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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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
14.17%
58.86%
^XCMP
CIFR

Key characteristics

Sharpe Ratio

^XCMP:

1.48

CIFR:

0.38

Sortino Ratio

^XCMP:

1.98

CIFR:

1.45

Omega Ratio

^XCMP:

1.28

CIFR:

1.16

Calmar Ratio

^XCMP:

2.03

CIFR:

0.53

Martin Ratio

^XCMP:

6.92

CIFR:

1.53

Ulcer Index

^XCMP:

3.85%

CIFR:

28.29%

Daily Std Dev

^XCMP:

17.98%

CIFR:

114.16%

Max Drawdown

^XCMP:

-35.83%

CIFR:

-97.16%

Current Drawdown

^XCMP:

-0.51%

CIFR:

-58.54%

Returns By Period

In the year-to-date period, ^XCMP achieves a 3.92% return, which is significantly lower than CIFR's 29.74% return.


^XCMP

YTD

3.92%

1M

2.21%

6M

12.27%

1Y

29.20%

5Y*

16.73%

10Y*

16.06%

CIFR

YTD

29.74%

1M

10.87%

6M

48.64%

1Y

72.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^XCMP vs. CIFR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XCMP
The Risk-Adjusted Performance Rank of ^XCMP is 6868
Overall Rank
The Sharpe Ratio Rank of ^XCMP is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCMP is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^XCMP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^XCMP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^XCMP is 6767
Martin Ratio Rank

CIFR
The Risk-Adjusted Performance Rank of CIFR is 6464
Overall Rank
The Sharpe Ratio Rank of CIFR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CIFR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CIFR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CIFR is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CIFR is 6262
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.

^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 1.48, compared to the broader market-0.500.000.501.001.502.002.501.481.00
The chart of Sortino ratio for ^XCMP, currently valued at 1.98, compared to the broader market0.001.002.003.001.982.08
The chart of Omega ratio for ^XCMP, currently valued at 1.28, compared to the broader market1.001.201.401.601.281.24
The chart of Calmar ratio for ^XCMP, currently valued at 2.03, compared to the broader market0.001.002.003.004.002.031.37
The chart of Martin ratio for ^XCMP, currently valued at 6.92, compared to the broader market0.005.0010.0015.0020.006.923.90
^XCMP
CIFR

The current ^XCMP Sharpe Ratio is 1.48, which is higher than the CIFR Sharpe Ratio of 0.38. 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 Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.48
1.00
^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%SeptemberOctoberNovemberDecember2025February
-0.51%
-58.54%
^XCMP
CIFR

Volatility

^XCMP vs. CIFR - Volatility Comparison

The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 5.11%, while Cipher Mining Inc. (CIFR) has a volatility of 36.05%. 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%SeptemberOctoberNovemberDecember2025February
5.11%
36.05%
^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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