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 -53.45% vs 3.78% for VGUS. Their -0.09 correlation means they have often moved in opposite directions in the past.
Performance
COIN vs. VGUS - Performance Comparison
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Returns By Period
In the year-to-date period, COIN achieves a -35.22% return, which is significantly lower than VGUS's 2.04% 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%
VGUS
- 1D
- 0.02%
- 1M
- 0.29%
- 6M
- 1.73%
- YTD
- 2.04%
- 1Y
- 3.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.41B | $1.18B | $1.48B | |
| $6.38M | $7.76M | $10.61M |
COIN vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIN Coinbase Global, Inc. | -35.22% | -19.30% |
VGUS Vanguard Ultra-Short Treasury ETF | 2.04% | 3.78% |
Correlation
The correlation between COIN and VGUS is -0.01, 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. | -0.01 |
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 | -13.88 | ||
| Sortino ratioReturn per unit of downside risk | -37.91 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 11.37 | -10.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 52.18 | -53.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | 414.28 | -415.54 |
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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 | -63.57% | -0.07% | -63.50% |
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 | -65.10% | 0.00% | -65.10% |
Average DrawdownAverage peak-to-trough decline | -52.83% | 0.00% | -52.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.36% | 0.01% | +42.35% |
Volatility
COIN vs. VGUS - Volatility Comparison
Coinbase Global, Inc. (COIN) has a higher volatility of 19.81% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.05%. 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 | 19.81% | 0.05% | +19.76% |
Volatility (6M)Calculated over the trailing 6-month period | 54.87% | 0.18% | +54.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.81% | 0.29% | +67.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.17% | 0.33% | +85.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.09% | 0.33% | +84.76% |
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 3.60%.
| Position | TTM | 2025 |
|---|---|---|
COIN Coinbase Global, Inc. | 0.00% | 0.00% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.60% | 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 (19.81%) compared to VGUS (0.05%). In terms of maximum drawdown, COIN dropped -91.46% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (13.08 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.
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