HOOD vs COIN: returns, Sharpe ratio and drawdown

Over the past year, HOOD returned -21.55% against -49.75% for COIN. Over five years, HOOD averaged +21.65% a year, compared with -8.58% for COIN. HOOD had the higher Sharpe ratio over the past year (-0.05 vs -0.68), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -55.70% for HOOD and -60.96% for COIN.