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MARA vs. DAPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARA vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MARA Holdings, Inc. (MARA) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARA achieves a 51.56% return, which is significantly higher than DAPP's 25.17% return.


MARA

1D
7.84%
1M
7.00%
YTD
51.56%
6M
14.95%
1Y
-16.76%
3Y*
13.41%
5Y*
-12.51%
10Y*
-10.54%

DAPP

1D
6.87%
1M
-4.74%
YTD
25.17%
6M
4.13%
1Y
38.49%
3Y*
57.49%
5Y*
-0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARA vs. DAPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MARA
MARA Holdings, Inc.
51.56%-46.45%-28.61%586.84%-89.59%-35.57%
DAPP
VanEck Digital Transformation ETF
25.17%15.03%44.87%285.02%-85.60%-45.88%

Correlation

The correlation between MARA and DAPP is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.87

The correlation between MARA and DAPP has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

MARA vs. DAPP — Risk / Return Rank

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

MARA
MARA Risk / Return Rank: 3737
Overall Rank
MARA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MARA Sortino Ratio Rank: 3838
Sortino Ratio Rank
MARA Omega Ratio Rank: 3838
Omega Ratio Rank
MARA Calmar Ratio Rank: 3636
Calmar Ratio Rank
MARA Martin Ratio Rank: 3737
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 2323
Overall Rank
DAPP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAPP Omega Ratio Rank: 2525
Omega Ratio Rank
DAPP Calmar Ratio Rank: 2222
Calmar Ratio Rank
DAPP Martin Ratio Rank: 1818
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.

MARA vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MARA Holdings, Inc. (MARA) and VanEck Digital Transformation ETF (DAPP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MARADAPPDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.03

1.14

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.24

0.80

-1.04

Martin ratioReturn relative to average drawdown

-0.40

1.56

-1.95

MARA vs. DAPP - Sharpe Ratio Comparison

The current MARA Sharpe Ratio is -0.21, which is lower than the DAPP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MARA and DAPP, 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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Drawdowns

MARA vs. DAPP - Drawdown Comparison

The maximum MARA drawdown since its inception was -99.74%, which is greater than DAPP's maximum drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for MARA and DAPP.


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Drawdown Indicators


MARADAPPDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-92.61%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-70.53%

-48.21%

-22.32%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-58.88%

-19.46%

Max Drawdown (5Y)

Largest decline over 5 years

-95.87%

-91.90%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-99.20%

Current Drawdown

Current decline from peak

-91.20%

-37.41%

-53.79%

Average Drawdown

Average peak-to-trough decline

-78.00%

-61.28%

-16.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.52%

24.81%

+17.71%

Volatility

MARA vs. DAPP - Volatility Comparison

MARA Holdings, Inc. (MARA) has a higher volatility of 23.52% compared to VanEck Digital Transformation ETF (DAPP) at 19.25%. This indicates that MARA's price experiences larger fluctuations and is considered to be riskier than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARADAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.52%

19.25%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

60.48%

47.92%

+12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

79.23%

62.53%

+16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.02%

73.13%

+32.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.15%

72.92%

+71.23%

Dividends

MARA vs. DAPP - Dividend Comparison

Neither MARA nor DAPP has paid dividends to shareholders.


PositionTTM20252024202320222021
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%
MARA
MARA Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MARA and DAPP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARA has higher volatility (23.52%) compared to DAPP (19.25%). In terms of maximum drawdown, MARA dropped -99.74% vs DAPP's -92.61%.

DAPP currently has the higher Sharpe Ratio (0.62 vs -0.21), 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.

Portfolio Optimizer

Find the right allocation for MARA and DAPP

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