Coinbase (COIN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Coinbase, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $162.32 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +32.07% |
| Total return over period | +129.33% |
| Annualized volatility | 77.66% |
| Period volatility | 134.15% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.87 |
| Sortino ratio | 1.39 |
| Max drawdown | -66.39% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.09% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $73.60 – $419.78 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Coinbase (COIN) has posted an annualized return of +32.07% with annual volatility of 77.66%, a Sharpe ratio of 0.87. Its worst stretch (max drawdown from a peak) was -66.39%. Its correlation with the S&P 500 is 0.50, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how COIN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Coinbase (COIN) is of the S&P 500.
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