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CIFR vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIFR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cipher Digital Inc. (CIFR) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIFR achieves a 65.99% return, which is significantly higher than SPY's 9.07% return.


CIFR

1D
8.26%
1M
15.35%
YTD
65.99%
6M
43.70%
1Y
538.02%
3Y*
113.71%
5Y*
10Y*

SPY

1D
0.54%
1M
-0.08%
YTD
9.07%
6M
9.42%
1Y
24.27%
3Y*
20.86%
5Y*
13.36%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIFR vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CIFR
Cipher Digital Inc.
65.99%218.10%12.35%637.50%-87.90%-54.65%
SPY
State Street SPDR S&P 500 ETF
9.07%17.72%24.89%26.18%-18.18%6.20%

Correlation

The correlation between CIFR and SPY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.44

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

0.41

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Return for Risk

CIFR vs. SPY — Risk / Return Rank

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

CIFR
CIFR Risk / Return Rank: 9696
Overall Rank
CIFR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CIFR Sortino Ratio Rank: 9595
Sortino Ratio Rank
CIFR Omega Ratio Rank: 9292
Omega Ratio Rank
CIFR Calmar Ratio Rank: 9898
Calmar Ratio Rank
CIFR Martin Ratio Rank: 9696
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 7070
Overall Rank
SPY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPY Omega Ratio Rank: 7171
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipher Digital Inc. (CIFR) and State Street SPDR S&P 500 ETF (SPY). 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.


CIFRSPYDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

10.56

2.74

+7.82

Martin ratioReturn relative to average drawdown

21.19

12.39

+8.79

CIFR vs. SPY - Sharpe Ratio Comparison

The current CIFR Sharpe Ratio is 4.98, which is higher than the SPY Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CIFR and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CIFR vs. SPY - Drawdown Comparison

The maximum CIFR drawdown since its inception was -97.16%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CIFR and SPY.


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Drawdown Indicators


CIFRSPYDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-55.19%

-41.97%

Max Drawdown (1Y)

Largest decline over 1 year

-51.38%

-8.88%

-42.50%

Max Drawdown (3Y)

Largest decline over 3 years

-71.74%

-18.76%

-52.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-6.81%

-2.35%

-4.46%

Average Drawdown

Average peak-to-trough decline

-66.24%

-9.04%

-57.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.57%

1.97%

+23.60%

Volatility

CIFR vs. SPY - Volatility Comparison

Cipher Digital Inc. (CIFR) has a higher volatility of 31.19% compared to State Street SPDR S&P 500 ETF (SPY) at 4.34%. This indicates that CIFR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIFRSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.19%

4.34%

+26.85%

Volatility (6M)

Calculated over the trailing 6-month period

72.25%

9.58%

+62.67%

Volatility (1Y)

Calculated over the trailing 1-year period

109.30%

12.29%

+97.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.97%

17.12%

+104.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.97%

17.96%

+104.01%

Dividends

CIFR vs. SPY - Dividend Comparison

CIFR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
CIFR
Cipher Digital Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.00%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


CIFR and SPY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIFR has higher volatility (31.19%) compared to SPY (4.34%). In terms of maximum drawdown, CIFR dropped -97.16% vs SPY's -55.19%.

CIFR currently has the higher Sharpe Ratio (4.98 vs 1.98), 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.

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