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COIY.L vs. CEGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COIY.L vs. CEGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Coinbase (COIN) Options ETP (COIY.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COIY.L achieves a -44.87% return, which is significantly lower than CEGI.L's 28.80% return.


COIY.L

1D
-1.05%
1M
-12.06%
YTD
-44.87%
6M
-50.81%
1Y
-66.52%
3Y*
5Y*
10Y*

CEGI.L

1D
-0.92%
1M
7.30%
YTD
28.80%
6M
22.83%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COIY.L vs. CEGI.L - Yearly Performance Comparison


Correlation

The correlation between COIY.L and CEGI.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 3, 2025

0.65

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Return for Risk

COIY.L vs. CEGI.L — Risk / Return Rank

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

COIY.L
COIY.L Risk / Return Rank: 11
Overall Rank
COIY.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
COIY.L Sortino Ratio Rank: 11
Sortino Ratio Rank
COIY.L Omega Ratio Rank: 11
Omega Ratio Rank
COIY.L Calmar Ratio Rank: 11
Calmar Ratio Rank
COIY.L Martin Ratio Rank: 22
Martin Ratio Rank

CEGI.L
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.L vs. CEGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Coinbase (COIN) Options ETP (COIY.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). 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.LCEGI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.78

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.35

COIY.L vs. CEGI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COIY.LCEGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

1.70

-2.50

Drawdowns

COIY.L vs. CEGI.L - Drawdown Comparison

The maximum COIY.L drawdown since its inception was -74.74%, which is greater than CEGI.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for COIY.L and CEGI.L.


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Drawdown Indicators


COIY.LCEGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.74%

-27.98%

-46.76%

Max Drawdown (1Y)

Largest decline over 1 year

-74.70%

Current Drawdown

Current decline from peak

-73.73%

-2.12%

-71.61%

Average Drawdown

Average peak-to-trough decline

-32.43%

-9.94%

-22.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.07%

Volatility

COIY.L vs. CEGI.L - Volatility Comparison


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Volatility by Period


COIY.LCEGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.06%

Volatility (6M)

Calculated over the trailing 6-month period

42.96%

Volatility (1Y)

Calculated over the trailing 1-year period

62.06%

33.97%

+28.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.23%

33.97%

+25.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.23%

33.97%

+25.26%

COIY.L vs. CEGI.L - Expense Ratio Comparison

COIY.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.


Dividends

COIY.L vs. CEGI.L - Dividend Comparison

COIY.L's dividend yield for the trailing twelve months is around 106.03%, more than CEGI.L's 13.74% yield.


PositionTTM20252024
CEGI.L
REX Crypto Equity Income & Growth UCITS ETF Distributing
13.74%9.50%0.00%
COIY.L
IncomeShares Coinbase (COIN) Options ETP
106.03%182.52%19.35%

Frequently Asked Questions


COIY.L and CEGI.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COIY.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COIY.L is cheaper with a 0.55% expense ratio, compared with 0.65% for CEGI.L.

They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for COIY.L and 0.65% for CEGI.L.

Portfolio Optimizer

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