COIN WeeklyPay™ ETF

10-Year Study

COIW.US · · US · ETF

Executive Summary: COIN WeeklyPay™ ETF has compounded at -24.8% annually over the last 10 years, with a maximum drawdown of 66.1% and an annualized volatility of 1139.8%.

1Y CAGR
-39.1%
3Y CAGR
-24.8%
5Y CAGR
-24.8%
10Y CAGR
-24.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
66.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-24.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -24.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-16.6-14.6-7.614.3————————-24.8%
2025——-24.520.224.650.58.7-23.612.11.5-25.0-20.9-4.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 1139.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 31.7% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-017548.357542129483
2025-04-019073.974943638628
2025-05-0111310.517701073697
2025-06-0117022.678374733634
2025-07-0118511.648016800318
2025-08-0114138.520295240938
2025-09-0115856.023718100492
2025-10-0116086.667833355637
2025-11-0112070.08369277648
2025-12-019546.381033755057
2026-01-017957.916842527872
2026-02-016798.8799785878255
2026-03-016279.531814578808
2026-04-017180.284328965112
Annual Return Matrix
YearAnnual Return
2026-0.24785274088931308
Total Factor Risk
11.398156352834746
VTI.US Exposure
0.13544114799440277
VEA.US Exposure
0.02052364622467635
VWO.US Exposure
0.004266457786549336
QQQ.US Exposure
0.007645629833523839
VTV.US Exposure
-0.004276163526956373
IJR.US Exposure
-0.0036559638490028215
QUAL.US Exposure
0.0021838568258396433
SHV.US Exposure
0.30631683159375667
TLT.US Exposure
0.140769165274762
LQD.US Exposure
-0.008768578419651035
HYG.US Exposure
0.3168278777448195
GLD.US Exposure
0.00262714564209182
USO.US Exposure
0.0016169052700897636
VNQ.US Exposure
0.068757533941771
BTC-USD.CC Exposure
-0.000011086399236354864
CPER.US Exposure
0.0004743852872081697
VIX.INDX Exposure
0.0032716480054665893
UUP.US Exposure
-0.0006228945945806304
TIP.US Exposure
0.00661245528749827
Idiosyncratic Exposure
7.697164707228598e-11
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1139.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →188.55%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$878
Avg Yield on Cost
8.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$877.598.78%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-41.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
65.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is COIN WeeklyPay™ ETF a high-risk investment?

COIN WeeklyPay™ ETF (COIW.US) has an annualized volatility of 1139.8% and experienced a maximum drawdown of 66.1% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of COIW.US?

Over the past 10 years, COIW.US has generated a Compound Annual Growth Rate (CAGR) of -24.8%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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