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CORZZ vs. MNTS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CORZZ and MNTS is 0.08, 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.


-0.50.00.51.00.1

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.

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
23.40%
-34.49%
CORZZ
MNTS

Key characteristics

Sharpe Ratio

CORZZ:

3.50

MNTS:

-0.29

Sortino Ratio

CORZZ:

3.32

MNTS:

0.78

Omega Ratio

CORZZ:

1.41

MNTS:

1.09

Calmar Ratio

CORZZ:

6.45

MNTS:

-0.68

Martin Ratio

CORZZ:

19.26

MNTS:

-1.44

Ulcer Index

CORZZ:

19.96%

MNTS:

46.58%

Daily Std Dev

CORZZ:

109.79%

MNTS:

228.06%

Max Drawdown

CORZZ:

-59.61%

MNTS:

-99.16%

Current Drawdown

CORZZ:

-31.28%

MNTS:

-98.86%

Fundamentals

Total Revenue (TTM)

CORZZ:

$415.75M

MNTS:

$2.15M

Gross Profit (TTM)

CORZZ:

$116.31M

MNTS:

$1.39M

EBITDA (TTM)

CORZZ:

-$923.13M

MNTS:

-$34.09M

Returns By Period

In the year-to-date period, CORZZ achieves a -10.84% return, which is significantly higher than MNTS's -44.77% return.


CORZZ

YTD

-10.84%

1M

-11.57%

6M

23.40%

1Y

362.96%

5Y*

N/A

10Y*

N/A

MNTS

YTD

-44.77%

1M

-46.84%

6M

-34.49%

1Y

-67.27%

5Y*

-52.04%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CORZZ vs. MNTS — 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 9696
Overall Rank
The Sharpe Ratio Rank of CORZZ is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CORZZ is 9393
Sortino Ratio Rank
The Omega Ratio Rank of CORZZ is 9191
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

MNTS
The Risk-Adjusted Performance Rank of MNTS is 2929
Overall Rank
The Sharpe Ratio Rank of MNTS is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of MNTS is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MNTS is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MNTS is 88
Calmar Ratio Rank
The Martin Ratio Rank of MNTS is 66
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. MNTS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CORZZ, currently valued at 3.50, compared to the broader market-2.000.002.004.003.50-0.29
The chart of Sortino ratio for CORZZ, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.320.78
The chart of Omega ratio for CORZZ, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.09
The chart of Calmar ratio for CORZZ, currently valued at 6.45, compared to the broader market0.002.004.006.006.45-0.95
The chart of Martin ratio for CORZZ, currently valued at 19.26, compared to the broader market-10.000.0010.0020.0030.0019.26-1.44
CORZZ
MNTS

The current CORZZ Sharpe Ratio is 3.50, which is higher than the MNTS Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of CORZZ and MNTS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00Wed 29Thu 30Fri 31FebruaryFeb 02Mon 03Tue 04Wed 05Thu 06
3.50
-0.29
CORZZ
MNTS

Dividends

CORZZ vs. MNTS - Dividend Comparison

Neither CORZZ nor MNTS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORZZ vs. MNTS - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -59.61%, smaller than the maximum MNTS drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for CORZZ and MNTS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.28%
-70.49%
CORZZ
MNTS

Volatility

CORZZ vs. MNTS - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 38.79% compared to Momentus Inc. (MNTS) at 32.62%. 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.


20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
38.79%
32.62%
CORZZ
MNTS

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
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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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