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MRAM vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MRAM vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Everspin Technologies, Inc. (MRAM) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRAM achieves a 206.25% return, which is significantly higher than BTC-USD's -27.60% return.


MRAM

1D
-0.53%
1M
49.19%
YTD
206.25%
6M
230.47%
1Y
393.40%
3Y*
49.42%
5Y*
36.26%
10Y*

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRAM vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRAM
Everspin Technologies, Inc.
206.25%45.23%-29.31%62.59%-50.80%145.65%-12.55%-6.24%-25.20%-9.53%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between MRAM and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.24

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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2016

0.15

Over the past year, MRAM and BTC-USD have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

MRAM vs. BTC-USD — Risk / Return Rank

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

MRAM
MRAM Risk / Return Rank: 9595
Overall Rank
MRAM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MRAM Sortino Ratio Rank: 9494
Sortino Ratio Rank
MRAM Omega Ratio Rank: 9393
Omega Ratio Rank
MRAM Calmar Ratio Rank: 9696
Calmar Ratio Rank
MRAM Martin Ratio Rank: 9494
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

MRAM vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Everspin Technologies, Inc. (MRAM) and Bitcoin (BTC-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.


MRAMBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.74

Sortino ratioReturn per unit of downside risk

+5.16

Omega ratioGain probability vs. loss probability

1.51

0.87

+0.64

Calmar ratioReturn relative to maximum drawdown

8.05

-0.80

+8.85

Martin ratioReturn relative to average drawdown

17.67

-1.39

+19.06

MRAM vs. BTC-USD - Sharpe Ratio Comparison

The current MRAM Sharpe Ratio is 3.81, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of MRAM and BTC-USD, 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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Sharpe Ratios by Period


MRAMBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.81

-0.92

+4.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.23

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.13

-0.95

Drawdowns

MRAM vs. BTC-USD - Drawdown Comparison

The maximum MRAM drawdown since its inception was -91.28%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for MRAM and BTC-USD.


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Drawdown Indicators


MRAMBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.28%

-85.30%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-49.25%

-49.65%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-57.89%

-49.65%

-8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-67.02%

-76.67%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-35.42%

-49.21%

+13.79%

Average Drawdown

Average peak-to-trough decline

-64.68%

-42.28%

-22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.40%

33.87%

-11.47%

Volatility

MRAM vs. BTC-USD - Volatility Comparison

Everspin Technologies, Inc. (MRAM) has a higher volatility of 58.87% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that MRAM's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRAMBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.87%

10.14%

+48.73%

Volatility (6M)

Calculated over the trailing 6-month period

87.06%

34.17%

+52.89%

Volatility (1Y)

Calculated over the trailing 1-year period

103.97%

35.51%

+68.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.11%

44.98%

+31.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.28%

56.69%

+21.59%

Frequently Asked Questions


MRAM and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRAM has higher volatility (58.87%) compared to BTC-USD (10.14%). In terms of maximum drawdown, MRAM dropped -91.28% vs BTC-USD's -85.30%.

MRAM currently has the higher Sharpe Ratio (3.81 vs -0.92), 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.

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