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CORZZ vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORZZ vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific Inc. Tranche 2 Warrants (CORZZ) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORZZ achieves a 92.57% return, which is significantly higher than BITO's -28.44% return.


CORZZ

1D
-3.78%
1M
25.06%
YTD
92.57%
6M
63.93%
1Y
123.46%
3Y*
5Y*
10Y*

BITO

1D
-2.81%
1M
-22.52%
YTD
-28.44%
6M
-32.46%
1Y
-41.98%
3Y*
26.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORZZ vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024
CORZZ
Core Scientific Inc. Tranche 2 Warrants
92.57%3.71%754.72%
BITO
ProShares Bitcoin Strategy ETF
-28.44%-11.19%119.21%

Correlation

The correlation between CORZZ and BITO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.42

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Return for Risk

CORZZ vs. BITO — Risk / Return Rank

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

CORZZ
CORZZ Risk / Return Rank: 8181
Overall Rank
CORZZ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CORZZ Sortino Ratio Rank: 8181
Sortino Ratio Rank
CORZZ Omega Ratio Rank: 7979
Omega Ratio Rank
CORZZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
CORZZ Martin Ratio Rank: 7878
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
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.

CORZZ vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific Inc. Tranche 2 Warrants (CORZZ) and ProShares Bitcoin Strategy ETF (BITO). 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.


CORZZBITODifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+3.77

Omega ratioGain probability vs. loss probability

1.30

0.84

+0.45

Calmar ratioReturn relative to maximum drawdown

3.07

-0.83

+3.91

Martin ratioReturn relative to average drawdown

5.83

-1.44

+7.27

CORZZ vs. BITO - Sharpe Ratio Comparison

The current CORZZ Sharpe Ratio is 1.70, which is higher than the BITO Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of CORZZ and BITO, 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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Sharpe Ratios by Period


CORZZBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

-0.97

+2.67

Sharpe Ratio (All Time)

Calculated using the full available price history

2.41

-0.10

+2.51

Drawdowns

CORZZ vs. BITO - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -65.20%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for CORZZ and BITO.


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Drawdown Indicators


CORZZBITODifference

Max Drawdown

Largest peak-to-trough decline

-65.20%

-77.86%

+12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-40.39%

-50.64%

+10.25%

Max Drawdown (3Y)

Largest decline over 3 years

-50.64%

Current Drawdown

Current decline from peak

-3.78%

-50.64%

+46.86%

Average Drawdown

Average peak-to-trough decline

-21.54%

-36.75%

+15.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.25%

29.27%

-8.02%

Volatility

CORZZ vs. BITO - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 19.89% compared to ProShares Bitcoin Strategy ETF (BITO) at 9.03%. This indicates that CORZZ's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORZZBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.89%

9.03%

+10.86%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

33.71%

+13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

73.25%

43.61%

+29.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.32%

55.10%

+42.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.32%

55.10%

+42.22%

Dividends

CORZZ vs. BITO - Dividend Comparison

CORZZ has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 69.59%.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
69.59%78.29%61.59%15.14%
CORZZ
Core Scientific Inc. Tranche 2 Warrants
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CORZZ and BITO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORZZ has higher volatility (19.89%) compared to BITO (9.03%). In terms of maximum drawdown, CORZZ dropped -65.20% vs BITO's -77.86%.

CORZZ currently has the higher Sharpe Ratio (1.70 vs -0.97), 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 CORZZ and BITO

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