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 -41.05%/yr vs -8.69%/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 -23.84% return, which is significantly higher than COIN's -36.98% return.
ICP-USD
- 1D
- -1.32%
- 1M
- -18.52%
- YTD
- -23.84%
- 6M
- -27.49%
- 1Y
- -55.20%
- 3Y*
- -20.25%
- 5Y*
- -41.05%
- 10Y*
- —
COIN
- 1D
- -5.06%
- 1M
- -20.83%
- YTD
- -36.98%
- 6M
- -40.55%
- 1Y
- -59.90%
- 3Y*
- 32.02%
- 5Y*
- -8.69%
- 10Y*
- —
ICP-USD vs. COIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ICP-USD Internet Computer | -23.84% | -71.20% | -25.93% | 237.58% | -83.87% | -96.12% |
COIN Coinbase Global, Inc. | -36.98% | -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 | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.84 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.90 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.99 | -1.41 | +0.42 |
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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% | -66.05% | -33.61% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -52.65% | -45.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.52% | 42.46% | +22.06% |
Volatility
ICP-USD vs. COIN - Volatility Comparison
Internet Computer (ICP-USD) has a higher volatility of 28.27% compared to Coinbase Global, Inc. (COIN) at 18.98%. 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 | 28.27% | 18.98% | +9.29% |
Volatility (6M)Calculated over the trailing 6-month period | 66.30% | 52.25% | +14.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.83% | 67.62% | +23.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.55% | 86.04% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.30% | 85.36% | +7.94% |
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.
ICP-USD has higher volatility (28.27%) compared to COIN (18.98%). In terms of maximum drawdown, ICP-USD dropped -99.67% vs COIN's -91.46%.
ICP-USD currently has the higher Sharpe Ratio (-0.51 vs -0.89), 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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