PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WULF vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between WULF and BTC-USD is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

WULF vs. BTC-USD - Performance Comparison

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

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
-38.73%
166,637,694.69%
WULF
BTC-USD

Key characteristics

Sharpe Ratio

WULF:

0.20

BTC-USD:

0.76

Sortino Ratio

WULF:

1.16

BTC-USD:

1.41

Omega Ratio

WULF:

1.13

BTC-USD:

1.14

Calmar Ratio

WULF:

0.24

BTC-USD:

0.55

Martin Ratio

WULF:

0.70

BTC-USD:

3.60

Ulcer Index

WULF:

32.51%

BTC-USD:

11.11%

Daily Std Dev

WULF:

115.64%

BTC-USD:

42.54%

Max Drawdown

WULF:

-98.50%

BTC-USD:

-93.07%

Current Drawdown

WULF:

-91.74%

BTC-USD:

-22.29%

Returns By Period

In the year-to-date period, WULF achieves a -47.35% return, which is significantly lower than BTC-USD's -11.71% return. Over the past 10 years, WULF has underperformed BTC-USD with an annualized return of -14.11%, while BTC-USD has yielded a comparatively higher 77.84% annualized return.


WULF

YTD

-47.35%

1M

-18.80%

6M

-31.65%

1Y

27.90%

5Y*

1.98%

10Y*

-14.11%

BTC-USD

YTD

-11.71%

1M

-4.16%

6M

36.04%

1Y

26.03%

5Y*

65.06%

10Y*

77.84%

*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

WULF vs. BTC-USD — Risk-Adjusted Performance Rank

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

WULF
The Risk-Adjusted Performance Rank of WULF is 6464
Overall Rank
The Sharpe Ratio Rank of WULF is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 6161
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8383
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8686
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.

WULF vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) 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.


Sharpe ratio
The chart of Sharpe ratio for WULF, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
WULF: -0.46
BTC-USD: 0.76
The chart of Sortino ratio for WULF, currently valued at -0.10, compared to the broader market-6.00-4.00-2.000.002.004.00
WULF: -0.10
BTC-USD: 1.41
The chart of Omega ratio for WULF, currently valued at 0.99, compared to the broader market0.501.001.502.00
WULF: 0.99
BTC-USD: 1.14
The chart of Calmar ratio for WULF, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
WULF: 0.24
BTC-USD: 0.55
The chart of Martin ratio for WULF, currently valued at -1.62, compared to the broader market-5.000.005.0010.0015.0020.00
WULF: -1.62
BTC-USD: 3.60

The current WULF Sharpe Ratio is 0.20, which is lower than the BTC-USD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of WULF and BTC-USD, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
-0.46
0.76
WULF
BTC-USD

Drawdowns

WULF vs. BTC-USD - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for WULF and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.74%
-22.29%
WULF
BTC-USD

Volatility

WULF vs. BTC-USD - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 34.61% compared to Bitcoin (BTC-USD) at 15.22%. This indicates that WULF'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
34.61%
15.22%
WULF
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab