Crypto coin comparison: Sharpe, drawdown, and return tearsheets.

Coin Compare supports up to 5 selected assets against one benchmark. That keeps the tearsheet readable while still allowing multi-asset comparisons such as ETH, SOL, and AVAX against BTC. For broad pairwise matrices, use the Correlation product.

Normalized percentage-return charts rebase every selected asset to the same starting value, then plot each asset's cumulative percentage return over time. This eliminates absolute price differences that make raw price charts hard to compare. When Bitcoin, an altcoin, and an equity benchmark are all rebased together, you can directly see relative performance.

Coin Compare provides normalized returns, total return, CAGR, best and worst day, volatility, max drawdown, VaR, CVaR, ulcer index, Sharpe, Sortino, Calmar, information ratio, Treynor, beta, alpha, R-squared, correlation, win rate, profit factor, tail ratio, recovery factor, rolling metrics, drawdown tables, yearly returns, histograms, and monthly heatmaps.

Yes, the curated crypto list includes assets across multiple ecosystems, including Bitcoin, Ethereum, Solana, BNB, XRP, Cardano, Avalanche, NEAR, Aptos, PEPE, WIF, and other high-demand coins. The report compares historical USD price series, so assets do not need to share a chain.

Coin Compare focuses on historical drawdown behavior rather than static ATH price fields. Maximum drawdown and worst drawdown periods show the depth and duration of realized losses, which is more useful for risk sizing than simply asking how far an asset is from a previous peak.

Reports are generated on demand from historical price data. Crypto history is fetched from market data feeds, stocks/indices/commodities use the configured market-data feed with Yahoo fallback, and generated API responses are cacheable for one hour with stale revalidation.

Yes. Coin Compare is available free on Sharpe Terminal with no account required. Performance overlays, risk tables, rolling metrics, drawdown analysis, benchmark-relative metrics, and report export controls are accessible immediately.

The benchmark is the reference asset for beta, alpha, information ratio, Treynor ratio, R-squared, and correlation. Sharpe and Sortino are calculated versus the risk-free rate, while the benchmark-relative section shows whether selected assets moved with or away from the chosen benchmark.

Yes. Generated reports open in an embedded, self-contained HTML tearsheet with an export control that invokes browser print, so you can produce a PDF from the current report view.

Drawdown from all-time high (ATH) is the percentage decline from a token's peak price to its current price, calculated as (current - ATH) / ATH. A token with an ATH of $100 trading at $30 has a 70% drawdown. Drawdown depth and duration are core measures of downside risk. Crypto regularly sees 80-90% drawdowns even for major assets (BTC hit 77% drawdown in 2022, ETH 82%). Comparing drawdowns between two tokens shows which has retraced further from cycle highs, which is a useful input for mean-reversion positioning.