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IREN vs. CORZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IREN vs. CORZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IREN Limited (IREN) and Core Scientific, Inc (CORZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IREN achieves a 63.78% return, which is significantly lower than CORZ's 91.69% return.


IREN

1D
-5.53%
1M
13.01%
YTD
63.78%
6M
33.18%
1Y
555.99%
3Y*
169.51%
5Y*
10Y*

CORZ

1D
-3.53%
1M
25.78%
YTD
91.69%
6M
63.41%
1Y
122.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IREN vs. CORZ - Yearly Performance Comparison


2026 (YTD)20252024
IREN
IREN Limited
63.78%284.62%145.50%
CORZ
Core Scientific, Inc
91.69%3.63%308.43%

Correlation

The correlation between IREN and CORZ is 0.60, 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

0.60

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

0.59

The correlation between IREN and CORZ has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

Fundamentals

EPS

IREN:

$0.45

CORZ:

-$3.81

PS Ratio

IREN:

13.86

CORZ:

25.13

Total Revenue (TTM)

IREN:

$757.07M

CORZ:

$354.74M

Gross Profit (TTM)

IREN:

$433.88M

CORZ:

$59.79M

EBITDA (TTM)

IREN:

-$173.05M

CORZ:

$78.17M

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Return for Risk

IREN vs. CORZ — Risk / Return Rank

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

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
Martin Ratio Rank

CORZ
CORZ Risk / Return Rank: 8181
Overall Rank
CORZ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CORZ Sortino Ratio Rank: 8181
Sortino Ratio Rank
CORZ Omega Ratio Rank: 8080
Omega Ratio Rank
CORZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
CORZ Martin Ratio Rank: 7979
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.

IREN vs. CORZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IREN Limited (IREN) and Core Scientific, Inc (CORZ). 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.


IRENCORZDifference
Sharpe ratioReturn per unit of total volatility

+3.81

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.45

1.30

+0.15

Calmar ratioReturn relative to maximum drawdown

9.57

3.02

+6.55

Martin ratioReturn relative to average drawdown

18.38

5.84

+12.53

IREN vs. CORZ - Sharpe Ratio Comparison

The current IREN Sharpe Ratio is 5.52, which is higher than the CORZ Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IREN and CORZ, 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


IRENCORZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.52

1.71

+3.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.69

-1.49

Drawdowns

IREN vs. CORZ - Drawdown Comparison

The maximum IREN drawdown since its inception was -95.73%, which is greater than CORZ's maximum drawdown of -64.95%. Use the drawdown chart below to compare losses from any high point for IREN and CORZ.


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Drawdown Indicators


IRENCORZDifference

Max Drawdown

Largest peak-to-trough decline

-95.73%

-64.95%

-30.78%

Max Drawdown (1Y)

Largest decline over 1 year

-58.62%

-40.74%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-65.56%

Current Drawdown

Current decline from peak

-19.04%

-3.92%

-15.12%

Average Drawdown

Average peak-to-trough decline

-62.75%

-20.10%

-42.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.46%

21.00%

+9.46%

Volatility

IREN vs. CORZ - Volatility Comparison

IREN Limited (IREN) has a higher volatility of 32.05% compared to Core Scientific, Inc (CORZ) at 20.40%. This indicates that IREN's price experiences larger fluctuations and is considered to be riskier than CORZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRENCORZDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.05%

20.40%

+11.65%

Volatility (6M)

Calculated over the trailing 6-month period

73.58%

47.03%

+26.55%

Volatility (1Y)

Calculated over the trailing 1-year period

101.77%

71.98%

+29.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.39%

85.30%

+33.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.39%

85.30%

+33.09%

Dividends

IREN vs. CORZ - Dividend Comparison

Neither IREN nor CORZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

IREN vs. CORZ - Financials Comparison

This section allows you to compare key financial metrics between IREN Limited and Core Scientific, 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
208.24M
115.24M
(IREN) Total Revenue
(CORZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IREN and CORZ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (32.05%) compared to CORZ (20.40%). In terms of maximum drawdown, IREN dropped -95.73% vs CORZ's -64.95%.

IREN currently has the higher Sharpe Ratio (5.52 vs 1.71), 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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