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MARA vs. BTT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MARA and BTT-USD is 0.34, 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.


-0.50.00.51.00.3

Performance

MARA vs. BTT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Digital Holdings, Inc. (MARA) and BitTorrent (BTT-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-19.41%
31.58%
MARA
BTT-USD

Key characteristics

Sharpe Ratio

MARA:

0.15

BTT-USD:

0.04

Sortino Ratio

MARA:

1.08

BTT-USD:

0.75

Omega Ratio

MARA:

1.12

BTT-USD:

1.07

Calmar Ratio

MARA:

0.17

BTT-USD:

0.00

Martin Ratio

MARA:

0.42

BTT-USD:

0.13

Ulcer Index

MARA:

36.71%

BTT-USD:

27.60%

Daily Std Dev

MARA:

105.45%

BTT-USD:

78.36%

Max Drawdown

MARA:

-99.74%

BTT-USD:

-100.00%

Current Drawdown

MARA:

-87.12%

BTT-USD:

-99.99%

Returns By Period

In the year-to-date period, MARA achieves a 16.11% return, which is significantly higher than BTT-USD's 13.29% return.


MARA

YTD

16.11%

1M

-7.77%

6M

-19.41%

1Y

24.02%

5Y*

81.11%

10Y*

-16.14%

BTT-USD

YTD

13.29%

1M

4.36%

6M

35.60%

1Y

25.03%

5Y*

-67.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MARA vs. BTT-USD — Risk-Adjusted Performance Rank

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

MARA
The Risk-Adjusted Performance Rank of MARA is 5555
Overall Rank
The Sharpe Ratio Rank of MARA is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MARA is 6161
Sortino Ratio Rank
The Omega Ratio Rank of MARA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of MARA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of MARA is 5151
Martin Ratio Rank

BTT-USD
The Risk-Adjusted Performance Rank of BTT-USD is 4343
Overall Rank
The Sharpe Ratio Rank of BTT-USD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BTT-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of BTT-USD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BTT-USD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BTT-USD is 4747
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.

MARA vs. BTT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Digital Holdings, Inc. (MARA) and BitTorrent (BTT-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.


Sharpe ratio
The chart of Sharpe ratio for MARA, currently valued at 0.25, compared to the broader market-2.000.002.004.000.250.04
The chart of Sortino ratio for MARA, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.170.75
The chart of Omega ratio for MARA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.07
The chart of Calmar ratio for MARA, currently valued at 0.09, compared to the broader market0.002.004.006.000.090.00
The chart of Martin ratio for MARA, currently valued at 0.87, compared to the broader market-10.000.0010.0020.0030.000.870.13
MARA
BTT-USD

The current MARA Sharpe Ratio is 0.15, which is higher than the BTT-USD Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of MARA and BTT-USD, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.25
0.04
MARA
BTT-USD

Drawdowns

MARA vs. BTT-USD - Drawdown Comparison

The maximum MARA drawdown since its inception was -99.74%, roughly equal to the maximum BTT-USD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MARA and BTT-USD. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-73.81%
-99.99%
MARA
BTT-USD

Volatility

MARA vs. BTT-USD - Volatility Comparison

Marathon Digital Holdings, Inc. (MARA) has a higher volatility of 22.54% compared to BitTorrent (BTT-USD) at 20.41%. This indicates that MARA's price experiences larger fluctuations and is considered to be riskier than BTT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
22.54%
20.41%
MARA
BTT-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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