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WULF vs. IREN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WULF and IREN is 0.39, 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: 0.4

Performance

WULF vs. IREN - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-90.97%
-73.25%
WULF
IREN

Key characteristics

Sharpe Ratio

WULF:

0.09

IREN:

0.15

Sortino Ratio

WULF:

1.03

IREN:

1.08

Omega Ratio

WULF:

1.11

IREN:

1.12

Calmar Ratio

WULF:

0.11

IREN:

0.21

Martin Ratio

WULF:

0.29

IREN:

0.47

Ulcer Index

WULF:

36.78%

IREN:

36.81%

Daily Std Dev

WULF:

119.31%

IREN:

112.44%

Max Drawdown

WULF:

-98.50%

IREN:

-95.73%

Current Drawdown

WULF:

-91.68%

IREN:

-73.63%

Fundamentals

Market Cap

WULF:

$1.17B

IREN:

$1.41B

EPS

WULF:

-$0.21

IREN:

-$0.30

PS Ratio

WULF:

8.33

IREN:

4.95

PB Ratio

WULF:

4.96

IREN:

1.10

Total Revenue (TTM)

WULF:

$97.62M

IREN:

$228.74M

Gross Profit (TTM)

WULF:

$49.42M

IREN:

$204.67M

EBITDA (TTM)

WULF:

-$28.91M

IREN:

$47.97M

Returns By Period

In the year-to-date period, WULF achieves a -47.00% return, which is significantly lower than IREN's -33.40% return.


WULF

YTD

-47.00%

1M

3.09%

6M

-52.98%

1Y

20.48%

5Y*

1.24%

10Y*

-13.31%

IREN

YTD

-33.40%

1M

-2.53%

6M

-29.30%

1Y

26.50%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WULF vs. IREN — 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 5959
Overall Rank
The Sharpe Ratio Rank of WULF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6262
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 5757
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 5555
Martin Ratio Rank

IREN
The Risk-Adjusted Performance Rank of IREN is 6262
Overall Rank
The Sharpe Ratio Rank of IREN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IREN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IREN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IREN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of IREN is 5858
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. IREN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) and Iris Energy Limited (IREN). 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.


The chart of Sharpe ratio for WULF, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
WULF: 0.09
IREN: 0.15
The chart of Sortino ratio for WULF, currently valued at 1.03, compared to the broader market-6.00-4.00-2.000.002.004.00
WULF: 1.03
IREN: 1.08
The chart of Omega ratio for WULF, currently valued at 1.11, compared to the broader market0.501.001.502.00
WULF: 1.11
IREN: 1.12
The chart of Calmar ratio for WULF, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.00
WULF: 0.11
IREN: 0.21
The chart of Martin ratio for WULF, currently valued at 0.29, compared to the broader market-5.000.005.0010.0015.0020.00
WULF: 0.29
IREN: 0.47

The current WULF Sharpe Ratio is 0.09, which is lower than the IREN Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of WULF and IREN, 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 Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
0.09
0.15
WULF
IREN

Dividends

WULF vs. IREN - Dividend Comparison

Neither WULF nor IREN has paid dividends to shareholders.


TTM2024202320222021
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%
IREN
Iris Energy Limited
0.00%0.00%0.00%0.00%0.00%

Drawdowns

WULF vs. IREN - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, roughly equal to the maximum IREN drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for WULF and IREN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-91.68%
-73.63%
WULF
IREN

Volatility

WULF vs. IREN - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 38.32% compared to Iris Energy Limited (IREN) at 27.07%. This indicates that WULF's price experiences larger fluctuations and is considered to be riskier than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
38.32%
27.07%
WULF
IREN

Financials

WULF vs. IREN - Financials Comparison

This section allows you to compare key financial metrics between TeraWulf Inc. and Iris Energy Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items