PortfoliosLab logoPortfoliosLab logo
CRDU vs. COIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRDU vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CRDO Daily ETF (CRDU) and Leverage Shares 2X Long COIN Daily ETF (COIG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRDU achieves a 48.08% return, which is significantly higher than COIG's -61.94% return.


CRDU

1D
3.12%
1M
16.22%
YTD
48.08%
6M
-9.33%
1Y
3Y*
5Y*
10Y*

COIG

1D
-0.23%
1M
-34.67%
YTD
-61.94%
6M
-74.70%
1Y
-78.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRDU vs. COIG - Yearly Performance Comparison


2026 (YTD)2025
CRDU
Tradr 2X Long CRDO Daily ETF
48.08%-40.39%
COIG
Leverage Shares 2X Long COIN Daily ETF
-61.94%-59.61%

Correlation

The correlation between CRDU and COIG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRDU vs. COIG — Risk / Return Rank

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

CRDU

COIG
COIG Risk / Return Rank: 44
Overall Rank
COIG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
COIG Sortino Ratio Rank: 44
Sortino Ratio Rank
COIG Omega Ratio Rank: 55
Omega Ratio Rank
COIG Calmar Ratio Rank: 22
Calmar Ratio Rank
COIG Martin Ratio Rank: 33
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.

CRDU vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CRDO Daily ETF (CRDU) and Leverage Shares 2X Long COIN Daily ETF (COIG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRDU vs. COIG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CRDUCOIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.40

+0.31

Drawdowns

CRDU vs. COIG - Drawdown Comparison

The maximum CRDU drawdown since its inception was -84.72%, smaller than the maximum COIG drawdown of -92.06%. Use the drawdown chart below to compare losses from any high point for CRDU and COIG.


Loading charts...

Drawdown Indicators


CRDUCOIGDifference

Max Drawdown

Largest peak-to-trough decline

-84.72%

-92.06%

+7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-92.06%

Current Drawdown

Current decline from peak

-22.88%

-91.44%

+68.56%

Average Drawdown

Average peak-to-trough decline

-45.59%

-51.83%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.13%

Volatility

CRDU vs. COIG - Volatility Comparison


Loading charts...

Volatility by Period


CRDUCOIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.76%

Volatility (6M)

Calculated over the trailing 6-month period

100.15%

Volatility (1Y)

Calculated over the trailing 1-year period

182.89%

138.95%

+43.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

182.89%

146.21%

+36.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.89%

146.21%

+36.68%

CRDU vs. COIG - Expense Ratio Comparison

CRDU has a 1.30% expense ratio, which is higher than COIG's 0.75% expense ratio.


Dividends

CRDU vs. COIG - Dividend Comparison

Neither CRDU nor COIG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRDU and COIG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COIG is cheaper with a 0.75% expense ratio, compared with 1.30% for CRDU.

CRDU and COIG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr ETFs and Leverage Shares. Their fees differ too: 1.30% for CRDU and 0.75% for COIG.

Portfolio Optimizer

Find the right allocation for CRDU and COIG

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

Open Portfolio Optimizer