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LABU vs. COIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. COIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) 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, LABU achieves a 47.57% return, which is significantly higher than COIN's -30.05% return.


LABU

1D
2.26%
1M
34.26%
YTD
47.57%
6M
36.98%
1Y
324.35%
3Y*
23.36%
5Y*
-31.01%
10Y*
-7.18%

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)

LABU vs. COIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LABU
Direxion Daily S&P Biotech Bull 3x Shares
47.57%79.17%-26.02%-13.41%-80.36%-46.27%
COIN
Coinbase Global, Inc.
-30.05%-8.92%42.77%391.44%-85.98%-33.76%

Correlation

The correlation between LABU and COIN is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.46

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Return for Risk

LABU vs. COIN — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 9191
Overall Rank
LABU Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 8686
Sortino Ratio Rank
LABU Omega Ratio Rank: 7878
Omega Ratio Rank
LABU Calmar Ratio Rank: 9797
Calmar Ratio Rank
LABU Martin Ratio Rank: 9595
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.

LABU vs. COIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) 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.


LABUCOINDifference
Sharpe ratioReturn per unit of total volatility

+4.86

Sortino ratioReturn per unit of downside risk

+4.57

Omega ratioGain probability vs. loss probability

1.44

0.90

+0.54

Calmar ratioReturn relative to maximum drawdown

10.64

-0.73

+11.38

Martin ratioReturn relative to average drawdown

29.90

-1.16

+31.05

LABU vs. COIN - Sharpe Ratio Comparison

The current LABU Sharpe Ratio is 4.15, which is higher than the COIN Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of LABU 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

LABU vs. COIN - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than COIN's maximum drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for LABU and COIN.


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Drawdown Indicators


LABUCOINDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-91.46%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-66.39%

+35.69%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

-66.39%

-11.91%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

-90.90%

-6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-94.80%

-62.32%

-32.48%

Average Drawdown

Average peak-to-trough decline

-81.72%

-52.63%

-29.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

42.06%

-31.15%

Volatility

LABU vs. COIN - Volatility Comparison

Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a higher volatility of 29.76% compared to Coinbase Global, Inc. (COIN) at 18.43%. This indicates that LABU'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


LABUCOINDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.76%

18.43%

+11.33%

Volatility (6M)

Calculated over the trailing 6-month period

63.07%

51.90%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

78.78%

68.40%

+10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.94%

85.99%

+9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

85.37%

+10.07%

Dividends

LABU vs. COIN - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.52%, while COIN has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.52%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%

Frequently Asked Questions


LABU and COIN have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABU has higher volatility (29.76%) compared to COIN (18.43%). In terms of maximum drawdown, LABU dropped -99.18% vs COIN's -91.46%.

LABU currently has the higher Sharpe Ratio (4.15 vs -0.71), 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

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