GraniteShares 1x Short COIN Daily ETF

10-Year Study

CONI.US · · US · ETF

Executive Summary: GraniteShares 1x Short COIN Daily ETF has compounded at -76.7% annually over the last 10 years, with a maximum drawdown of 92.1% and an annualized volatility of 1323.1%.

1Y CAGR
-65.7%
3Y CAGR
-76.7%
5Y CAGR
-76.7%
10Y CAGR
-76.7%

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 →
92.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
107.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-33.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -70.8%
% 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.
202624.0-13.1-16.3-26.4————————-33.6%
2025-17.130.917.2-19.5-49.5-60.5-17.435.7-23.1-13.639.138.1-70.8%
2024—————————-6.7-51.815.1-48.2%

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 1323.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 89.5% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-09-0110000
2024-10-019331.030801706149
2024-11-014497.194204327046
2024-12-015175.188312034474
2025-01-014290.017233595402
2025-02-015617.773851254009
2025-03-016581.822195570228
2025-04-015297.885052294705
2025-05-012673.0432370580475
2025-06-011056.0714525082942
2025-07-01872.0252361241463
2025-08-011182.9311534342987
2025-09-01909.4918821161023
2025-10-01785.4812212206587
2025-11-011092.8811381826442
2025-12-011508.9360981113828
2026-01-011871.5627095167006
2026-02-011626.4744832852264
2026-03-011361.3921011249947
2026-04-011002.4727809395682
Annual Return Matrix
YearAnnual Return
2025-0.7084287552198871
2026-0.3356426543216211
Total Factor Risk
13.231343772400441
VTI.US Exposure
0.026975090264350497
VEA.US Exposure
0.0018326348795113243
VWO.US Exposure
-0.0015928903030659103
QQQ.US Exposure
0.0005826619824144837
VTV.US Exposure
-0.0020787432715431635
IJR.US Exposure
-0.0021080850935461908
QUAL.US Exposure
-0.003575080685576597
SHV.US Exposure
0.8954064525355578
TLT.US Exposure
0.001249663916144705
LQD.US Exposure
0.023701534603129383
HYG.US Exposure
0.03512680115576086
GLD.US Exposure
-0.00038770198223730045
USO.US Exposure
-0.00022464489990291044
VNQ.US Exposure
0.018462524358220753
BTC-USD.CC Exposure
0.0020877078941002416
CPER.US Exposure
0.001665317328470944
VIX.INDX Exposure
-0.0011413938541811662
UUP.US Exposure
0.0009370946012241319
TIP.US Exposure
0.0025377492832889246
Idiosyncratic Exposure
0.0005433072878791934
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1323.1%

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 →0.81%
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
$0
Avg Yield on Cost
0.00%

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 →
-36.4%
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 →
-17.3%
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 →
84.1% 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 GraniteShares 1x Short COIN Daily ETF a high-risk investment?

GraniteShares 1x Short COIN Daily ETF (CONI.US) has an annualized volatility of 1323.1% and experienced a maximum drawdown of 92.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CONI.US has generated a Compound Annual Growth Rate (CAGR) of -76.7%. 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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