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CORZZ vs. WGMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORZZ vs. WGMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Scientific Inc. Tranche 2 Warrants (CORZZ) and CoinShares Bitcoin Miners ETF (WGMI). 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 WGMI's 34.47% return.


CORZZ

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

WGMI

1D
-2.67%
1M
-3.25%
6M
14.20%
YTD
34.47%
1Y
119.73%
3Y*
49.81%
5Y*
10Y*
ALL TIME*
16.43%
*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
$36.52M$32.75M$41.50M

CORZZ vs. WGMI - Yearly Performance Comparison


2026 (YTD)20252024
CORZZ
Core Scientific Inc. Tranche 2 Warrants
45.53%3.71%601.00%
WGMI
CoinShares Bitcoin Miners ETF
34.47%72.47%86.70%

Correlation

The correlation between CORZZ and WGMI is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.75

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

0.71

The correlation between CORZZ and WGMI has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

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Return for Risk

CORZZ vs. WGMI — 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

WGMI
WGMI Risk / Return Rank: 5151
Overall Rank
WGMI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WGMI Sortino Ratio Rank: 5757
Sortino Ratio Rank
WGMI Omega Ratio Rank: 5151
Omega Ratio Rank
WGMI Calmar Ratio Rank: 5858
Calmar Ratio Rank
WGMI Martin Ratio Rank: 3838
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. WGMI - Risk-Adjusted Trends Comparison

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


CORZZWGMIDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.40

2.05

-0.65

Martin ratioReturn relative to average drawdown

2.81

3.96

-1.15

CORZZ vs. WGMI - Sharpe Ratio Comparison

The current CORZZ Sharpe Ratio is 0.81, which is lower than the WGMI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CORZZ and WGMI, 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. WGMI - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -65.20%, smaller than the maximum WGMI drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for CORZZ and WGMI.


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Drawdown Indicators


CORZZWGMIDifference

Max Drawdown

Largest peak-to-trough decline

-65.20%

-85.76%

+20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-40.39%

-50.94%

+10.55%

Max Drawdown (3Y)

Largest decline over 3 years

-62.79%

Current Drawdown

Current decline from peak

-27.29%

-28.63%

+1.34%

Average Drawdown

Average peak-to-trough decline

-21.24%

-41.97%

+20.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.09%

26.29%

-6.20%

Volatility

CORZZ vs. WGMI - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) and CoinShares Bitcoin Miners ETF (WGMI) have volatilities of 33.46% and 35.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORZZWGMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.46%

35.22%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

55.51%

61.62%

-6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

69.94%

83.14%

-13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.80%

82.40%

+15.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.80%

82.40%

+15.40%

Dividends

CORZZ vs. WGMI - Dividend Comparison

Neither CORZZ nor WGMI has paid dividends to shareholders.


PositionTTM202520242023
CORZZ
Core Scientific Inc. Tranche 2 Warrants
0.00%0.00%0.00%0.00%
WGMI
CoinShares Bitcoin Miners ETF
0.00%0.00%0.22%0.31%

Frequently Asked Questions


CORZZ and WGMI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGMI has higher volatility (35.22%) compared to CORZZ (33.46%). In terms of maximum drawdown, CORZZ dropped -65.20% vs WGMI's -85.76%.

WGMI currently has the higher Sharpe Ratio (1.25 vs 0.81), 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 WGMI

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