CORZ vs. BTC-USD

Last updated Apr 1, 2026

Compare and contrast key facts about Core Scientific, Inc (CORZ) and Bitcoin (BTC-USD).

Performance

CORZ vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific, Inc (CORZ) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

CORZ vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CORZ Core Scientific, Inc	2.75%	3.63%	308.43%
BTC-USD Bitcoin	-21.95%	-6.27%	132.93%

Returns By Period

In the year-to-date period, CORZ achieves a 2.75% return, which is significantly higher than BTC-USD's -21.95% return.

CORZ

• 1D: 7.55%
• 1M: -11.84%
• YTD: 2.75%
• 6M: -16.61%
• 1Y: 106.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: 2.33%
• 1M: 3.83%
• YTD: -21.95%
• 6M: -40.13%
• 1Y: -17.26%
• 3Y*: 33.86%
• 5Y*: 3.06%
• 10Y*: 66.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CORZ vs. BTC-USD — Risk / Return Rank

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

CORZ

CORZ Risk / Return Rank: 81
CORZ Sharpe Ratio Rank: 83
CORZ Sortino Ratio Rank: 81
CORZ Omega Ratio Rank: 79
CORZ Calmar Ratio Rank: 82
CORZ Martin Ratio Rank: 77

BTC-USD

BTC-USD Risk / Return Rank: 45
BTC-USD Sharpe Ratio Rank: 69
BTC-USD Sortino Ratio Rank: 62
BTC-USD Omega Ratio Rank: 62
BTC-USD Calmar Ratio Rank: 34
BTC-USD Martin Ratio Rank: 0

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.

CORZ vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific, Inc (CORZ) and Bitcoin (BTC-USD). 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.

	CORZ	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	1.40	-0.39	+1.79
Sortino ratio Return per unit of downside risk	2.15	-0.29	+2.44
Omega ratio Gain probability vs. loss probability	1.27	0.97	+0.30
Calmar ratio Return relative to maximum drawdown	2.45	-1.12	+3.58
Martin ratio Return relative to average drawdown	4.83	-2.03	+6.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CORZ vs. BTC-USD - Sharpe Ratio Comparison

The current CORZ Sharpe Ratio is 1.40, which is higher than the BTC-USD Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of CORZ and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CORZ	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	-0.39	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.20	-0.08

Correlation

The correlation between CORZ and BTC-USD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CORZ vs. BTC-USD - Drawdown Comparison

The maximum CORZ drawdown since its inception was -64.95%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CORZ and BTC-USD.

Drawdown Indicators

	CORZ	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-64.95%	-85.30%	+20.35%
Max Drawdown (1Y) Largest decline over 1 year	-40.74%	-49.65%	+8.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-76.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-83.80%	—
Current Drawdown Current decline from peak	-34.67%	-45.25%	+10.58%
Average Drawdown Average peak-to-trough decline	-20.94%	-41.98%	+21.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.71%	27.45%	-6.74%

Volatility

CORZ vs. BTC-USD - Volatility Comparison

Core Scientific, Inc (CORZ) has a higher volatility of 21.49% compared to Bitcoin (BTC-USD) at 14.34%. This indicates that CORZ's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORZ	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.49%	14.34%	+7.15%
Volatility (6M) Calculated over the trailing 6-month period	48.39%	36.23%	+12.16%
Volatility (1Y) Calculated over the trailing 1-year period	76.50%	36.76%	+39.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.19%	46.91%	+40.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.19%	56.70%	+30.49%