CEGX vs. COIG
CEGX (Tradr 2X Long CEG Daily ETF) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, CEGX returned -50.84% vs -91.38% for COIG. At a 0.29 correlation, their price movements are largely independent. CEGX charges 1.30%/yr vs 0.75%/yr for COIG.
Performance
CEGX vs. COIG - Performance Comparison
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Returns By Period
In the year-to-date period, CEGX achieves a -57.70% return, which is significantly higher than COIG's -65.31% return.
CEGX
- 1D
- -4.90%
- 1M
- -13.33%
- 6M
- -53.77%
- YTD
- -57.70%
- 1Y
- -50.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG
- 1D
- -6.34%
- 1M
- -12.24%
- 6M
- -68.41%
- YTD
- -65.31%
- 1Y
- -91.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEGX vs. COIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEGX Tradr 2X Long CEG Daily ETF | -57.70% | 13.33% |
COIG Leverage Shares 2X Long COIN Daily ETF | -65.31% | -74.06% |
Correlation
The correlation between CEGX and COIG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025 | 0.30 |
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Return for Risk
CEGX vs. COIG — Risk / Return Rank
CEGX
COIG
CEGX vs. COIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CEG Daily ETF (CEGX) and Leverage Shares 2X Long COIN Daily ETF (COIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEGX | COIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.82 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.98 | +0.28 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.25 | +0.08 |
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Drawdowns
CEGX vs. COIG - Drawdown Comparison
The maximum CEGX drawdown since its inception was -72.88%, smaller than the maximum COIG drawdown of -93.79%. Use the drawdown chart below to compare losses from any high point for CEGX and COIG.
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Drawdown Indicators
| CEGX | COIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -93.79% | +20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -72.88% | -93.79% | +20.91% |
Current DrawdownCurrent decline from peak | -69.59% | -92.20% | +22.61% |
Average DrawdownAverage peak-to-trough decline | -37.04% | -55.05% | +18.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.33% | 72.88% | -29.55% |
Volatility
CEGX vs. COIG - Volatility Comparison
The current volatility for Tradr 2X Long CEG Daily ETF (CEGX) is 20.97%, while Leverage Shares 2X Long COIN Daily ETF (COIG) has a volatility of 32.45%. This indicates that CEGX experiences smaller price fluctuations and is considered to be less risky than COIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEGX | COIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.97% | 32.45% | -11.48% |
Volatility (6M)Calculated over the trailing 6-month period | 71.18% | 103.94% | -32.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.60% | 133.93% | -40.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.42% | 144.16% | -50.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.42% | 144.16% | -50.74% |
CEGX vs. COIG - Expense Ratio Comparison
CEGX has a 1.30% expense ratio, which is higher than COIG's 0.75% expense ratio.
Dividends
CEGX vs. COIG - Dividend Comparison
Neither CEGX nor COIG has paid dividends to shareholders.
Frequently Asked Questions
CEGX and COIG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIG has higher volatility (32.45%) compared to CEGX (20.97%). In terms of maximum drawdown, CEGX dropped -72.88% vs COIG's -93.79%.
On 1-year performance, CEGX leads with -50.84% vs -91.38% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, CEGX has been the lower-risk option at 20.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CEGX has performed better with a -50.84% return vs -91.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COIG is cheaper with a 0.75% expense ratio, compared with 1.30% for CEGX.
CEGX and COIG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for CEGX and 0.75% for COIG.
CEGX currently has the higher Sharpe Ratio (-0.55 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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