CIFR vs. STIP
CIFR (Cipher Mining Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 3 years, CIFR returned 116.66%/yr vs 5.23%/yr for STIP. At a 0.06 correlation, their price movements are largely independent.
Performance
CIFR vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, CIFR achieves a 77.78% return, which is significantly higher than STIP's 2.04% return.
CIFR
- 1D
- -0.19%
- 1M
- 46.67%
- YTD
- 77.78%
- 6M
- 40.85%
- 1Y
- 663.90%
- 3Y*
- 116.66%
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
CIFR vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CIFR Cipher Mining Inc. | 77.78% | 218.10% | 12.35% | 637.50% | -87.90% | -54.92% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 4.63% | -3.02% | 1.21% |
Correlation
The correlation between CIFR and STIP is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2021 | 0.06 |
The correlation between CIFR and STIP shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CIFR vs. STIP — Risk / Return Rank
CIFR
STIP
CIFR vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cipher Mining Inc. (CIFR) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.69 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 13.04 | 6.76 | +6.28 |
| Martin ratioReturn relative to average drawdown | 26.19 | 26.37 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIFR | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.19 | 3.23 | +2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.07 | -0.89 |
Drawdowns
CIFR vs. STIP - Drawdown Comparison
The maximum CIFR drawdown since its inception was -97.16%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CIFR and STIP.
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Drawdown Indicators
| CIFR | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.16% | -5.50% | -91.66% |
Max Drawdown (1Y)Largest decline over 1 year | -51.38% | -0.69% | -50.69% |
Max Drawdown (3Y)Largest decline over 3 years | -71.74% | -0.95% | -70.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -0.19% | -0.03% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -66.62% | -0.99% | -65.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.53% | 0.18% | +25.35% |
Volatility
CIFR vs. STIP - Volatility Comparison
Cipher Mining Inc. (CIFR) has a higher volatility of 31.03% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that CIFR's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIFR | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.03% | 0.40% | +30.63% |
Volatility (6M)Calculated over the trailing 6-month period | 70.59% | 0.99% | +69.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 108.31% | 1.46% | +106.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.98% | 2.75% | +119.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 121.98% | 2.45% | +119.53% |
Dividends
CIFR vs. STIP - Dividend Comparison
CIFR has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CIFR Cipher Mining Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
CIFR and STIP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIFR has higher volatility (31.03%) compared to STIP (0.40%). In terms of maximum drawdown, CIFR dropped -97.16% vs STIP's -5.50%.
CIFR currently has the higher Sharpe Ratio (6.19 vs 3.23), 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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