CORZ vs. BTC-USD
CORZ (Core Scientific, Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, CORZ returned 122.21% vs -39.53% for BTC-USD. At a 0.35 correlation, their price movements are largely independent.
Performance
CORZ vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CORZ achieves a 91.69% return, which is significantly higher than BTC-USD's -27.60% return.
CORZ
- 1D
- -3.53%
- 1M
- 25.78%
- YTD
- 91.69%
- 6M
- 63.41%
- 1Y
- 122.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
CORZ vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CORZ Core Scientific, Inc | 91.69% | 3.63% | 308.43% |
BTC-USD Bitcoin | -27.60% | -6.27% | 132.93% |
Correlation
The correlation between CORZ and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024 | 0.35 |
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Return for Risk
CORZ vs. BTC-USD — Risk / Return Rank
CORZ
BTC-USD
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 ratioReturn per unit of total volatility | +2.64 | ||
| Sortino ratioReturn per unit of downside risk | +3.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.87 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | -0.80 | +3.81 |
| Martin ratioReturn relative to average drawdown | 5.84 | -1.39 | +7.24 |
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
| CORZ | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | -0.92 | +2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 1.13 | +0.56 |
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.
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Drawdown Indicators
| CORZ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | — | -49.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -3.92% | -49.21% | +45.29% |
Average DrawdownAverage peak-to-trough decline | -20.10% | -42.28% | +22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.00% | 33.87% | -12.87% |
Volatility
CORZ vs. BTC-USD - Volatility Comparison
Core Scientific, Inc (CORZ) has a higher volatility of 20.40% compared to Bitcoin (BTC-USD) at 10.14%. 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.
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Volatility by Period
| CORZ | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.40% | 10.14% | +10.26% |
Volatility (6M)Calculated over the trailing 6-month period | 47.03% | 34.17% | +12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.98% | 35.51% | +36.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.30% | 44.98% | +40.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.30% | 56.69% | +28.61% |
Frequently Asked Questions
CORZ and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORZ has higher volatility (20.40%) compared to BTC-USD (10.14%). In terms of maximum drawdown, CORZ dropped -64.95% vs BTC-USD's -85.30%.
CORZ currently has the higher Sharpe Ratio (1.71 vs -0.92), 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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