MARA Marathon Dig...

Fundamental Data

Get detailed Fundamental insights of Marathon Digital Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.48 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of MARA

Started Recovered Drawdown Days
Jan 8, 2015 Jul 19, 2024 -99.70% 3481
Jan 6, 2015 Jan 6, 2015 -1.39% 1

MARA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

MARA
S&P500
Metric MARA S&P500
Cumulative Return -81.51% +167.24%
Compound Annual Growth Rate (CAGR) -11.5% +7.37%
Sharpe 0.50 0.67
Sortino 0.96 0.93
Max Drawdown -99.7% -34.1%
Longest Drawdown Days 3481 745
Volatility (ann.) 145.6% 17.83%
Correlation 25.36% -
R^2 0.06 -
Calmar -0.12 0.22
Skew 4.55 -0.55
Kurtosis 64.97 12.70
Expected Daily -0.07% +0.04%
Expected Monthly -1.46% +0.86%
Expected Yearly -15.53% +10.33%
Kelly Criterion 2.88% 7.5%
Risk of Ruin 0% 0%
Daily Value-at-Risk -14.80% -1.80%
Expected Shortfall (cVaR) -14.80% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 13 8
Gain/Pain Ratio 0.11 0.14
Gain/Pain (1M) 0.48 0.76
Payoff Ratio 1.39 0.98
Profit Factor 1.11 1.14
Outlier Win Ratio 2.52 21.90
Outlier Loss Ratio 2.10 13.45
MTD +24.58% +0.88%
3M +64.54% +9.90%
6M +53.89% +15.22%
YTD +5.28% +15.50%
1Y +47.11% +20.87%
3Y (ann.) -5.05% +5.42%
Best Day +172.94% +9.06%
Worst Day -40.86% -10.94%
Best Month -40.86% -10.94%
Worst Month -57.41% -13.00%
Best Year +1086.36% +28.79%
Worst Year -91.22% -19.48%
Avg. Drawdown -50.55% -1.80%
Avg. Drawdown Days 1741 21
Recovery Factor 6.98 3.33
Ulcer Index 0.87 0.08
Avg. Up Month +47.77% +3.89%
Avg. Down Month -24.38% -4.64%
Win Days 43.51% 54.28%
Win Month 41.74% 66.96%
Win Quarter 46.15% 76.92%
Win Year 50.00% 70.00%