ICP-USD vs. COIN
ICP-USD (Internet Computer) is a cryptocurrency, while COIN (Coinbase Global, Inc.) is a stock. Over the past 5 years, ICP-USD returned -41.90%/yr vs -6.93%/yr for COIN. At a 0.35 correlation, their price movements are largely independent.
Performance
ICP-USD vs. COIN - Performance Comparison
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Returns By Period
In the year-to-date period, ICP-USD achieves a -24.44% return, which is significantly higher than COIN's -30.52% return.
ICP-USD
- 1D
- 1.04%
- 1M
- -8.50%
- 6M
- -48.70%
- YTD
- -24.44%
- 1Y
- -62.76%
- 3Y*
- -19.26%
- 5Y*
- -41.90%
- 10Y*
- —
COIN
- 1D
- -2.10%
- 1M
- -4.73%
- 6M
- -34.85%
- YTD
- -30.52%
- 1Y
- -61.75%
- 3Y*
- 14.53%
- 5Y*
- -6.93%
- 10Y*
- —
ICP-USD vs. COIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -24.44% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
COIN Coinbase Global, Inc. | -30.52% | -8.92% | 42.77% | 391.44% | -85.98% | -4.30% |
Correlation
The correlation between ICP-USD and COIN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 9, 2021 | 0.35 |
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Return for Risk
ICP-USD vs. COIN — Risk / Return Rank
ICP-USD
COIN
ICP-USD vs. COIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-USD) 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.
| ICP-USD | COIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.83 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.93 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.37 | +0.30 |
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Drawdowns
ICP-USD vs. COIN - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.67%, which is greater than COIN's maximum drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for ICP-USD and COIN.
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Drawdown Indicators
| ICP-USD | COIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.67% | -91.46% | -8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -76.70% | -66.39% | -10.31% |
Max Drawdown (3Y)Largest decline over 3 years | -89.03% | -66.39% | -22.64% |
Max Drawdown (5Y)Largest decline over 5 years | -97.38% | -90.90% | -6.48% |
Current DrawdownCurrent decline from peak | -99.66% | -62.57% | -37.09% |
Average DrawdownAverage peak-to-trough decline | -97.72% | -52.76% | -44.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.25% | 45.07% | +23.18% |
Volatility
ICP-USD vs. COIN - Volatility Comparison
The current volatility for Internet Computer (ICP-USD) is 12.49%, while Coinbase Global, Inc. (COIN) has a volatility of 16.67%. This indicates that ICP-USD 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
| ICP-USD | COIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.49% | 16.67% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 59.33% | 52.94% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.38% | 67.68% | +22.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.43% | 85.94% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.84% | 85.09% | +7.75% |
Frequently Asked Questions
ICP-USD and COIN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIN has higher volatility (16.67%) compared to ICP-USD (12.49%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs COIN's -91.46%.
ICP-USD currently has the higher Sharpe Ratio (-0.58 vs -0.92), 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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