COIN vs. VGUS
COIN (Coinbase Global, Inc.) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, COIN returned -59.01% vs 3.86% for VGUS. At a correlation of -0.09, they often move in opposite directions.
Performance
COIN vs. VGUS - Performance Comparison
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Returns By Period
In the year-to-date period, COIN achieves a -28.58% return, which is significantly lower than VGUS's 1.83% return.
COIN
- 1D
- 2.62%
- 1M
- 1.08%
- 6M
- -36.09%
- YTD
- -28.58%
- 1Y
- -59.01%
- 3Y*
- 15.32%
- 5Y*
- -6.39%
- 10Y*
- —
VGUS
- 1D
- 0.03%
- 1M
- 0.29%
- 6M
- 1.73%
- YTD
- 1.83%
- 1Y
- 3.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIN vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIN Coinbase Global, Inc. | -28.58% | -19.30% |
VGUS Vanguard Ultra-Short Treasury ETF | 1.83% | 3.78% |
Correlation
The correlation between COIN and VGUS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.09 |
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Return for Risk
COIN vs. VGUS — Risk / Return Rank
COIN
VGUS
COIN vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and Vanguard Ultra-Short Treasury ETF (VGUS). 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 | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.73 | ||
| Sortino ratioReturn per unit of downside risk | -35.46 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 10.36 | -9.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 53.21 | -54.10 |
| Martin ratioReturn relative to average drawdown | -1.32 | 402.51 | -403.83 |
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Drawdowns
COIN vs. VGUS - Drawdown Comparison
The maximum COIN drawdown since its inception was -91.46%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for COIN and VGUS.
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Drawdown Indicators
| COIN | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.46% | -0.07% | -91.39% |
Max Drawdown (1Y)Largest decline over 1 year | -66.39% | -0.07% | -66.32% |
Max Drawdown (3Y)Largest decline over 3 years | -66.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -90.90% | — | — |
Current DrawdownCurrent decline from peak | -61.53% | 0.00% | -61.53% |
Average DrawdownAverage peak-to-trough decline | -52.74% | -0.00% | -52.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.57% | 0.01% | +44.56% |
Volatility
COIN vs. VGUS - Volatility Comparison
Coinbase Global, Inc. (COIN) has a higher volatility of 16.83% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIN | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.83% | 0.07% | +16.76% |
Volatility (6M)Calculated over the trailing 6-month period | 52.85% | 0.18% | +52.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.55% | 0.33% | +67.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.94% | 0.34% | +85.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.15% | 0.34% | +84.81% |
Dividends
COIN vs. VGUS - Dividend Comparison
COIN has not paid dividends to shareholders, while VGUS's dividend yield for the trailing twelve months is around 3.61%.
| Position | TTM | 2025 |
|---|---|---|
COIN Coinbase Global, Inc. | 0.00% | 0.00% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% |
Frequently Asked Questions
COIN and VGUS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIN has higher volatility (16.83%) compared to VGUS (0.07%). In terms of maximum drawdown, COIN dropped -91.46% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (11.85 vs -0.88), 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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