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CONY vs. COIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONY vs. COIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax COIN Option Income Strategy ETF (CONY) and Coinbase Global, Inc. (COIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CONY achieves a -26.79% return, which is significantly higher than COIN's -30.05% return.


CONY

1D
-3.16%
1M
-11.77%
YTD
-26.79%
6M
-30.97%
1Y
-49.52%
3Y*
5Y*
10Y*

COIN

1D
-4.04%
1M
-14.49%
YTD
-30.05%
6M
-34.72%
1Y
-48.57%
3Y*
37.03%
5Y*
-7.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CONY vs. COIN - Yearly Performance Comparison


2026 (YTD)202520242023
CONY
YieldMax COIN Option Income Strategy ETF
-26.79%-26.34%23.62%76.18%
COIN
Coinbase Global, Inc.
-30.05%-8.92%42.77%115.22%

Correlation

The correlation between CONY and COIN is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.98

The correlation between CONY and COIN has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

CONY vs. COIN — Risk / Return Rank

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

CONY
CONY Risk / Return Rank: 22
Overall Rank
CONY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 22
Sortino Ratio Rank
CONY Omega Ratio Rank: 22
Omega Ratio Rank
CONY Calmar Ratio Rank: 22
Calmar Ratio Rank
CONY Martin Ratio Rank: 33
Martin Ratio Rank

COIN
COIN Risk / Return Rank: 1414
Overall Rank
COIN Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
COIN Sortino Ratio Rank: 1313
Sortino Ratio Rank
COIN Omega Ratio Rank: 1515
Omega Ratio Rank
COIN Calmar Ratio Rank: 1414
Calmar Ratio Rank
COIN Martin Ratio Rank: 1717
Martin Ratio Rank
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.

CONY vs. COIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax COIN Option Income Strategy ETF (CONY) and Coinbase Global, Inc. (COIN). 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.


CONYCOINDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

0.86

0.90

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.73

-0.05

Martin ratioReturn relative to average drawdown

-1.24

-1.16

-0.09

CONY vs. COIN - Sharpe Ratio Comparison

The current CONY Sharpe Ratio is -0.86, which is comparable to the COIN Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of CONY and COIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CONY vs. COIN - Drawdown Comparison

The maximum CONY drawdown since its inception was -63.57%, smaller than the maximum COIN drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for CONY and COIN.


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Drawdown Indicators


CONYCOINDifference

Max Drawdown

Largest peak-to-trough decline

-63.57%

-91.46%

+27.89%

Max Drawdown (1Y)

Largest decline over 1 year

-63.39%

-66.39%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-66.39%

Max Drawdown (5Y)

Largest decline over 5 years

-90.90%

Current Drawdown

Current decline from peak

-58.53%

-62.32%

+3.79%

Average Drawdown

Average peak-to-trough decline

-22.83%

-52.63%

+29.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.89%

42.06%

-2.17%

Volatility

CONY vs. COIN - Volatility Comparison

The current volatility for YieldMax COIN Option Income Strategy ETF (CONY) is 15.74%, while Coinbase Global, Inc. (COIN) has a volatility of 18.43%. This indicates that CONY experiences smaller price fluctuations and is considered to be less risky than COIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CONYCOINDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

18.43%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

44.42%

51.90%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

57.79%

68.40%

-10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.89%

85.99%

-26.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.89%

85.37%

-25.48%

Dividends

CONY vs. COIN - Dividend Comparison

CONY's dividend yield for the trailing twelve months is around 204.97%, while COIN has not paid dividends to shareholders.


PositionTTM202520242023
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%
CONY
YieldMax COIN Option Income Strategy ETF
204.97%192.07%155.66%16.43%

Frequently Asked Questions


With a correlation of 0.99, CONY and COIN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

COIN has higher volatility (18.43%) compared to CONY (15.74%). In terms of maximum drawdown, CONY dropped -63.57% vs COIN's -91.46%.

COIN currently has the higher Sharpe Ratio (-0.71 vs -0.86), 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.

Portfolio Optimizer

Find the right allocation for CONY and COIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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