Coin Compare - Quantitative Crypto Tearsheets

Compare cryptocurrencies side-by-side with institutional-grade quantitative tearsheets. Analyze risk metrics, performance benchmarks, and AI-powered scores to make informed crypto investment decisions. Supports Bitcoin, Ethereum, Solana, and 20+ assets with benchmarks including S&P 500 and Gold.

Key Features

Sharpe Ratio analysis for risk-adjusted return measurement
Sortino Ratio for downside volatility isolation
Maximum Drawdown analysis to assess worst-case scenarios
CAGR (Compound Annual Growth Rate) calculation
Volatility measurement across configurable time periods
Sharpe AI Score - proprietary aggregate metric (0-100)
Multi-asset comparison supporting up to 5 assets simultaneously
Benchmark comparison against BTC, ETH, S&P 500, NASDAQ, Gold, and Silver
Professional PDF tearsheet export for investment presentations
Real-time 10-Year US Treasury Yield as risk-free rate baseline

Frequently Asked Questions

What is the Sharpe AI Score?

The Sharpe AI Score is a proprietary aggregate metric (0-100) evaluating risk-adjusted performance. It combines Sharpe Ratio (30%), Sortino Ratio (20%), CAGR (20%), Max Drawdown (15%), and Volatility (15%).

How is the Risk-Free Rate calculated?

We fetch the real-time 10-Year US Treasury Yield (^TNX) to use as the risk-free rate baseline for all risk-adjusted return metrics.

What is the difference between Sortino and Sharpe Ratio?

Sortino Ratio isolates downside volatility, providing a more accurate quality measure for high-beta assets like cryptocurrencies. Unlike Sharpe Ratio which penalizes all volatility equally, Sortino only considers harmful downside deviations.

How does Coin Compare ensure data integrity?

We utilize direct API connections to major exchanges and real-time Treasury yields to ensure institutional-grade data accuracy for every calculation.

Is Coin Compare privacy focused?

Yes. No user accounts, no tracking cookies, and no data retention. All analysis is performed on-demand and results are ephemeral.

Can I export professional reports?

Yes. Generate high-resolution PDF tearsheets suitable for investment committees and client presentations with a single click.

COIN
COMPARE.

Quantitative tearsheets for professional crypto investors. This product simply compares two or more coins to help users quantitatively evaluate and compare crypto coins.

01 — Assets to Compare

Select coins...

MAX 5 ASSETS

02 — Benchmark

03 — Period

METHODOLOGY

Detailed breakdown of our proprietary metrics and calculation standards.

SHARPE AI SCORE

A proprietary aggregate metric (0-100) evaluating risk-adjusted performance. Combines Sharpe Ratio (30%), Sortino Ratio (20%), CAGR (20%), Max Drawdown (15%), and Volatility (15%).

RISK-FREE RATE

Calculated using real-time 10-Year US Treasury Yield (^TNX) as the baseline for all risk-adjusted return metrics.

SORTINO VS SHARPE

Sortino Ratio isolates downside volatility, providing a more accurate quality measure for high-beta assets like cryptocurrencies.

DATA INTEGRITY

We utilize direct API connections to major exchanges and real-time Treasury yields to ensure institutional-grade data accuracy for every calculation.

PRIVACY FOCUSED

No user accounts, no tracking cookies, and no data retention. All analysis is performed on-demand and results are ephemeral.

PROFESSIONAL EXPORTS

Generate high-resolution PDF tearsheets suitable for investment committees and client presentations with a single click.

LOADING COIN COMPARE...