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COIN vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between COIN and BTC-USD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

COIN vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coinbase Global, Inc. (COIN) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-37.90%
48.47%
COIN
BTC-USD

Key characteristics

Sharpe Ratio

COIN:

-0.12

BTC-USD:

1.90

Sortino Ratio

COIN:

0.45

BTC-USD:

2.52

Omega Ratio

COIN:

1.05

BTC-USD:

1.26

Calmar Ratio

COIN:

-0.17

BTC-USD:

1.68

Martin Ratio

COIN:

-0.37

BTC-USD:

8.54

Ulcer Index

COIN:

26.65%

BTC-USD:

11.32%

Daily Std Dev

COIN:

84.37%

BTC-USD:

42.81%

Max Drawdown

COIN:

-90.90%

BTC-USD:

-93.07%

Current Drawdown

COIN:

-42.96%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, COIN achieves a -17.89% return, which is significantly lower than BTC-USD's 0.29% return.


COIN

YTD

-17.89%

1M

-0.18%

6M

-2.53%

1Y

-9.14%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

COIN vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COIN
The Risk-Adjusted Performance Rank of COIN is 4747
Overall Rank
The Sharpe Ratio Rank of COIN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of COIN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of COIN is 4949
Omega Ratio Rank
The Calmar Ratio Rank of COIN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of COIN is 4545
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COIN vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and Bitcoin (BTC-USD). 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.


The chart of Sharpe ratio for COIN, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.00
COIN: 0.06
BTC-USD: 2.02
The chart of Sortino ratio for COIN, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.00
COIN: 0.77
BTC-USD: 2.62
The chart of Omega ratio for COIN, currently valued at 1.09, compared to the broader market0.501.001.502.00
COIN: 1.09
BTC-USD: 1.27
The chart of Calmar ratio for COIN, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
COIN: 0.01
BTC-USD: 1.81
The chart of Martin ratio for COIN, currently valued at 0.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
COIN: 0.19
BTC-USD: 9.04

The current COIN Sharpe Ratio is -0.12, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of COIN and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.06
2.02
COIN
BTC-USD

Drawdowns

COIN vs. BTC-USD - Drawdown Comparison

The maximum COIN drawdown since its inception was -90.90%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for COIN and BTC-USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.96%
-11.73%
COIN
BTC-USD

Volatility

COIN vs. BTC-USD - Volatility Comparison

Coinbase Global, Inc. (COIN) has a higher volatility of 25.02% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
25.02%
16.27%
COIN
BTC-USD