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

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.

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Returns By Period

In the year-to-date period, WULF achieves a 68.58% return, which is significantly higher than BTC-USD's -26.24% return.


WULF

1D
-0.21%
1M
-31.24%
6M
36.31%
YTD
68.58%
1Y
297.74%
3Y*
76.55%
5Y*
10Y*

BTC-USD

1D
-0.69%
1M
-2.62%
6M
-33.43%
YTD
-26.24%
1Y
-45.20%
3Y*
28.74%
5Y*
15.51%
10Y*
57.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WULF vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WULF
TeraWulf Inc.
68.58%103.00%135.83%260.58%-95.58%-52.66%
BTC-USD
Bitcoin
-26.24%-6.27%120.76%155.82%-64.23%-1.11%

Correlation

The correlation between WULF and BTC-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.35

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Return for Risk

WULF vs. BTC-USD — Risk / Return Rank

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

WULF
WULF Risk / Return Rank: 9696
Overall Rank
WULF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WULF Sortino Ratio Rank: 9595
Sortino Ratio Rank
WULF Omega Ratio Rank: 9292
Omega Ratio Rank
WULF Calmar Ratio Rank: 9898
Calmar Ratio Rank
WULF Martin Ratio Rank: 9898
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4545
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 66
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.

WULF vs. BTC-USD - Risk-Adjusted Trends 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.

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.


WULFBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.90

Sortino ratioReturn per unit of downside risk

+5.00

Omega ratioGain probability vs. loss probability

1.40

0.84

+0.56

Calmar ratioReturn relative to maximum drawdown

9.04

-0.85

+9.90

Martin ratioReturn relative to average drawdown

23.22

-1.38

+24.60

WULF vs. BTC-USD - Sharpe Ratio Comparison

The current WULF Sharpe Ratio is 2.85, which is higher than the BTC-USD Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of WULF 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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Drawdowns

WULF vs. BTC-USD - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.30%, 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 WULF and BTC-USD.


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Drawdown Indicators


WULFBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.30%

-85.30%

-13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-33.16%

-53.08%

+19.92%

Max Drawdown (3Y)

Largest decline over 3 years

-75.19%

-53.08%

-22.11%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-39.07%

-48.25%

+9.18%

Average Drawdown

Average peak-to-trough decline

-80.84%

-42.57%

-38.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.89%

29.20%

-16.31%

Volatility

WULF vs. BTC-USD - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 25.38% compared to Bitcoin (BTC-USD) at 9.75%. 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.


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Volatility by Period


WULFBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.38%

9.75%

+15.63%

Volatility (6M)

Calculated over the trailing 6-month period

64.91%

34.90%

+30.01%

Volatility (1Y)

Calculated over the trailing 1-year period

105.54%

35.75%

+69.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.31%

43.96%

+83.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.31%

56.34%

+70.97%

Frequently Asked Questions


WULF and BTC-USD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WULF has higher volatility (25.38%) compared to BTC-USD (9.75%). In terms of maximum drawdown, WULF dropped -98.30% vs BTC-USD's -85.30%.

WULF currently has the higher Sharpe Ratio (2.85 vs -1.05), 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

Find the right allocation for WULF and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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