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WULF vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WULF and SPY is 0.11, 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: 0.1

Performance

WULF vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TeraWulf Inc. (WULF) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
50.53%
1,257.89%
WULF
SPY

Key characteristics

Sharpe Ratio

WULF:

0.09

SPY:

0.51

Sortino Ratio

WULF:

1.03

SPY:

0.86

Omega Ratio

WULF:

1.11

SPY:

1.13

Calmar Ratio

WULF:

0.11

SPY:

0.55

Martin Ratio

WULF:

0.29

SPY:

2.26

Ulcer Index

WULF:

36.78%

SPY:

4.55%

Daily Std Dev

WULF:

119.31%

SPY:

20.08%

Max Drawdown

WULF:

-98.50%

SPY:

-55.19%

Current Drawdown

WULF:

-91.68%

SPY:

-9.89%

Returns By Period

In the year-to-date period, WULF achieves a -47.00% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, WULF has underperformed SPY with an annualized return of -13.31%, while SPY has yielded a comparatively higher 11.99% annualized return.


WULF

YTD

-47.00%

1M

3.09%

6M

-52.98%

1Y

20.48%

5Y*

1.24%

10Y*

-13.31%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

WULF vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for WULF, currently valued at 1.11, compared to the broader market0.501.001.502.00
WULF: 1.11
SPY: 1.13
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
SPY: 0.55
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
SPY: 2.26

The current WULF Sharpe Ratio is 0.09, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of WULF and SPY, 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
0.51
WULF
SPY

Dividends

WULF vs. SPY - Dividend Comparison

WULF has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WULF vs. SPY - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WULF and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.68%
-9.89%
WULF
SPY

Volatility

WULF vs. SPY - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 38.32% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that WULF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
38.32%
15.12%
WULF
SPY