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

Correlation

The correlation between ^XCMP and CIFR 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

^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%NovemberDecember2025FebruaryMarchApril
17.11%
-70.01%
^XCMP
CIFR

Key characteristics

Sharpe Ratio

^XCMP:

0.27

CIFR:

-0.32

Sortino Ratio

^XCMP:

0.55

CIFR:

0.25

Omega Ratio

^XCMP:

1.08

CIFR:

1.03

Calmar Ratio

^XCMP:

0.28

CIFR:

-0.42

Martin Ratio

^XCMP:

0.96

CIFR:

-0.99

Ulcer Index

^XCMP:

7.04%

CIFR:

36.36%

Daily Std Dev

^XCMP:

25.09%

CIFR:

113.87%

Max Drawdown

^XCMP:

-35.83%

CIFR:

-97.16%

Current Drawdown

^XCMP:

-13.65%

CIFR:

-78.79%

Returns By Period

In the year-to-date period, ^XCMP achieves a -9.81% return, which is significantly higher than CIFR's -33.62% return.


^XCMP

YTD

-9.81%

1M

0.37%

6M

-5.81%

1Y

9.91%

5Y*

15.86%

10Y*

14.45%

CIFR

YTD

-33.62%

1M

32.76%

6M

-43.59%

1Y

-31.56%

5Y*

N/A

10Y*

N/A

*Annualized

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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 4646
Overall Rank
The Sharpe Ratio Rank of ^XCMP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCMP is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ^XCMP is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ^XCMP is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ^XCMP is 4646
Martin Ratio Rank

CIFR
The Risk-Adjusted Performance Rank of CIFR is 3535
Overall Rank
The Sharpe Ratio Rank of CIFR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CIFR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CIFR is 4444
Omega Ratio Rank
The Calmar Ratio Rank of CIFR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CIFR is 2929
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.


The chart of Sharpe ratio for ^XCMP, currently valued at 0.27, compared to the broader market-0.500.000.501.001.50
^XCMP: 0.27
CIFR: -0.16
The chart of Sortino ratio for ^XCMP, currently valued at 0.55, compared to the broader market-1.00-0.500.000.501.001.502.00
^XCMP: 0.55
CIFR: 0.58
The chart of Omega ratio for ^XCMP, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^XCMP: 1.08
CIFR: 1.07
The chart of Calmar ratio for ^XCMP, currently valued at 0.28, compared to the broader market-0.500.000.501.00
^XCMP: 0.28
CIFR: -0.20
The chart of Martin ratio for ^XCMP, currently valued at 0.96, compared to the broader market0.002.004.006.00
^XCMP: 0.96
CIFR: -0.47

The current ^XCMP Sharpe Ratio is 0.27, which is higher than the CIFR Sharpe Ratio of -0.32. 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
-0.16
^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%NovemberDecember2025FebruaryMarchApril
-13.65%
-78.79%
^XCMP
CIFR

Volatility

^XCMP vs. CIFR - Volatility Comparison

The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 17.19%, while Cipher Mining Inc. (CIFR) has a volatility of 36.85%. 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%NovemberDecember2025FebruaryMarchApril
17.19%
36.85%
^XCMP
CIFR