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

Correlation

The correlation between CORZZ and BTC-USD is 0.36, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
45.69%
61.28%
CORZZ
BTC-USD

Key characteristics

Daily Std Dev

CORZZ:

115.52%

BTC-USD:

44.18%

Max Drawdown

CORZZ:

-59.61%

BTC-USD:

-93.07%

Current Drawdown

CORZZ:

-21.99%

BTC-USD:

-12.87%

Returns By Period

In the year-to-date period, CORZZ achieves a 1.21% return, which is significantly higher than BTC-USD's -1.01% return.


CORZZ

YTD

1.21%

1M

-10.25%

6M

45.69%

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

-1.01%

1M

-4.34%

6M

61.28%

1Y

98.35%

5Y*

63.00%

10Y*

79.40%

*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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8484
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8484
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.


Sharpe ratio
The chart of Sharpe ratio for CORZZ, currently valued at 18.33, compared to the broader market-4.00-2.000.002.0018.331.81
The chart of Sortino ratio for CORZZ, currently valued at 6.92, compared to the broader market-4.00-2.000.002.004.006.922.55
The chart of Omega ratio for CORZZ, currently valued at 1.82, compared to the broader market0.501.001.502.001.821.25
The chart of Calmar ratio for CORZZ, currently valued at 46.75, compared to the broader market0.002.004.006.0046.751.67
The chart of Martin ratio for CORZZ, currently valued at 170.01, compared to the broader market-10.000.0010.0020.00170.018.35
CORZZ
BTC-USD


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.0030.0035.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
18.33
1.81
CORZZ
BTC-USD

Drawdowns

CORZZ vs. BTC-USD - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -59.61%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.99%
-12.87%
CORZZ
BTC-USD

Volatility

CORZZ vs. BTC-USD - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 18.38% compared to Bitcoin (BTC-USD) at 13.71%. This indicates that CORZZ'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.


10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
18.38%
13.71%
CORZZ
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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