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SDIG vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDIG and VCSH is 0.18, 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.


-0.50.00.51.00.2

Performance

SDIG vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stronghold Digital Mining, Inc. (SDIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
15.84%
1.65%
SDIG
VCSH

Key characteristics

Sharpe Ratio

SDIG:

-0.34

VCSH:

2.64

Sortino Ratio

SDIG:

0.28

VCSH:

4.08

Omega Ratio

SDIG:

1.03

VCSH:

1.52

Calmar Ratio

SDIG:

-0.47

VCSH:

4.68

Martin Ratio

SDIG:

-1.32

VCSH:

12.28

Ulcer Index

SDIG:

35.22%

VCSH:

0.47%

Daily Std Dev

SDIG:

138.58%

VCSH:

2.21%

Max Drawdown

SDIG:

-99.33%

VCSH:

-12.86%

Current Drawdown

SDIG:

-98.98%

VCSH:

-0.08%

Returns By Period

In the year-to-date period, SDIG achieves a -3.43% return, which is significantly lower than VCSH's 0.75% return.


SDIG

YTD

-3.43%

1M

-16.13%

6M

15.36%

1Y

-38.77%

5Y*

N/A

10Y*

N/A

VCSH

YTD

0.75%

1M

0.59%

6M

1.65%

1Y

5.89%

5Y*

1.86%

10Y*

2.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SDIG vs. VCSH — Risk-Adjusted Performance Rank

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

SDIG
The Risk-Adjusted Performance Rank of SDIG is 2626
Overall Rank
The Sharpe Ratio Rank of SDIG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIG is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SDIG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SDIG is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SDIG is 1010
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9292
Overall Rank
The Sharpe Ratio Rank of VCSH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDIG vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stronghold Digital Mining, Inc. (SDIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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 SDIG, currently valued at -0.34, compared to the broader market-2.000.002.004.00-0.342.64
The chart of Sortino ratio for SDIG, currently valued at 0.28, compared to the broader market-6.00-4.00-2.000.002.004.006.000.284.08
The chart of Omega ratio for SDIG, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.52
The chart of Calmar ratio for SDIG, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.474.84
The chart of Martin ratio for SDIG, currently valued at -1.32, compared to the broader market0.0010.0020.0030.00-1.3212.28
SDIG
VCSH

The current SDIG Sharpe Ratio is -0.34, which is lower than the VCSH Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of SDIG and VCSH, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.34
2.64
SDIG
VCSH

Dividends

SDIG vs. VCSH - Dividend Comparison

SDIG has not paid dividends to shareholders, while VCSH's dividend yield for the trailing twelve months is around 4.01%.


TTM20242023202220212020201920182017201620152014
SDIG
Stronghold Digital Mining, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.01%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%

Drawdowns

SDIG vs. VCSH - Drawdown Comparison

The maximum SDIG drawdown since its inception was -99.33%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for SDIG and VCSH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.98%
-0.08%
SDIG
VCSH

Volatility

SDIG vs. VCSH - Volatility Comparison

Stronghold Digital Mining, Inc. (SDIG) has a higher volatility of 20.61% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.51%. This indicates that SDIG's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
20.61%
0.51%
SDIG
VCSH
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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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