HOOD vs COIN: returns, Sharpe ratio and drawdown

Over the past year, HOOD returned -14.82% against -42.58% for COIN. Over five years, HOOD averaged +22.82% a year, compared with -5.03% for COIN. HOOD had the higher Sharpe ratio over the past year (0.07 vs -0.48), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -57.26% for HOOD and -63.56% for COIN.