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Internet Computer (ICP-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Internet Computer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Internet Computer, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Internet Computer (ICP-USD) has returned -19.61% so far this year and -57.05% over the past 12 months.


Internet Computer

1D
1.65%
1M
-3.68%
YTD
-19.61%
6M
-46.07%
1Y
-57.05%
3Y*
-24.23%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 9, 2021, ICP-USD's average daily return is -0.12%, while the average monthly return is -3.06%.

Historically, 29% of months were positive and 71% were negative. The best month was Dec 2023 with a return of +191.3%, while the worst month was May 2021 at -73.1%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ICP-USD closed higher 47% of trading days. The best single day was Jun 27, 2021 with a return of +41.7%, while the worst single day was May 11, 2022 at -29.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.67%-10.61%-6.63%-19.61%
2025-5.66%-29.91%-18.48%-7.40%-0.14%-0.08%6.61%-9.12%-11.01%-30.42%30.15%-25.93%-71.20%
2024-13.80%9.98%48.89%-31.42%-7.98%-31.08%9.67%-15.60%19.02%-12.70%58.60%-20.91%-25.93%
202349.01%-1.19%-10.50%23.36%-26.87%-12.35%2.71%-20.81%-5.30%24.84%15.67%191.34%237.58%
2022-18.84%1.56%4.32%-40.81%-33.47%-35.24%67.63%-30.39%-2.86%-12.95%-22.48%-3.88%-83.87%
2021-73.11%-56.57%-15.83%49.74%-28.28%-0.18%-9.15%-40.25%-94.28%

Benchmark Metrics

Internet Computer has an annualized alpha of -62.38%, beta of 1.70, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since May 10, 2021.

  • This cryptocurrency participated in 250.32% of S&P 500 Index downside but only -70.55% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.09 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-62.38%
Beta
1.70
0.09
Upside Capture
-70.55%
Downside Capture
250.32%

Return for Risk

Risk / Return Rank

ICP-USD ranks 56 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ICP-USD Risk / Return Rank: 5656
Overall Rank
ICP-USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ICP-USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
ICP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
ICP-USD Calmar Ratio Rank: 6666
Calmar Ratio Rank
ICP-USD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Internet Computer (ICP-USD) and compare them to a chosen benchmark (S&P 500 Index).


ICP-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.54

0.90

-1.43

Sortino ratio

Return per unit of downside risk

-0.46

1.39

-1.84

Omega ratio

Gain probability vs. loss probability

0.96

1.21

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.99

1.40

-2.39

Martin ratio

Return relative to average drawdown

-1.46

6.61

-8.06

Explore ICP-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Internet Computer. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Internet Computer was 99.51%, occurring on Feb 23, 2026. The portfolio has not yet recovered.

The current Internet Computer drawdown is 99.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.51%May 11, 20211750Feb 23, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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