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CLF vs. MARA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLF vs. MARA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cleveland-Cliffs Inc. (CLF) and MARA Holdings, Inc. (MARA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLF achieves a 3.77% return, which is significantly lower than MARA's 56.79% return. Over the past 10 years, CLF has outperformed MARA with an annualized return of 11.73%, while MARA has yielded a comparatively lower -10.09% annualized return.


CLF

1D
0.51%
1M
25.39%
YTD
3.77%
6M
8.42%
1Y
91.92%
3Y*
-6.24%
5Y*
-10.83%
10Y*
11.73%

MARA

1D
3.45%
1M
10.43%
YTD
56.79%
6M
22.22%
1Y
-11.00%
3Y*
13.30%
5Y*
-11.91%
10Y*
-10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLF vs. MARA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLF
Cleveland-Cliffs Inc.
3.77%41.28%-53.97%26.75%-26.00%49.52%77.38%12.72%6.66%-14.27%
MARA
MARA Holdings, Inc.
56.79%-46.45%-28.61%586.84%-89.59%214.75%1,084.48%-39.16%-91.17%-40.41%

Correlation

The correlation between CLF and MARA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 4, 2012

0.20

The correlation between CLF and MARA shifts across timeframes, from 0.20 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLF:

$7.78B

MARA:

$5.35B

EPS

CLF:

-$2.37

MARA:

-$4.95

PS Ratio

CLF:

0.37

MARA:

6.68

Total Revenue (TTM)

CLF:

$18.90B

MARA:

$867.82M

Gross Profit (TTM)

CLF:

-$528.00M

MARA:

$164.95M

EBITDA (TTM)

CLF:

$134.00M

MARA:

$373.68M

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Return for Risk

CLF vs. MARA — Risk / Return Rank

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

CLF
CLF Risk / Return Rank: 7575
Overall Rank
CLF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CLF Sortino Ratio Rank: 7676
Sortino Ratio Rank
CLF Omega Ratio Rank: 7676
Omega Ratio Rank
CLF Calmar Ratio Rank: 7474
Calmar Ratio Rank
CLF Martin Ratio Rank: 7272
Martin Ratio Rank

MARA
MARA Risk / Return Rank: 3939
Overall Rank
MARA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MARA Sortino Ratio Rank: 4141
Sortino Ratio Rank
MARA Omega Ratio Rank: 4040
Omega Ratio Rank
MARA Calmar Ratio Rank: 3838
Calmar Ratio Rank
MARA Martin Ratio Rank: 3939
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.

CLF vs. MARA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cleveland-Cliffs Inc. (CLF) and MARA 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.

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.


CLFMARADifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.25

1.04

+0.21

Calmar ratioReturn relative to maximum drawdown

1.79

-0.16

+1.95

Martin ratioReturn relative to average drawdown

3.68

-0.26

+3.94

CLF vs. MARA - Sharpe Ratio Comparison

The current CLF Sharpe Ratio is 1.35, which is higher than the MARA Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CLF and MARA, 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

CLF vs. MARA - Drawdown Comparison

The maximum CLF drawdown since its inception was -98.78%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for CLF and MARA.


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Drawdown Indicators


CLFMARADifference

Max Drawdown

Largest peak-to-trough decline

-98.78%

-99.74%

+0.96%

Max Drawdown (1Y)

Largest decline over 1 year

-51.67%

-70.53%

+18.86%

Max Drawdown (3Y)

Largest decline over 3 years

-74.46%

-78.34%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-82.37%

-95.87%

+13.50%

Max Drawdown (10Y)

Largest decline over 10 years

-82.37%

-99.20%

+16.83%

Current Drawdown

Current decline from peak

-85.95%

-90.90%

+4.95%

Average Drawdown

Average peak-to-trough decline

-47.62%

-78.00%

+30.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.06%

42.56%

-17.50%

Volatility

CLF vs. MARA - Volatility Comparison

The current volatility for Cleveland-Cliffs Inc. (CLF) is 22.19%, while MARA Holdings, Inc. (MARA) has a volatility of 23.71%. This indicates that CLF experiences smaller price fluctuations and is considered to be less risky than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLFMARADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.19%

23.71%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

47.32%

60.50%

-13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

68.48%

79.29%

-10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.28%

105.98%

-46.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.12%

144.15%

-82.03%

Dividends

CLF vs. MARA - Dividend Comparison

Neither CLF nor MARA has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CLF
Cleveland-Cliffs Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.82%3.10%
MARA
MARA Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CLF vs. MARA - Financials Comparison

This section allows you to compare key financial metrics between Cleveland-Cliffs Inc. and MARA 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
4.92B
174.61M
(CLF) Total Revenue
(MARA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CLF and MARA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARA has higher volatility (23.71%) compared to CLF (22.19%). In terms of maximum drawdown, CLF dropped -98.78% vs MARA's -99.74%.

CLF currently has the higher Sharpe Ratio (1.35 vs -0.14), 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 CLF and MARA

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

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