Cipher Mining Inc

10-Year Study

CIFR.US · Technology · US · Common Stock

Executive Summary: Cipher Mining Inc has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 94.8% and an annualized volatility of 94.4%.

1Y CAGR
+548.9%
3Y CAGR
+93.1%
5Y CAGR
+12.0%
10Y CAGR
+10.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
94.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
106.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +637.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -87.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.1-2.3-17.534.7————————17.5%
202523.5-28.8-43.623.99.553.214.239.964.848.19.1-27.5218.1%
2024-26.4-2.674.0-27.8-0.311.926.0-32.910.327.435.9-30.712.3%
2023114.326.753.3-0.910.012.632.9-16.1-27.042.9-16.849.1637.5%
2022-34.30.319.3-16.8-19.8-43.625.516.9-37.3-19.8-22.6-28.4-87.9%
20213.11.44.1-6.7-1.70.2-0.38.6-4.0-24.00.4-41.3-53.5%
2020——————————0.60.41.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 94.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 38.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110060.913705583756
2020-12-0110101.522842639593
2021-01-0110416.243654822334
2021-02-0110558.375634517766
2021-03-0110994.92385786802
2021-04-0110253.807106598984
2021-05-0110081.218274111676
2021-06-0110101.522842639593
2021-07-0110071.065989847717
2021-08-0110934.010152284263
2021-09-0110497.461928934012
2021-10-017979.6954314720815
2021-11-018010.15228426396
2021-12-014700.507614213198
2022-01-013086.294416243655
2022-02-013096.446700507614
2022-03-013695.4314720812185
2022-04-013076.1421319796955
2022-05-012467.005076142132
2022-06-011390.8629441624369
2022-07-011746.1928934010152
2022-08-012040.6091370558374
2022-09-011279.1878172588833
2022-10-011025.3807106598986
2022-11-01793.9086294416245
2022-12-01568.5279187817259
2023-01-011218.274111675127
2023-02-011543.1472081218276
2023-03-012365.4822335025383
2023-04-012345.1776649746193
2023-05-012578.6802030456856
2023-06-012903.5532994923856
2023-07-013857.8680203045683
2023-08-013238.5786802030457
2023-09-012365.4822335025383
2023-10-013380.710659898477
2023-11-012812.1827411167515
2023-12-014192.893401015229
2024-01-013086.294416243655
2024-02-013005.07614213198
2024-03-015228.426395939086
2024-04-013776.649746192894
2024-05-013766.497461928934
2024-06-014213.197969543147
2024-07-015309.644670050761
2024-08-013563.451776649746
2024-09-013928.934010152285
2024-10-015005.07614213198
2024-11-016802.030456852793
2024-12-014710.659898477157
2025-01-015817.258883248732
2025-02-014142.131979695431
2025-03-012335.0253807106596
2025-04-012893.401015228427
2025-05-013167.51269035533
2025-06-014852.791878172589
2025-07-015543.147208121828
2025-08-017756.345177664975
2025-09-0112781.725888324872
2025-10-0118934.010152284263
2025-11-0120659.898477157363
2025-12-0114984.77157360406
2026-01-0116203.045685279189
2026-02-0115837.56345177665
2026-03-0113065.989847715735
2026-04-0117604.060913705584
Annual Return Matrix
YearAnnual Return
2021-0.5346733668341708
2022-0.8790496760259179
20236.374999999999999
20240.12348668280871666
20252.181034482758621
20260.17479674796747968
Total Factor Risk
0.943734364912086
VTI.US Exposure
-0.11718248476951107
VEA.US Exposure
0.025502020592468946
VWO.US Exposure
-0.03445869424566237
QQQ.US Exposure
0.4091667742472608
VTV.US Exposure
-0.0573459006445783
IJR.US Exposure
0.2443301740481337
QUAL.US Exposure
-0.04501854358410991
SHV.US Exposure
0.01510146054371617
TLT.US Exposure
-0.018822104708574146
LQD.US Exposure
0.018426253610344015
HYG.US Exposure
0.07734709683980974
GLD.US Exposure
0.037063092428624704
USO.US Exposure
-0.0016069449168768517
VNQ.US Exposure
0.028185850548176822
BTC-USD.CC Exposure
0.09019925734398848
CPER.US Exposure
0.0039210816515145575
VIX.INDX Exposure
-0.05802334655490998
UUP.US Exposure
0.0010426811819598833
TIP.US Exposure
-0.003715405126564128
Idiosyncratic Exposure
0.38588768151478875
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
94.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$5.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+26.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
29.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
3.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cipher Mining Inc a high-risk investment?

Cipher Mining Inc (CIFR.US) has an annualized volatility of 94.4% and experienced a maximum drawdown of 94.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of CIFR.US?

Over the past 10 years, CIFR.US has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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