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CORZ vs. BW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CORZ vs. BW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific, Inc (CORZ) and Babcock & Wilcox Enterprises, Inc. (BW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORZ achieves a 92.86% return, which is significantly lower than BW's 169.10% return.


CORZ

1D
-0.50%
1M
15.99%
YTD
92.86%
6M
90.63%
1Y
132.45%
3Y*
5Y*
10Y*

BW

1D
1.84%
1M
-21.92%
YTD
169.10%
6M
223.12%
1Y
1,524.86%
3Y*
38.15%
5Y*
16.89%
10Y*
-22.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORZ vs. BW - Yearly Performance Comparison


2026 (YTD)20252024
CORZ
Core Scientific, Inc
92.86%3.63%153.15%
BW
Babcock & Wilcox Enterprises, Inc.
169.10%286.59%23.31%

Correlation

The correlation between CORZ and BW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.29

Fundamentals

Market Cap

CORZ:

$9.07B

BW:

$2.22B

EPS

CORZ:

-$3.81

BW:

-$0.83

PS Ratio

CORZ:

25.29

BW:

2.84

Total Revenue (TTM)

CORZ:

$354.74M

BW:

$668.48M

Gross Profit (TTM)

CORZ:

$59.79M

BW:

$121.68M

EBITDA (TTM)

CORZ:

$78.17M

BW:

-$41.40M

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Return for Risk

CORZ vs. BW — Risk / Return Rank

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

CORZ
CORZ Risk / Return Rank: 8383
Overall Rank
CORZ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CORZ Sortino Ratio Rank: 8383
Sortino Ratio Rank
CORZ Omega Ratio Rank: 8282
Omega Ratio Rank
CORZ Calmar Ratio Rank: 8585
Calmar Ratio Rank
CORZ Martin Ratio Rank: 8080
Martin Ratio Rank

BW
BW Risk / Return Rank: 9999
Overall Rank
BW Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BW Sortino Ratio Rank: 9898
Sortino Ratio Rank
BW Omega Ratio Rank: 9797
Omega Ratio Rank
BW Calmar Ratio Rank: 100100
Calmar Ratio Rank
BW Martin Ratio Rank: 100100
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.

CORZ vs. BW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific, Inc (CORZ) and Babcock & Wilcox Enterprises, Inc. (BW). 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.


CORZBWDifference
Sharpe ratioReturn per unit of total volatility

-10.35

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

1.32

1.67

-0.35

Calmar ratioReturn relative to maximum drawdown

3.27

45.77

-42.50

Martin ratioReturn relative to average drawdown

6.33

123.06

-116.73

CORZ vs. BW - Sharpe Ratio Comparison

The current CORZ Sharpe Ratio is 1.84, which is lower than the BW Sharpe Ratio of 12.19. The chart below compares the historical Sharpe Ratios of CORZ and BW, 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

CORZ vs. BW - Drawdown Comparison

The maximum CORZ drawdown since its inception was -64.95%, smaller than the maximum BW drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for CORZ and BW.


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Drawdown Indicators


CORZBWDifference

Max Drawdown

Largest peak-to-trough decline

-64.95%

-99.89%

+34.94%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-33.71%

-7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-96.03%

Max Drawdown (5Y)

Largest decline over 5 years

-97.39%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

Current Drawdown

Current decline from peak

-3.34%

-92.79%

+89.45%

Average Drawdown

Average peak-to-trough decline

-23.50%

-82.80%

+59.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.00%

12.60%

+8.40%

Volatility

CORZ vs. BW - Volatility Comparison

The current volatility for Core Scientific, Inc (CORZ) is 17.79%, while Babcock & Wilcox Enterprises, Inc. (BW) has a volatility of 25.47%. This indicates that CORZ experiences smaller price fluctuations and is considered to be less risky than BW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORZBWDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.79%

25.47%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

47.90%

89.10%

-41.20%

Volatility (1Y)

Calculated over the trailing 1-year period

72.23%

126.60%

-54.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.60%

110.23%

-21.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.60%

108.28%

-19.68%

Dividends

CORZ vs. BW - Dividend Comparison

CORZ has not paid dividends to shareholders, while BW's dividend yield for the trailing twelve months is around 2.44%.


Financials

CORZ vs. BW - Financials Comparison

This section allows you to compare key financial metrics between Core Scientific, Inc and Babcock & Wilcox Enterprises, 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


100.00M150.00M200.00M250.00M300.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
115.24M
214.41M
(CORZ) Total Revenue
(BW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CORZ and BW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BW has higher volatility (25.47%) compared to CORZ (17.79%). In terms of maximum drawdown, CORZ dropped -64.95% vs BW's -99.89%.

BW currently has the higher Sharpe Ratio (12.19 vs 1.84), 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

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