COIN vs. USFR
COIN (Coinbase Global, Inc.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 5 years, COIN returned -9.73%/yr vs 3.81%/yr for USFR. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
COIN vs. USFR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COIN achieves a -35.22% return, which is significantly lower than USFR's 2.29% return.
COIN
- 1D
- 0.16%
- 1M
- -11.47%
- 6M
- -22.02%
- YTD
- -35.22%
- 1Y
- -53.45%
- 3Y*
- 18.83%
- 5Y*
- -9.73%
- 10Y*
- —
- ALL TIME*
- -16.49%
USFR
- 1D
- 0.02%
- 1M
- 0.36%
- 6M
- 1.91%
- YTD
- 2.29%
- 1Y
- 3.97%
- 3Y*
- 4.68%
- 5Y*
- 3.81%
- 10Y*
- 2.48%
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.41B | $1.18B | $1.48B | |
| $329.70M | $258.22M | $246.25M |
COIN vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COIN Coinbase Global, Inc. | -35.22% | -8.92% | 42.77% | 391.44% | -85.98% | -33.76% |
USFR WisdomTree Floating Rate Treasury Fund | 2.29% | 4.23% | 5.47% | 5.18% | 1.98% | -0.11% |
Correlation
The correlation between COIN and USFR is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COIN vs. USFR — Risk / Return Rank
COIN
USFR
COIN vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| COIN | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.44 | ||
| Sortino ratioReturn per unit of downside risk | -52.75 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 14.07 | -13.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 200.37 | -201.21 |
| Martin ratioReturn relative to average drawdown | -1.26 | 800.41 | -801.68 |
Loading charts...
Drawdowns
COIN vs. USFR - Drawdown Comparison
The maximum COIN drawdown since its inception was -91.46%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for COIN and USFR.
Loading charts...
Drawdown Indicators
| COIN | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.46% | -1.36% | -90.10% |
Max Drawdown (1Y)Largest decline over 1 year | -63.57% | -0.02% | -63.55% |
Max Drawdown (3Y)Largest decline over 3 years | -66.39% | -0.06% | -66.33% |
Max Drawdown (5Y)Largest decline over 5 years | -90.90% | -0.18% | -90.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -65.10% | 0.00% | -65.10% |
Average DrawdownAverage peak-to-trough decline | -52.83% | -0.15% | -52.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.36% | 0.00% | +42.36% |
Volatility
COIN vs. USFR - Volatility Comparison
Coinbase Global, Inc. (COIN) has a higher volatility of 19.81% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COIN | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.81% | 0.09% | +19.72% |
Volatility (6M)Calculated over the trailing 6-month period | 54.87% | 0.20% | +54.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.81% | 0.27% | +67.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.17% | 0.39% | +85.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.09% | 0.76% | +84.33% |
Dividends
COIN vs. USFR - Dividend Comparison
COIN has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USFR WisdomTree Floating Rate Treasury Fund | 3.79% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
COIN and USFR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIN has higher volatility (19.81%) compared to USFR (0.09%). In terms of maximum drawdown, COIN dropped -91.46% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.64 vs -0.79), 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.
Find the right allocation for COIN and USFR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer