WULF vs. BTC-USD
Compare and contrast key facts about TeraWulf Inc. (WULF) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WULF or BTC-USD.
Key characteristics
WULF | BTC-USD | |
---|---|---|
YTD Return | 206.25% | 114.32% |
1Y Return | 665.62% | 154.90% |
3Y Return (Ann) | -36.36% | 11.43% |
5Y Return (Ann) | 9.20% | 60.55% |
10Y Return (Ann) | -6.48% | 72.52% |
Sharpe Ratio | 4.96 | 1.07 |
Sortino Ratio | 3.84 | 1.78 |
Omega Ratio | 1.43 | 1.17 |
Calmar Ratio | 6.45 | 0.91 |
Martin Ratio | 22.89 | 4.39 |
Ulcer Index | 27.42% | 13.18% |
Daily Std Dev | 126.55% | 44.55% |
Max Drawdown | -98.50% | -93.07% |
Current Drawdown | -79.62% | 0.00% |
Correlation
The correlation between WULF and BTC-USD is 0.08, 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.
Performance
WULF vs. BTC-USD - Performance Comparison
In the year-to-date period, WULF achieves a 206.25% return, which is significantly higher than BTC-USD's 114.32% return. Over the past 10 years, WULF has underperformed BTC-USD with an annualized return of -6.48%, while BTC-USD has yielded a comparatively higher 72.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 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.
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.
Volatility
WULF vs. BTC-USD - Volatility Comparison
TeraWulf Inc. (WULF) has a higher volatility of 37.23% compared to Bitcoin (BTC-USD) at 15.70%. 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.