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WULF vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


WULFBTC-USD
YTD Return206.25%114.32%
1Y Return665.62%154.90%
3Y Return (Ann)-36.36%11.43%
5Y Return (Ann)9.20%60.55%
10Y Return (Ann)-6.48%72.52%
Sharpe Ratio4.961.07
Sortino Ratio3.841.78
Omega Ratio1.431.17
Calmar Ratio6.450.91
Martin Ratio22.894.39
Ulcer Index27.42%13.18%
Daily Std Dev126.55%44.55%
Max Drawdown-98.50%-93.07%
Current Drawdown-79.62%0.00%

Correlation

-0.50.00.51.00.1

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.


0.00%100.00%200.00%300.00%JuneJulyAugustSeptemberOctoberNovember
263.86%
38.87%
WULF
BTC-USD

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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.


WULF
Sharpe ratio
The chart of Sharpe ratio for WULF, currently valued at 5.31, compared to the broader market-4.00-2.000.002.004.005.31
Sortino ratio
The chart of Sortino ratio for WULF, currently valued at 4.25, compared to the broader market-4.00-2.000.002.004.006.004.25
Omega ratio
The chart of Omega ratio for WULF, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for WULF, currently valued at 4.98, compared to the broader market0.002.004.006.004.98
Martin ratio
The chart of Martin ratio for WULF, currently valued at 27.74, compared to the broader market0.0010.0020.0030.0027.74
BTC-USD
Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07
Sortino ratio
The chart of Sortino ratio for BTC-USD, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.006.001.78
Omega ratio
The chart of Omega ratio for BTC-USD, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for BTC-USD, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Martin ratio
The chart of Martin ratio for BTC-USD, currently valued at 4.39, compared to the broader market0.0010.0020.0030.004.39

WULF vs. BTC-USD - Sharpe Ratio Comparison

The current WULF Sharpe Ratio is 4.96, which is higher than the BTC-USD Sharpe Ratio of 1.07. 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
5.31
1.07
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%JuneJulyAugustSeptemberOctoberNovember
-79.62%
0
WULF
BTC-USD

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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
37.23%
15.70%
WULF
BTC-USD