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CORZZ vs. MNTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CORZZ vs. MNTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific Inc. Tranche 2 Warrants (CORZZ) and Momentus Inc. (MNTS). 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 45.53% return, which is significantly higher than MNTS's -16.84% return.


CORZZ

1D
-3.29%
1M
-1.03%
6M
17.43%
YTD
45.53%
1Y
67.27%
3Y*
5Y*
10Y*
ALL TIME*
155.37%

MNTS

1D
-10.40%
1M
-31.47%
6M
-43.59%
YTD
-16.84%
1Y
-80.28%
3Y*
-90.73%
5Y*
-87.35%
10Y*
ALL TIME*
-79.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$162.54K$159.83K$552.12K
$4.26M$6.14M$71.22M

CORZZ vs. MNTS - Yearly Performance Comparison


2026 (YTD)20252024
CORZZ
Core Scientific Inc. Tranche 2 Warrants
45.53%3.71%601.00%
MNTS
Momentus Inc.
-16.84%-96.56%-30.03%

Correlation

The correlation between CORZZ and MNTS is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

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

0.18

Fundamentals

Market Cap

CORZZ:

$6.78B

MNTS:

$23.21M

EPS

CORZZ:

-$4.47

MNTS:

-$58.81

PS Ratio

CORZZ:

15.44

MNTS:

2.37

Total Revenue (TTM)

CORZZ:

$440.31M

MNTS:

$1.03M

Gross Profit (TTM)

CORZZ:

$124.45M

MNTS:

$681.00K

EBITDA (TTM)

CORZZ:

-$1.14B

MNTS:

-$28.93M

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Return for Risk

CORZZ vs. MNTS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CORZZ
CORZZ Risk / Return Rank: 7070
Overall Rank
CORZZ Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CORZZ Sortino Ratio Rank: 7070
Sortino Ratio Rank
CORZZ Omega Ratio Rank: 6868
Omega Ratio Rank
CORZZ Calmar Ratio Rank: 7272
Calmar Ratio Rank
CORZZ Martin Ratio Rank: 7070
Martin Ratio Rank

MNTS
MNTS Risk / Return Rank: 2626
Overall Rank
MNTS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MNTS Sortino Ratio Rank: 4040
Sortino Ratio Rank
MNTS Omega Ratio Rank: 4040
Omega Ratio Rank
MNTS Calmar Ratio Rank: 88
Calmar Ratio Rank
MNTS Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CORZZ vs. MNTS - Risk-Adjusted Trends Comparison

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


CORZZMNTSDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.18

1.03

+0.15

Calmar ratioReturn relative to maximum drawdown

1.40

-0.89

+2.29

Martin ratioReturn relative to average drawdown

2.81

-1.18

+3.99

CORZZ vs. MNTS - Sharpe Ratio Comparison

The current CORZZ Sharpe Ratio is 0.81, which is higher than the MNTS Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of CORZZ and MNTS, 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

CORZZ vs. MNTS - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -65.20%, smaller than the maximum MNTS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CORZZ and MNTS.


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Drawdown Indicators


CORZZMNTSDifference

Max Drawdown

Largest peak-to-trough decline

-65.20%

-100.00%

+34.80%

Max Drawdown (1Y)

Largest decline over 1 year

-40.39%

-90.53%

+50.14%

Max Drawdown (3Y)

Largest decline over 3 years

-99.94%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Current Drawdown

Current decline from peak

-27.29%

-100.00%

+72.71%

Average Drawdown

Average peak-to-trough decline

-21.24%

-76.39%

+55.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.09%

68.21%

-48.12%

Volatility

CORZZ vs. MNTS - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 33.46% compared to Momentus Inc. (MNTS) at 27.28%. This indicates that CORZZ's price experiences larger fluctuations and is considered to be riskier than MNTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORZZMNTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.46%

27.28%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

55.51%

136.58%

-81.07%

Volatility (1Y)

Calculated over the trailing 1-year period

69.94%

215.48%

-145.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.80%

170.91%

-73.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.80%

152.32%

-54.52%

Dividends

CORZZ vs. MNTS - Dividend Comparison

Neither CORZZ nor MNTS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CORZZ vs. MNTS - Financials Comparison

This section allows you to compare key financial metrics between Core Scientific Inc. Tranche 2 Warrants and Momentus 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


Values in USD except per share items

Frequently Asked Questions


CORZZ and MNTS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORZZ has higher volatility (33.46%) compared to MNTS (27.28%). In terms of maximum drawdown, CORZZ dropped -65.20% vs MNTS's -100.00%.

CORZZ currently has the higher Sharpe Ratio (0.81 vs -0.37), 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 MNTS

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