MARA vs. BTC-USD
Compare and contrast key facts about Marathon Digital Holdings, Inc. (MARA) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MARA or BTC-USD.
Performance
MARA vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, MARA achieves a 2.94% return, which is significantly lower than BTC-USD's 133.06% return. Over the past 10 years, MARA has underperformed BTC-USD with an annualized return of -14.77%, while BTC-USD has yielded a comparatively higher 74.47% annualized return.
MARA
2.94%
27.46%
20.42%
121.43%
86.14%
-14.77%
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
Key characteristics
| MARA | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 1.20 | 1.09 |
| Sortino Ratio | 2.19 | 1.80 |
| Omega Ratio | 1.25 | 1.18 |
| Calmar Ratio | 1.45 | 0.94 |
| Martin Ratio | 3.63 | 5.10 |
| Ulcer Index | 37.03% | 11.65% |
| Daily Std Dev | 111.96% | 44.23% |
| Max Drawdown | -99.74% | -93.07% |
| Current Drawdown | -84.37% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between MARA and BTC-USD is 0.27, 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.
Risk-Adjusted Performance
MARA vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Digital Holdings, Inc. (MARA) and Bitcoin (BTC-USD). 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.
Drawdowns
MARA vs. BTC-USD - Drawdown Comparison
The maximum MARA drawdown since its inception was -99.74%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MARA and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
MARA vs. BTC-USD - Volatility Comparison
Marathon Digital Holdings, Inc. (MARA) has a higher volatility of 46.17% compared to Bitcoin (BTC-USD) at 16.79%. This indicates that MARA's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.