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MARA vs. MSTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MARA and MSTR is 0.40, 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.


-0.50.00.51.00.4

Performance

MARA vs. MSTR - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
-83.31%
2,291.02%
MARA
MSTR

Key characteristics

Sharpe Ratio

MARA:

-0.09

MSTR:

4.88

Sortino Ratio

MARA:

0.71

MSTR:

3.88

Omega Ratio

MARA:

1.08

MSTR:

1.45

Calmar Ratio

MARA:

-0.11

MSTR:

6.25

Martin Ratio

MARA:

-0.26

MSTR:

24.62

Ulcer Index

MARA:

37.56%

MSTR:

21.73%

Daily Std Dev

MARA:

110.39%

MSTR:

109.75%

Max Drawdown

MARA:

-99.74%

MSTR:

-99.86%

Current Drawdown

MARA:

-87.10%

MSTR:

-23.14%

Fundamentals

Market Cap

MARA:

$8.35B

MSTR:

$94.11B

EPS

MARA:

$0.83

MSTR:

-$2.47

PEG Ratio

MARA:

0.00

MSTR:

3.09

Total Revenue (TTM)

MARA:

$598.75M

MSTR:

$467.24M

Gross Profit (TTM)

MARA:

-$98.85M

MSTR:

$343.72M

EBITDA (TTM)

MARA:

$337.50M

MSTR:

-$880.64M

Returns By Period

In the year-to-date period, MARA achieves a -15.03% return, which is significantly lower than MSTR's 476.61% return. Over the past 10 years, MARA has underperformed MSTR with an annualized return of -18.55%, while MSTR has yielded a comparatively higher 36.42% annualized return.


MARA

YTD

-15.03%

1M

-11.80%

6M

3.90%

1Y

-19.45%

5Y*

83.65%

10Y*

-18.55%

MSTR

YTD

476.61%

1M

-23.14%

6M

145.46%

1Y

525.83%

5Y*

90.69%

10Y*

36.42%

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Risk-Adjusted Performance

MARA vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Digital Holdings, Inc. (MARA) and MicroStrategy Incorporated (MSTR). 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 -0.09, compared to the broader market-4.00-2.000.002.00-0.094.88
The chart of Sortino ratio for MARA, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.713.88
The chart of Omega ratio for MARA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.45
The chart of Calmar ratio for MARA, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.118.28
The chart of Martin ratio for MARA, currently valued at -0.26, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.2624.62
MARA
MSTR

The current MARA Sharpe Ratio is -0.09, which is lower than the MSTR Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of MARA and MSTR, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
-0.09
4.88
MARA
MSTR

Dividends

MARA vs. MSTR - Dividend Comparison

Neither MARA nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MARA vs. MSTR - Drawdown Comparison

The maximum MARA drawdown since its inception was -99.74%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MARA and MSTR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.10%
-23.14%
MARA
MSTR

Volatility

MARA vs. MSTR - Volatility Comparison

The current volatility for Marathon Digital Holdings, Inc. (MARA) is 27.35%, while MicroStrategy Incorporated (MSTR) has a volatility of 35.30%. This indicates that MARA experiences smaller price fluctuations and is considered to be less risky than MSTR 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%JulyAugustSeptemberOctoberNovemberDecember
27.35%
35.30%
MARA
MSTR

Financials

MARA vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between Marathon Digital Holdings, Inc. and MicroStrategy Incorporated. 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
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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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