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NOK=X vs. COIN
Performance
Return for Risk
Drawdowns
Volatility

Performance

NOK=X vs. COIN - Performance Comparison

The chart below illustrates the hypothetical performance of a NOK 10,000 investment in USD/NOK (NOK=X) and Coinbase Global, Inc. (COIN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NOK=X is traded in NOK, while COIN is traded in USD. To make them comparable, the COIN values have been converted to NOK using the latest available exchange rates.

Returns By Period

In the year-to-date period, NOK=X achieves a -6.33% return, which is significantly higher than COIN's -36.88% return.


NOK=X

1D
1.14%
1M
1.57%
YTD
-6.33%
6M
-6.44%
1Y
-6.06%
3Y*
-5.21%
5Y*
2.64%
10Y*
1.54%

COIN

1D
-6.09%
1M
-21.80%
YTD
-36.88%
6M
-47.14%
1Y
-41.38%
3Y*
35.99%
5Y*
-5.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOK=X vs. COIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NOK=X
USD/NOK
-6.33%-11.45%11.97%4.04%11.02%5.01%
COIN
Coinbase Global, Inc.
-36.88%-19.35%59.85%411.28%-84.43%-19.27%

Correlation

The correlation between NOK=X and COIN is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.09

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

-0.13

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Return for Risk

NOK=X vs. COIN — Risk / Return Rank

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

NOK=X
NOK=X Risk / Return Rank: 2323
Overall Rank
NOK=X Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOK=X Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOK=X Omega Ratio Rank: 2323
Omega Ratio Rank
NOK=X Calmar Ratio Rank: 2525
Calmar Ratio Rank
NOK=X Martin Ratio Rank: 2121
Martin Ratio Rank

COIN
COIN Risk / Return Rank: 2121
Overall Rank
COIN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
COIN Sortino Ratio Rank: 2020
Sortino Ratio Rank
COIN Omega Ratio Rank: 2121
Omega Ratio Rank
COIN Calmar Ratio Rank: 2121
Calmar Ratio Rank
COIN Martin Ratio Rank: 2323
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.

NOK=X vs. COIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/NOK (NOK=X) 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.


NOK=XCOINDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.91

0.93

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.44

-0.61

+0.17

Martin ratioReturn relative to average drawdown

-0.90

-0.99

+0.09

NOK=X vs. COIN - Sharpe Ratio Comparison

The current NOK=X Sharpe Ratio is -0.62, which is comparable to the COIN Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of NOK=X 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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Sharpe Ratios by Period


NOK=XCOINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.60

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.06

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.14

+0.33

Drawdowns

NOK=X vs. COIN - Drawdown Comparison

The maximum NOK=X drawdown since its inception was -35.52%, smaller than the maximum COIN drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for NOK=X and COIN.


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Drawdown Indicators


NOK=XCOINDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-89.46%

+53.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-68.52%

+57.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-68.52%

+48.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.95%

-89.46%

+69.51%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

Current Drawdown

Current decline from peak

-20.41%

-66.25%

+45.84%

Average Drawdown

Average peak-to-trough decline

-13.16%

-45.67%

+32.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

41.80%

-36.22%

Volatility

NOK=X vs. COIN - Volatility Comparison

The current volatility for USD/NOK (NOK=X) is 1.85%, while Coinbase Global, Inc. (COIN) has a volatility of 19.07%. This indicates that NOK=X 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


NOK=XCOINDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

19.07%

-17.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.41%

49.61%

-43.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.97%

69.56%

-61.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

83.62%

-71.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.92%

83.18%

-70.26%

Frequently Asked Questions


NOK=X and COIN have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COIN has higher volatility (19.07%) compared to NOK=X (1.85%). In terms of maximum drawdown, NOK=X dropped -35.52% vs COIN's -89.46%.

COIN currently has the higher Sharpe Ratio (-0.60 vs -0.62), 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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