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COIY.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COIY.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Coinbase (COIN) Options ETP EUR (COIY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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COIY.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, COIY.DE achieves a -46.04% return, which is significantly lower than SY7D.DE's -3.26% return.


COIY.DE

1D
-1.77%
1M
-12.41%
YTD
-46.04%
6M
-67.18%
1Y
-64.69%
3Y*
5Y*
10Y*

SY7D.DE

1D
-0.72%
1M
-1.95%
YTD
-3.26%
6M
1.45%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COIY.DE vs. SY7D.DE - Expense Ratio Comparison

COIY.DE has a 0.55% expense ratio, which is higher than SY7D.DE's 0.45% expense ratio.


Return for Risk

COIY.DE vs. SY7D.DE — Risk / Return Rank

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

COIY.DE
COIY.DE Risk / Return Rank: 11
Overall Rank
COIY.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
COIY.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
COIY.DE Omega Ratio Rank: 00
Omega Ratio Rank
COIY.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
COIY.DE Martin Ratio Rank: 11
Martin Ratio Rank

SY7D.DE
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.

COIY.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Coinbase (COIN) Options ETP EUR (COIY.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). 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.


COIY.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.99

Sortino ratio

Return per unit of downside risk

-1.71

Omega ratio

Gain probability vs. loss probability

0.79

Calmar ratio

Return relative to maximum drawdown

-0.79

Martin ratio

Return relative to average drawdown

-1.49

COIY.DE vs. SY7D.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COIY.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.59

-1.58

Correlation

The correlation between COIY.DE and SY7D.DE is 0.20, 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.


Dividends

COIY.DE vs. SY7D.DE - Dividend Comparison

COIY.DE's dividend yield for the trailing twelve months is around 136.55%, more than SY7D.DE's 9.16% yield.


Drawdowns

COIY.DE vs. SY7D.DE - Drawdown Comparison

The maximum COIY.DE drawdown since its inception was -77.11%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for COIY.DE and SY7D.DE.


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Drawdown Indicators


COIY.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-9.48%

-67.63%

Max Drawdown (1Y)

Largest decline over 1 year

-74.92%

Current Drawdown

Current decline from peak

-76.56%

-6.01%

-70.55%

Average Drawdown

Average peak-to-trough decline

-34.37%

-1.25%

-33.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.98%

Volatility

COIY.DE vs. SY7D.DE - Volatility Comparison


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Volatility by Period


COIY.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

Volatility (6M)

Calculated over the trailing 6-month period

51.87%

Volatility (1Y)

Calculated over the trailing 1-year period

65.39%

11.14%

+54.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.47%

11.14%

+51.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.47%

11.14%

+51.33%