WULF vs. MARA
WULF (TeraWulf Inc.) and MARA (MARA Holdings, Inc.) are both stocks. WULF operates in Information Technology Services (Technology), while MARA operates in Capital Markets (Financial Services). Over the past 3 years, WULF returned 151.93%/yr vs 4.97%/yr for MARA. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
WULF vs. MARA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WULF achieves a 150.48% return, which is significantly higher than MARA's 63.70% return.
WULF
- 1D
- 1.66%
- 1M
- 26.12%
- YTD
- 150.48%
- 6M
- 131.72%
- 1Y
- 706.16%
- 3Y*
- 151.93%
- 5Y*
- —
- 10Y*
- —
MARA
- 1D
- -1.01%
- 1M
- 6.44%
- YTD
- 63.70%
- 6M
- 49.09%
- 1Y
- 3.67%
- 3Y*
- 4.97%
- 5Y*
- -12.99%
- 10Y*
- -9.81%
WULF vs. MARA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WULF TeraWulf Inc. | 150.48% | 103.00% | 135.83% | 260.58% | -95.58% | -52.66% |
MARA MARA Holdings, Inc. | 63.70% | -46.45% | -28.61% | 586.84% | -89.59% | -10.80% |
Correlation
The correlation between WULF and MARA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021 | 0.60 |
The correlation between WULF and MARA shifts across timeframes, from 0.57 (1 year) to 0.68 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
WULF:
$12.17B
MARA:
$5.59B
WULF:
-$2.55
MARA:
-$4.95
WULF:
68.89
MARA:
6.97
WULF:
$168.06M
MARA:
$867.82M
WULF:
$107.59M
MARA:
$164.95M
WULF:
-$132.10M
MARA:
$373.68M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WULF vs. MARA — Risk / Return Rank
WULF
MARA
WULF vs. MARA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) and MARA Holdings, Inc. (MARA). 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.
| WULF | MARA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.72 | ||
| Sortino ratioReturn per unit of downside risk | +4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.08 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 22.46 | 0.05 | +22.41 |
| Martin ratioReturn relative to average drawdown | 60.68 | 0.09 | +60.60 |
Loading charts...
Drawdowns
WULF vs. MARA - Drawdown Comparison
The maximum WULF drawdown since its inception was -98.30%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for WULF and MARA.
Loading charts...
Drawdown Indicators
| WULF | MARA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.30% | -99.74% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -31.74% | -70.53% | +38.79% |
Max Drawdown (3Y)Largest decline over 3 years | -75.77% | -78.34% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -95.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.20% | — |
Current DrawdownCurrent decline from peak | -9.47% | -90.50% | +81.03% |
Average DrawdownAverage peak-to-trough decline | -81.54% | -78.02% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.72% | 42.92% | -31.20% |
Volatility
WULF vs. MARA - Volatility Comparison
TeraWulf Inc. (WULF) and MARA Holdings, Inc. (MARA) have volatilities of 23.30% and 22.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WULF | MARA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.30% | 22.49% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 62.43% | 59.83% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.58% | 79.25% | +26.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.65% | 105.92% | +21.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.65% | 144.16% | -16.51% |
Dividends
WULF vs. MARA - Dividend Comparison
Neither WULF nor MARA has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MARA MARA Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WULF TeraWulf Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 33.22% |
Financials
WULF vs. MARA - Financials Comparison
This section allows you to compare key financial metrics between TeraWulf Inc. and MARA Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WULF and MARA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WULF has higher volatility (23.30%) compared to MARA (22.49%). In terms of maximum drawdown, WULF dropped -98.30% vs MARA's -99.74%.
WULF currently has the higher Sharpe Ratio (6.76 vs 0.05), 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.
Find the right allocation for WULF and MARA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer