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IREN vs. WULF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IREN and WULF is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

IREN vs. WULF - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-73.25%
-90.97%
IREN
WULF

Key characteristics

Sharpe Ratio

IREN:

0.15

WULF:

0.09

Sortino Ratio

IREN:

1.08

WULF:

1.03

Omega Ratio

IREN:

1.12

WULF:

1.11

Calmar Ratio

IREN:

0.21

WULF:

0.11

Martin Ratio

IREN:

0.47

WULF:

0.29

Ulcer Index

IREN:

36.81%

WULF:

36.78%

Daily Std Dev

IREN:

112.44%

WULF:

119.31%

Max Drawdown

IREN:

-95.73%

WULF:

-98.50%

Current Drawdown

IREN:

-73.63%

WULF:

-91.68%

Fundamentals

Market Cap

IREN:

$1.47B

WULF:

$1.17B

EPS

IREN:

-$0.30

WULF:

-$0.21

PS Ratio

IREN:

5.14

WULF:

8.33

PB Ratio

IREN:

1.14

WULF:

4.89

Total Revenue (TTM)

IREN:

$228.74M

WULF:

$97.62M

Gross Profit (TTM)

IREN:

$204.67M

WULF:

$49.42M

EBITDA (TTM)

IREN:

$47.97M

WULF:

-$28.91M

Returns By Period

In the year-to-date period, IREN achieves a -33.40% return, which is significantly higher than WULF's -47.00% return.


IREN

YTD

-33.40%

1M

1.24%

6M

-29.30%

1Y

28.74%

5Y*

N/A

10Y*

N/A

WULF

YTD

-47.00%

1M

2.39%

6M

-52.98%

1Y

21.46%

5Y*

0.46%

10Y*

-13.31%

*Annualized

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Risk-Adjusted Performance

IREN vs. WULF — Risk-Adjusted Performance Rank

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

IREN
The Risk-Adjusted Performance Rank of IREN is 6262
Overall Rank
The Sharpe Ratio Rank of IREN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IREN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IREN is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IREN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of IREN is 5959
Martin Ratio Rank

WULF
The Risk-Adjusted Performance Rank of WULF is 6060
Overall Rank
The Sharpe Ratio Rank of WULF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 6868
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6262
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 5858
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 5656
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.

IREN vs. WULF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iris Energy Limited (IREN) and TeraWulf Inc. (WULF). 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.


The chart of Sharpe ratio for IREN, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
IREN: 0.15
WULF: 0.09
The chart of Sortino ratio for IREN, currently valued at 1.08, compared to the broader market-6.00-4.00-2.000.002.004.00
IREN: 1.08
WULF: 1.03
The chart of Omega ratio for IREN, currently valued at 1.12, compared to the broader market0.501.001.502.00
IREN: 1.12
WULF: 1.11
The chart of Calmar ratio for IREN, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.00
IREN: 0.21
WULF: 0.11
The chart of Martin ratio for IREN, currently valued at 0.47, compared to the broader market-5.000.005.0010.0015.0020.00
IREN: 0.47
WULF: 0.29

The current IREN Sharpe Ratio is 0.15, which is higher than the WULF Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IREN and WULF, 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 Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
0.15
0.09
IREN
WULF

Dividends

IREN vs. WULF - Dividend Comparison

Neither IREN nor WULF has paid dividends to shareholders.


TTM2024202320222021
IREN
Iris Energy Limited
0.00%0.00%0.00%0.00%0.00%
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%

Drawdowns

IREN vs. WULF - Drawdown Comparison

The maximum IREN drawdown since its inception was -95.73%, roughly equal to the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for IREN and WULF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-73.63%
-91.68%
IREN
WULF

Volatility

IREN vs. WULF - Volatility Comparison

The current volatility for Iris Energy Limited (IREN) is 27.07%, while TeraWulf Inc. (WULF) has a volatility of 38.32%. This indicates that IREN experiences smaller price fluctuations and is considered to be less risky than WULF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
27.07%
38.32%
IREN
WULF

Financials

IREN vs. WULF - Financials Comparison

This section allows you to compare key financial metrics between Iris Energy Limited and TeraWulf 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