CIFR Sharpe Ratio is 1.35, which is lower than the MSTR Sharpe Ratio of 7.91. The chart below compares the historical Sharpe Ratios of CIFR and MSTR, 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
1.35
7.91
CIFR
MSTR

Dividends

CIFR vs. MSTR - Dividend Comparison

Neither CIFR nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CIFR vs. MSTR - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for CIFR and MSTR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.17%
0
CIFR
MSTR

Volatility

CIFR vs. MSTR - Volatility Comparison

Cipher Mining Inc. (CIFR) and MicroStrategy Incorporated (MSTR) have volatilities of 35.07% and 34.64%, 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.


20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.07%
34.64%
CIFR
MSTR

Financials

CIFR vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between Cipher Mining Inc. and MicroStrategy Incorporated. 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