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

Performance

CORZ vs. PUMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific, Inc (CORZ) and ProPetro Holding Corp. (PUMP). 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 higher than PUMP's 56.15% return.


CORZ

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

PUMP

1D
-2.24%
1M
-14.90%
YTD
56.15%
6M
55.99%
1Y
130.59%
3Y*
23.57%
5Y*
7.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORZ vs. PUMP - Yearly Performance Comparison


2026 (YTD)20252024
CORZ
Core Scientific, Inc
92.86%3.63%153.15%
PUMP
ProPetro Holding Corp.
56.15%1.93%20.08%

Correlation

The correlation between CORZ and PUMP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.20

Fundamentals

Market Cap

CORZ:

$9.07B

PUMP:

$1.74B

EPS

CORZ:

-$3.81

PUMP:

-$0.22

PS Ratio

CORZ:

25.29

PUMP:

1.76

Total Revenue (TTM)

CORZ:

$354.74M

PUMP:

$909.74M

Gross Profit (TTM)

CORZ:

$59.79M

PUMP:

$79.21M

EBITDA (TTM)

CORZ:

$78.17M

PUMP:

$158.47M

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Return for Risk

CORZ vs. PUMP — 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

PUMP
PUMP Risk / Return Rank: 8686
Overall Rank
PUMP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PUMP Sortino Ratio Rank: 8888
Sortino Ratio Rank
PUMP Omega Ratio Rank: 8585
Omega Ratio Rank
PUMP Calmar Ratio Rank: 8989
Calmar Ratio Rank
PUMP Martin Ratio Rank: 8686
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. PUMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific, Inc (CORZ) and ProPetro Holding Corp. (PUMP). 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.


CORZPUMPDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

3.27

4.01

-0.74

Martin ratioReturn relative to average drawdown

6.33

8.86

-2.52

CORZ vs. PUMP - Sharpe Ratio Comparison

The current CORZ Sharpe Ratio is 1.84, which is comparable to the PUMP Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CORZ and PUMP, 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. PUMP - Drawdown Comparison

The maximum CORZ drawdown since its inception was -64.95%, smaller than the maximum PUMP drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for CORZ and PUMP.


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Drawdown Indicators


CORZPUMPDifference

Max Drawdown

Largest peak-to-trough decline

-64.95%

-93.88%

+28.93%

Max Drawdown (1Y)

Largest decline over 1 year

-40.74%

-32.74%

-8.00%

Max Drawdown (3Y)

Largest decline over 3 years

-59.13%

Max Drawdown (5Y)

Largest decline over 5 years

-72.15%

Current Drawdown

Current decline from peak

-3.34%

-39.78%

+36.44%

Average Drawdown

Average peak-to-trough decline

-23.50%

-52.14%

+28.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.00%

14.80%

+6.20%

Volatility

CORZ vs. PUMP - Volatility Comparison

Core Scientific, Inc (CORZ) and ProPetro Holding Corp. (PUMP) have volatilities of 17.79% and 18.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORZPUMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.79%

18.10%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

47.90%

39.69%

+8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

72.23%

79.15%

-6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.60%

62.31%

+26.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.60%

70.95%

+17.65%

Dividends

CORZ vs. PUMP - Dividend Comparison

Neither CORZ nor PUMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CORZ vs. PUMP - Financials Comparison

This section allows you to compare key financial metrics between Core Scientific, Inc and ProPetro Holding Corp.. 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


0.00100.00M200.00M300.00M400.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
115.24M
0
(CORZ) Total Revenue
(PUMP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CORZ and PUMP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PUMP has higher volatility (18.10%) compared to CORZ (17.79%). In terms of maximum drawdown, CORZ dropped -64.95% vs PUMP's -93.88%.

CORZ currently has the higher Sharpe Ratio (1.84 vs 1.66), 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 CORZ and PUMP

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