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^XCMP vs. CIFR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XCMP and CIFR is 0.40, 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.


-0.50.00.51.00.4

Performance

^XCMP vs. CIFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite Total Return Index (^XCMP) and Cipher Mining Inc. (CIFR). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.58%
-44.21%
^XCMP
CIFR

Key characteristics

Sharpe Ratio

^XCMP:

1.86

CIFR:

0.41

Sortino Ratio

^XCMP:

2.43

CIFR:

1.56

Omega Ratio

^XCMP:

1.34

CIFR:

1.17

Calmar Ratio

^XCMP:

2.49

CIFR:

0.59

Martin Ratio

^XCMP:

8.85

CIFR:

1.57

Ulcer Index

^XCMP:

3.70%

CIFR:

31.54%

Daily Std Dev

^XCMP:

17.55%

CIFR:

121.01%

Max Drawdown

^XCMP:

-35.83%

CIFR:

-97.16%

Current Drawdown

^XCMP:

-2.98%

CIFR:

-60.54%

Returns By Period

In the year-to-date period, ^XCMP achieves a 31.30% return, which is significantly lower than CIFR's 38.74% return.


^XCMP

YTD

31.30%

1M

3.28%

6M

11.03%

1Y

31.74%

5Y*

17.79%

10Y*

16.24%

CIFR

YTD

38.74%

1M

-11.98%

6M

25.66%

1Y

41.48%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^XCMP vs. CIFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Cipher Mining Inc. (CIFR). 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.


Sharpe ratio
The chart of Sharpe ratio for ^XCMP, currently valued at 1.86, compared to the broader market0.001.002.001.860.36
The chart of Sortino ratio for ^XCMP, currently valued at 2.43, compared to the broader market-1.000.001.002.003.002.431.47
The chart of Omega ratio for ^XCMP, currently valued at 1.34, compared to the broader market0.901.001.101.201.301.401.341.16
The chart of Calmar ratio for ^XCMP, currently valued at 2.49, compared to the broader market0.001.002.003.002.490.50
The chart of Martin ratio for ^XCMP, currently valued at 8.85, compared to the broader market0.005.0010.0015.0020.008.851.49
^XCMP
CIFR

The current ^XCMP Sharpe Ratio is 1.86, which is higher than the CIFR Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ^XCMP and CIFR, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.86
0.36
^XCMP
CIFR

Drawdowns

^XCMP vs. CIFR - Drawdown Comparison

The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum CIFR drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for ^XCMP and CIFR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.98%
-60.54%
^XCMP
CIFR

Volatility

^XCMP vs. CIFR - Volatility Comparison

The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 5.05%, while Cipher Mining Inc. (CIFR) has a volatility of 39.27%. This indicates that ^XCMP experiences smaller price fluctuations and is considered to be less risky than CIFR 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%JulyAugustSeptemberOctoberNovemberDecember
5.05%
39.27%
^XCMP
CIFR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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