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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 Valkyrie 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 92.57% return, which is significantly higher than WGMI's 81.24% return.


CORZZ

1D
-3.78%
1M
25.06%
YTD
92.57%
6M
63.93%
1Y
123.46%
3Y*
5Y*
10Y*

WGMI

1D
-1.92%
1M
25.79%
YTD
81.24%
6M
46.67%
1Y
261.44%
3Y*
88.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORZZ vs. WGMI - Yearly Performance Comparison


2026 (YTD)20252024
CORZZ
Core Scientific Inc. Tranche 2 Warrants
92.57%3.71%754.72%
WGMI
Valkyrie Bitcoin Miners ETF
81.24%72.47%89.73%

Correlation

The correlation between CORZZ and WGMI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.70

The correlation between CORZZ and WGMI has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

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Return for Risk

CORZZ vs. WGMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CORZZ
CORZZ Risk / Return Rank: 8181
Overall Rank
CORZZ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CORZZ Sortino Ratio Rank: 8181
Sortino Ratio Rank
CORZZ Omega Ratio Rank: 7979
Omega Ratio Rank
CORZZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
CORZZ Martin Ratio Rank: 7878
Martin Ratio Rank

WGMI
WGMI Risk / Return Rank: 7777
Overall Rank
WGMI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WGMI Sortino Ratio Rank: 7575
Sortino Ratio Rank
WGMI Omega Ratio Rank: 6767
Omega Ratio Rank
WGMI Calmar Ratio Rank: 8888
Calmar Ratio Rank
WGMI Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 Valkyrie 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.


CORZZWGMIDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.30

1.40

-0.10

Calmar ratioReturn relative to maximum drawdown

3.07

5.17

-2.09

Martin ratioReturn relative to average drawdown

5.83

10.48

-4.64

CORZZ vs. WGMI - Sharpe Ratio Comparison

The current CORZZ Sharpe Ratio is 1.70, which is lower than the WGMI Sharpe Ratio of 3.48. 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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Sharpe Ratios by Period


CORZZWGMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

3.48

-1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

2.41

0.30

+2.11

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

-3.78%

-3.01%

-0.77%

Average Drawdown

Average peak-to-trough decline

-21.54%

-42.86%

+21.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.25%

25.08%

-3.83%

Volatility

CORZZ vs. WGMI - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 19.89% compared to Valkyrie Bitcoin Miners ETF (WGMI) at 18.90%. This indicates that CORZZ's price experiences larger fluctuations and is considered to be riskier than WGMI based on this measure. 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

19.89%

18.90%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

55.08%

-7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

73.25%

75.99%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.32%

81.50%

+15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.32%

81.50%

+15.82%

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
Valkyrie Bitcoin Miners ETF
0.00%0.00%0.22%0.31%

Frequently Asked Questions


CORZZ and WGMI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORZZ has higher volatility (19.89%) compared to WGMI (18.90%). In terms of maximum drawdown, CORZZ dropped -65.20% vs WGMI's -85.76%.

WGMI currently has the higher Sharpe Ratio (3.48 vs 1.70), 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.

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