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 -51.86%/yr vs -6.43%/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 -4.55% return, which is significantly higher than COIN's -27.42% return.
ICP-USD
- 1D
- -12.71%
- 1M
- 2.19%
- YTD
- -4.55%
- 6M
- -25.69%
- 1Y
- -47.96%
- 3Y*
- -14.57%
- 5Y*
- -51.86%
- 10Y*
- —
COIN
- 1D
- 0.56%
- 1M
- -17.00%
- YTD
- -27.42%
- 6M
- -40.11%
- 1Y
- -35.89%
- 3Y*
- 40.88%
- 5Y*
- -6.43%
- 10Y*
- —
ICP-USD vs. COIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -4.55% | -71.20% | -25.93% | 237.58% | -83.87% | -94.28% |
COIN Coinbase Global, Inc. | -27.42% | -8.92% | 42.77% | 391.44% | -85.98% | -4.30% |
Correlation
The correlation between ICP-USD and COIN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 10, 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.
| ICP-USD | COIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.95 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.54 | -0.08 |
| Martin ratioReturn relative to average drawdown | -0.90 | -0.90 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICP-USD | COIN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | -0.51 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.48 | -0.08 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | -0.15 | -0.42 |
Drawdowns
ICP-USD vs. COIN - Drawdown Comparison
The maximum ICP-USD drawdown since its inception was -99.51%, which is greater than COIN's maximum drawdown of -90.90%. 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 | -99.51% | -90.90% | -8.61% |
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 | -98.00% | -90.90% | -7.10% |
Current DrawdownCurrent decline from peak | -99.37% | -60.90% | -38.47% |
Average DrawdownAverage peak-to-trough decline | -96.62% | -49.84% | -46.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.62% | 39.86% | +21.76% |
Volatility
ICP-USD vs. COIN - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 36.22% compared to Coinbase Global, Inc. (COIN) at 19.12%. This indicates that ICP-USD's price experiences larger fluctuations and is considered to be riskier 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 | 36.22% | 19.12% | +17.10% |
Volatility (6M)Calculated over the trailing 6-month period | 68.50% | 50.97% | +17.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.87% | 70.03% | +20.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.71% | 85.85% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.81% | 85.36% | +7.45% |
Frequently Asked Questions
ICP-USD and COIN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICP-USD has higher volatility (36.22%) compared to COIN (19.12%). In terms of maximum drawdown, ICP-USD dropped -99.51% vs COIN's -90.90%.
ICP-USD currently has the higher Sharpe Ratio (-0.44 vs -0.51), 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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