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COIN vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

COIN vs. AGG

Last updated Jun 9, 2026

COIN (Coinbase Global, Inc.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 5 years, COIN returned -6.29%/yr vs -0.03%/yr for AGG. At a 0.11 correlation, their price movements are largely independent.

Performance

COIN vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coinbase Global, Inc. (COIN) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, COIN achieves a -28.31% return, which is significantly lower than AGG's -0.08% return.

COIN

1D
6.37%
1M
-19.41%
YTD
-28.31%
6M
-40.88%
1Y
-35.48%
3Y*
44.90%
5Y*
-6.29%
10Y*
—

AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COIN vs. AGG - Yearly Performance Comparison

2026 (YTD)20252024202320222021
COIN
Coinbase Global, Inc.		-28.31%-8.92%42.77%391.44%-85.98%-23.12%
AGG
iShares Core U.S. Aggregate Bond ETF		-0.08%7.19%1.31%5.65%-13.02%1.01%

Correlation

The correlation between COIN and AGG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.11

Compare stocks, funds, or ETFs

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Coinbase Global, Inc.

iShares Core U.S. Aggregate Bond ETF

Often compared with COIN:
COIN vs. BTC-USDCOIN vs. MSTRCOIN vs. HOODCOIN vs. CRCLCOIN vs. CONYCOIN vs. GLXY.TOCOIN vs. SPY
Often compared with AGG:
AGG vs. BNDAGG vs. TLTAGG vs. HYGAGG vs. FBNDAGG vs. PIMIXAGG vs. IUSBAGG vs. AGGH

Return for Risk

COIN vs. AGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COIN
COIN Risk / Return Rank: 2323
Overall Rank
COIN Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
COIN Sortino Ratio Rank: 2222
Sortino Ratio Rank
COIN Omega Ratio Rank: 2424
Omega Ratio Rank
COIN Calmar Ratio Rank: 2323
Calmar Ratio Rank
COIN Martin Ratio Rank: 2525
Martin Ratio Rank
AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
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.

COIN vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.

COINAGGDifference
Sharpe ratioReturn per unit of total volatility
-0.51
1.32

-1.82

Sortino ratioReturn per unit of downside risk
-0.41
1.94

-2.35

Omega ratioGain probability vs. loss probability

0.95

1.23

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.54

1.81

-2.34

Martin ratioReturn relative to average drawdown

-0.88

5.44

-6.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COIN vs. AGG - Sharpe Ratio Comparison

The current COIN Sharpe Ratio is -0.51, which is lower than the AGG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of COIN and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

COINAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

1.32

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.00

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.28

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.59

-0.74

Drawdowns

COIN vs. AGG - Drawdown Comparison

The maximum COIN drawdown since its inception was -90.90%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for COIN and AGG.

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Drawdown Indicators

COINAGGDifference

Max Drawdown

Largest peak-to-trough decline

-90.90%

-18.43%

-72.47%

Max Drawdown (1Y)

Largest decline over 1 year

-66.39%

-2.76%

-63.63%

Max Drawdown (3Y)

Largest decline over 3 years

-66.39%

-6.11%

-60.28%

Max Drawdown (5Y)

Largest decline over 5 years

-90.90%

-17.82%

-73.08%

Max Drawdown (10Y)

Largest decline over 10 years

—

-18.43%

—

Current Drawdown

Current decline from peak

-61.38%

-2.47%

-58.91%

Average Drawdown

Average peak-to-trough decline

-49.86%

-2.71%

-47.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.25%

0.92%

+39.33%

Volatility

COIN vs. AGG - Volatility Comparison

Coinbase Global, Inc. (COIN) has a higher volatility of 21.42% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

COINAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.42%

1.29%

+20.13%

Volatility (6M)

Calculated over the trailing 6-month period

51.58%

2.77%

+48.81%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

3.80%

+66.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.93%

6.09%

+79.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.40%

5.41%

+79.99%

Dividends

COIN vs. AGG - Dividend Comparison

COIN has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 4.00%.

PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF		4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
COIN
Coinbase Global, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

COIN and AGG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COIN has higher volatility (21.42%) compared to AGG (1.29%). In terms of maximum drawdown, COIN dropped -90.90% vs AGG's -18.43%.

AGG currently has the higher Sharpe Ratio (1.32 vs -0.51), 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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