IREN vs. WULF

In the year-to-date period, IREN achieves a -14.36% return, which is significantly higher than WULF's -31.27% return.

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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 current IREN Sharpe Ratio is 0.40, which is lower than the WULF Sharpe Ratio of 0.77. 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.

Neither IREN nor WULF has paid dividends to shareholders.

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.

The current volatility for Iris Energy Limited (IREN) is 18.75%, while TeraWulf Inc. (WULF) has a volatility of 35.37%. 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.

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.