MARA Marathon Dig...
Fundamental Data
Get detailed Fundamental insights of Marathon Digital Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.47 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of MARA
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jan 8, 2015 | May 17, 2024 | -99.70% | 3418 |
| 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 - May 17, 2024Annual Return (%)
MARA
S&P500
Metric MARA S&P500
| Cumulative Return | -85.46% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -13.24% | 7.23% |
| Sharpe | 0.49 | 0.65 |
| Sortino | 0.92 | 0.91 |
| Max Drawdown | -99.7% | -34.1% |
| Longest Drawdown Days | 3418 | 745 |
| Volatility (ann.) | 146.41% | 17.95% |
| Correlation | 25.33% | - |
| R^2 | 0.06 | - |
| Calmar | -0.13 | 0.21 |
| Skew | 4.56 | -0.55 |
| Kurtosis | 64.67 | 12.55 |
| Expected Daily | -0.08% | 0.04% |
| Expected Monthly | -1.69% | 0.84% |
| Expected Yearly | -17.54% | 9.93% |
| Kelly Criterion | 2.8% | 7.44% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -14.89% | -1.81% |
| Expected Shortfall (cVaR) | -14.89% | -1.81% |
| Max Consecutive Wins | 11 | 10 |
| Max Consecutive Losses | 13 | 8 |
| Gain/Pain Ratio | 0.11 | 0.13 |
| Gain/Pain (1M) | 0.46 | 0.74 |
| Payoff Ratio | 1.39 | 0.99 |
| Profit Factor | 1.11 | 1.13 |
| Outlier Win Ratio | 2.52 | 21.77 |
| Outlier Loss Ratio | 2.09 | 13.42 |
| MTD | 21.11% | 5.47% |
| 3M | -27.80% | 5.99% |
| 6M | 99.28% | 17.60% |
| YTD | -17.20% | 11.39% |
| 1Y | 110.27% | 29.06% |
| 3Y (ann.) | -9.72% | 5.51% |
| Best Day | 172.94% | 9.06% |
| Worst Day | -40.86% | -10.94% |
| Best Month | 190.74% | 12.70% |
| Worst Month | -57.41% | -13.00% |
| Best Year | 1086.36% | 28.79% |
| Worst Year | -91.22% | -19.48% |
| Avg. Drawdown | -50.55% | -1.81% |
| Avg. Drawdown Days | 1710 | 22 |
| Recovery Factor | 6.67 | 3.22 |
| Ulcer Index | 0.87 | 0.08 |
| Avg. Up Month | 49.58% | 4.00% |
| Avg. Down Month | -24.38% | -4.64% |
| Win Days | 43.39% | 54.06% |
| Win Month | 40.71% | 66.37% |
| Win Quarter | 44.74% | 76.32% |
| Win Year | 40.00% | 70.00% |