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COIN vs. CONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COIN vs. CONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coinbase Global, Inc. (COIN) and YieldMax COIN Option Income Strategy ETF (CONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COIN achieves a -27.81% return, which is significantly lower than CONY's -25.15% return.


COIN

1D
-1.00%
1M
-15.61%
YTD
-27.81%
6M
-31.75%
1Y
-44.71%
3Y*
43.21%
5Y*
-6.57%
10Y*

CONY

1D
-0.96%
1M
-13.20%
YTD
-25.15%
6M
-28.18%
1Y
-46.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COIN vs. CONY - Yearly Performance Comparison


2026 (YTD)202520242023
COIN
Coinbase Global, Inc.
-27.81%-8.92%42.77%115.22%
CONY
YieldMax COIN Option Income Strategy ETF
-25.15%-26.34%23.62%76.18%

Correlation

The correlation between COIN and CONY is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.98

The correlation between COIN and CONY has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

COIN vs. CONY — Risk / Return Rank

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

COIN
COIN Risk / Return Rank: 1616
Overall Rank
COIN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
COIN Sortino Ratio Rank: 1515
Sortino Ratio Rank
COIN Omega Ratio Rank: 1717
Omega Ratio Rank
COIN Calmar Ratio Rank: 1616
Calmar Ratio Rank
COIN Martin Ratio Rank: 1919
Martin Ratio Rank

CONY
CONY Risk / Return Rank: 33
Overall Rank
CONY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 33
Sortino Ratio Rank
CONY Omega Ratio Rank: 33
Omega Ratio Rank
CONY Calmar Ratio Rank: 33
Calmar Ratio Rank
CONY Martin Ratio Rank: 33
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. CONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and YieldMax COIN Option Income Strategy ETF (CONY). 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.


COINCONYDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

0.91

0.87

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.74

+0.06

Martin ratioReturn relative to average drawdown

-1.07

-1.18

+0.11

COIN vs. CONY - Sharpe Ratio Comparison

The current COIN Sharpe Ratio is -0.66, which is comparable to the CONY Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of COIN and CONY, 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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Drawdowns

COIN vs. CONY - Drawdown Comparison

The maximum COIN drawdown since its inception was -91.46%, which is greater than CONY's maximum drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for COIN and CONY.


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Drawdown Indicators


COINCONYDifference

Max Drawdown

Largest peak-to-trough decline

-91.46%

-63.57%

-27.89%

Max Drawdown (1Y)

Largest decline over 1 year

-66.39%

-63.39%

-3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-66.39%

Max Drawdown (5Y)

Largest decline over 5 years

-90.90%

Current Drawdown

Current decline from peak

-61.11%

-57.60%

-3.51%

Average Drawdown

Average peak-to-trough decline

-52.62%

-22.73%

-29.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.70%

39.56%

+2.14%

Volatility

COIN vs. CONY - Volatility Comparison

Coinbase Global, Inc. (COIN) has a higher volatility of 18.15% compared to YieldMax COIN Option Income Strategy ETF (CONY) at 15.55%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COINCONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.15%

15.55%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

51.86%

44.43%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

70.38%

58.61%

+11.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.95%

59.94%

+26.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.41%

59.94%

+25.47%

Dividends

COIN vs. CONY - Dividend Comparison

COIN has not paid dividends to shareholders, while CONY's dividend yield for the trailing twelve months is around 200.49%.


PositionTTM202520242023
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%
CONY
YieldMax COIN Option Income Strategy ETF
200.49%192.07%155.66%16.43%

Frequently Asked Questions


With a correlation of 0.99, COIN and CONY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

COIN has higher volatility (18.15%) compared to CONY (15.55%). In terms of maximum drawdown, COIN dropped -91.46% vs CONY's -63.57%.

COIN currently has the higher Sharpe Ratio (-0.66 vs -0.81), 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.

Portfolio Optimizer

Find the right allocation for COIN and CONY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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