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MNTS vs. CORZZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MNTS vs. CORZZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Momentus Inc. (MNTS) and Core Scientific Inc. Tranche 2 Warrants (CORZZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNTS achieves a 68.99% return, which is significantly lower than CORZZ's 99.31% return.


MNTS

1D
-6.05%
1M
11.52%
YTD
68.99%
6M
36.03%
1Y
-63.99%
3Y*
-86.44%
5Y*
-85.96%
10Y*

CORZZ

1D
0.00%
1M
14.77%
YTD
99.31%
6M
87.45%
1Y
156.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNTS vs. CORZZ - Yearly Performance Comparison


2026 (YTD)20252024
MNTS
Momentus Inc.
68.99%-96.56%-30.03%
CORZZ
Core Scientific Inc. Tranche 2 Warrants
99.31%3.71%601.00%

Correlation

The correlation between MNTS and CORZZ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.16

Fundamentals

EPS

MNTS:

-$77.97

CORZZ:

-$3.81

PS Ratio

MNTS:

3.64

CORZZ:

26.10

Total Revenue (TTM)

MNTS:

$1.03M

CORZZ:

$354.74M

Gross Profit (TTM)

MNTS:

$681.00K

CORZZ:

$59.79M

EBITDA (TTM)

MNTS:

-$28.93M

CORZZ:

$78.17M

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Return for Risk

MNTS vs. CORZZ — Risk / Return Rank

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

MNTS
MNTS Risk / Return Rank: 3333
Overall Rank
MNTS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MNTS Sortino Ratio Rank: 5151
Sortino Ratio Rank
MNTS Omega Ratio Rank: 5050
Omega Ratio Rank
MNTS Calmar Ratio Rank: 1515
Calmar Ratio Rank
MNTS Martin Ratio Rank: 2121
Martin Ratio Rank

CORZZ
CORZZ Risk / Return Rank: 8686
Overall Rank
CORZZ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CORZZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
CORZZ Omega Ratio Rank: 8585
Omega Ratio Rank
CORZZ Calmar Ratio Rank: 8888
Calmar Ratio Rank
CORZZ Martin Ratio Rank: 8383
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.

MNTS vs. CORZZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Momentus Inc. (MNTS) and Core Scientific Inc. Tranche 2 Warrants (CORZZ). 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.


MNTSCORZZDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.71

3.90

-4.61

Martin ratioReturn relative to average drawdown

-1.02

7.39

-8.41

MNTS vs. CORZZ - Sharpe Ratio Comparison

The current MNTS Sharpe Ratio is -0.30, which is lower than the CORZZ Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MNTS and CORZZ, 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

MNTS vs. CORZZ - Drawdown Comparison

The maximum MNTS drawdown since its inception was -100.00%, which is greater than CORZZ's maximum drawdown of -65.20%. Use the drawdown chart below to compare losses from any high point for MNTS and CORZZ.


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Drawdown Indicators


MNTSCORZZDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-65.20%

-34.80%

Max Drawdown (1Y)

Largest decline over 1 year

-90.53%

-40.39%

-50.14%

Max Drawdown (3Y)

Largest decline over 3 years

-99.94%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-0.41%

-99.59%

Average Drawdown

Average peak-to-trough decline

-76.00%

-21.26%

-54.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.79%

21.25%

+41.54%

Volatility

MNTS vs. CORZZ - Volatility Comparison

Momentus Inc. (MNTS) has a higher volatility of 104.87% compared to Core Scientific Inc. Tranche 2 Warrants (CORZZ) at 16.73%. This indicates that MNTS's price experiences larger fluctuations and is considered to be riskier than CORZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNTSCORZZDifference

Volatility (1M)

Calculated over the trailing 1-month period

104.87%

16.73%

+88.14%

Volatility (6M)

Calculated over the trailing 6-month period

157.09%

46.47%

+110.62%

Volatility (1Y)

Calculated over the trailing 1-year period

214.47%

73.57%

+140.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

170.66%

97.38%

+73.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

153.12%

97.38%

+55.74%

Dividends

MNTS vs. CORZZ - Dividend Comparison

Neither MNTS nor CORZZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MNTS vs. CORZZ - Financials Comparison

This section allows you to compare key financial metrics between Momentus Inc. and Core Scientific Inc. Tranche 2 Warrants. 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
234.00K
115.24M
(MNTS) Total Revenue
(CORZZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MNTS and CORZZ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNTS has higher volatility (104.87%) compared to CORZZ (16.73%). In terms of maximum drawdown, MNTS dropped -100.00% vs CORZZ's -65.20%.

CORZZ currently has the higher Sharpe Ratio (2.14 vs -0.30), 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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