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MARA vs. XYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MARA vs. XYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MARA Holdings, Inc. (MARA) and Block, Inc (XYZ). 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 XYZ's 6.15% return. Over the past 10 years, MARA has underperformed XYZ with an annualized return of -10.54%, while XYZ has yielded a comparatively higher 22.72% annualized 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%

XYZ

1D
3.69%
1M
-4.20%
YTD
6.15%
6M
8.61%
1Y
7.85%
3Y*
2.48%
5Y*
-20.63%
10Y*
22.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARA vs. XYZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MARA
MARA Holdings, Inc.
51.56%-46.45%-28.61%586.84%-89.59%214.75%1,084.48%-39.16%-91.17%-40.41%
XYZ
Block, Inc
6.15%-23.41%9.88%23.09%-61.09%-25.79%247.89%11.54%61.78%154.37%

Correlation

The correlation between MARA and XYZ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.45

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2015

0.33

The correlation between MARA and XYZ shifts across timeframes, from 0.33 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MARA:

$5.17B

XYZ:

$41.29B

EPS

MARA:

-$4.95

XYZ:

$1.31

PS Ratio

MARA:

6.45

XYZ:

1.74

Total Revenue (TTM)

MARA:

$867.82M

XYZ:

$24.48B

Gross Profit (TTM)

MARA:

$164.95M

XYZ:

$11.01B

EBITDA (TTM)

MARA:

$373.68M

XYZ:

$2.42B

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Return for Risk

MARA vs. XYZ — 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

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
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. XYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MARA Holdings, Inc. (MARA) and Block, Inc (XYZ). 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.


MARAXYZDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.03

1.07

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.24

0.20

-0.44

Martin ratioReturn relative to average drawdown

-0.40

0.46

-0.85

MARA vs. XYZ - Sharpe Ratio Comparison

The current MARA Sharpe Ratio is -0.21, which is lower than the XYZ Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of MARA and XYZ, 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. XYZ - Drawdown Comparison

The maximum MARA drawdown since its inception was -99.74%, which is greater than XYZ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for MARA and XYZ.


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Drawdown Indicators


MARAXYZDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-86.08%

-13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-70.53%

-39.48%

-31.05%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-52.96%

-25.38%

Max Drawdown (5Y)

Largest decline over 5 years

-95.87%

-86.08%

-9.79%

Max Drawdown (10Y)

Largest decline over 10 years

-99.20%

-86.08%

-13.12%

Current Drawdown

Current decline from peak

-91.20%

-75.48%

-15.72%

Average Drawdown

Average peak-to-trough decline

-78.00%

-41.04%

-36.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.52%

17.13%

+25.39%

Volatility

MARA vs. XYZ - Volatility Comparison

MARA Holdings, Inc. (MARA) has a higher volatility of 23.52% compared to Block, Inc (XYZ) at 13.18%. This indicates that MARA's price experiences larger fluctuations and is considered to be riskier than XYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARAXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.52%

13.18%

+10.34%

Volatility (6M)

Calculated over the trailing 6-month period

60.48%

35.59%

+24.89%

Volatility (1Y)

Calculated over the trailing 1-year period

79.23%

46.92%

+32.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.02%

60.02%

+46.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.15%

56.70%

+87.45%

Dividends

MARA vs. XYZ - Dividend Comparison

Neither MARA nor XYZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MARA vs. XYZ - Financials Comparison

This section allows you to compare key financial metrics between MARA Holdings, Inc. and Block, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
174.61M
6.06B
(MARA) Total Revenue
(XYZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MARA and XYZ have a correlation of 0.41, 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 XYZ (13.18%). In terms of maximum drawdown, MARA dropped -99.74% vs XYZ's -86.08%.

XYZ currently has the higher Sharpe Ratio (0.17 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

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