CLSK vs MARA: returns, Sharpe ratio and drawdown
Performance
CLSK-55.62%MARA-58.16%
Summary
CLSK vs MARA
Over the past year, CLSK returned -55.62% against -58.16% for MARA. Over five years, CLSK averaged -19.48% a year, compared with -36.32% for MARA. CLSK had the higher Sharpe ratio over the past year (-0.42 vs -0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -62.98% for MARA and -69.80% for CLSK. Their daily returns had a correlation of 0.85 over the past year, which is high.
Ranking
How CLSK and MARA rank
CLSKMARA
Current Drawdown
CLSK-63.26%MARA-58.16%
Rolling Volatility
CLSK126.43%MARA96.12%
METRICS
Correlation Matrix
Metrics
Risk Indicators
CLSKMARA
Alpha
CLSK
-74.52%
MARA
-85.52%
Beta
CLSK
3.49x
MARA
3.23x
Sharpe
CLSK
-0.42
MARA
-0.62
Sortino
CLSK
-0.61
MARA
-0.91
Omega
CLSK
0.93
MARA
0.90
Calmar
CLSK
-0.80
MARA
-0.92
Martin
CLSK
-1.28
MARA
-1.55
Comparisons