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CORZZ vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CORZZ vs. BTC-USD

Last updated May 10, 2025

Compare and contrast key facts about Core Scientific Inc. Tranche 2 Warrants (CORZZ) and Bitcoin (BTC-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CORZZ or BTC-USD.

Correlation

The correlation between CORZZ and BTC-USD is 0.33, 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.

Performance

CORZZ vs. BTC-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CORZZ:

2.56

BTC-USD:

1.35

Sortino Ratio

CORZZ:

3.23

BTC-USD:

2.98

Omega Ratio

CORZZ:

1.43

BTC-USD:

1.31

Calmar Ratio

CORZZ:

5.62

BTC-USD:

2.29

Martin Ratio

CORZZ:

12.61

BTC-USD:

10.94

Ulcer Index

CORZZ:

29.05%

BTC-USD:

11.22%

Daily Std Dev

CORZZ:

107.38%

BTC-USD:

42.42%

Max Drawdown

CORZZ:

-65.20%

BTC-USD:

-93.07%

Current Drawdown

CORZZ:

-48.98%

BTC-USD:

-2.74%

Returns By Period

In the year-to-date period, CORZZ achieves a -33.81% return, which is significantly lower than BTC-USD's 10.50% return.

CORZZ

YTD

-33.81%

1M

22.75%

6M

-45.19%

1Y

266.80%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

10.50%

1M

25.03%

6M

34.88%

1Y

63.75%

5Y*

63.84%

10Y*

83.33%

*Annualized

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Risk-Adjusted Performance

CORZZ vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORZZ
The Risk-Adjusted Performance Rank of CORZZ is 9797
Overall Rank
The Sharpe Ratio Rank of CORZZ is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CORZZ is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CORZZ is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CORZZ is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CORZZ is 9797
Martin Ratio Rank
BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9393
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CORZZ vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific Inc. Tranche 2 Warrants (CORZZ) 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.

The current CORZZ Sharpe Ratio is 2.56, which is higher than the BTC-USD Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CORZZ 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.

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Drawdowns

CORZZ vs. BTC-USD - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -65.20%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for CORZZ and BTC-USD. For additional features, visit the drawdowns tool.

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Volatility

CORZZ vs. BTC-USD - Volatility Comparison

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