Crypto Equities

Crypto Equities Are Not Levered Bitcoin

Published 2026-08-21 · Authored by Michael Thoma, supported with AI · 251 trading days of daily closes, 2025-08-21 to 2026-08-20
COIN, BTC beta
0.98
not 2x, roughly 1:1
Best R² achieved
60%
so 40% is not BTC or market
HOOD, SPY vs BTC beta
3x
an equity that holds crypto
CRCL, BTC beta drift
2x
0.73 to 1.49 across the year

The claim worth testing

The convenient shorthand for crypto equities is that they are levered Bitcoin: buy Coinbase instead of BTC and get the same exposure with more torque. If that were true, two things would follow. Bitcoin would explain most of their daily moves, and their Bitcoin betas would be comfortably above one.

Both are testable with free data. This regresses daily log returns for Coinbase (COIN), Robinhood (HOOD) and Circle (CRCL) against Bitcoin over the last 251 trading days, then repeats the exercise controlling for the broad equity market, because a stock that moves with Bitcoin on risk-on days is not necessarily moving because of Bitcoin.

Bitcoin alone explains less than you would expect

TickerBusinessBTC betaCorrelation
COINExchange1.1655%0.74
HOODBrokerage0.9233%0.58
CRCLStablecoin issuer1.2332%0.57

Coinbase is the most Bitcoin-driven of the three and Bitcoin still leaves 45% of its daily variance unexplained. For Robinhood and Circle, roughly two thirds of the movement has nothing to do with Bitcoin at all. Whatever these companies are, they are not a repackaged Bitcoin position.

Separating crypto from general risk appetite

Bitcoin and equities both sell off when investors get nervous, so a raw Bitcoin beta absorbs some ordinary market risk. Over this window Bitcoin and the S&P 500 are correlated 0.47, which is enough to matter and low enough that the two can be separated. Regressing on both at once splits the exposure.

TickerBTC betaSPY betaR² bothR² SPY onlyBTC adds
COIN0.981.2860%29%+31pp
HOOD0.651.9644%31%+13pp
CRCL1.051.2835%16%+18pp
Coinbase is not levered Bitcoin. It is Bitcoin plus market. Its Bitcoin beta is 0.98, meaning it moves roughly one for one with BTC, not two for one. The extra volatility people notice comes from a 1.28 beta to the equity market stacked on top, not from leverage on the crypto exposure itself. An investor who buys COIN expecting amplified Bitcoin performance is buying something with a different shape than they think.

Robinhood is the clearest case of a company being misfiled. Its beta to the S&P is three times its beta to Bitcoin, and adding Bitcoin to a market-only model improves explanatory power by just 13 points. Robinhood is a high-beta retail equity that happens to have a crypto business inside it. The diversification its management describes is visible in the return data, not just the revenue mix.

The disconnect: Circle

Circle earns its revenue on the interest generated by the reserves backing USDC. That income is a function of stablecoin supply and short-term rates. Bitcoin's price is not an input. A first-principles view would predict Circle trades on the rate outlook and on USDC supply, with modest crypto sensitivity.

It does not. Circle's Bitcoin beta is 1.05, slightly higher than Coinbase's, and splitting the year in half shows the market's framing shifting fast.

TickerBTC beta, first halfBTC beta, second halfSPY beta, first halfSPY beta, second half
COIN0.851.181.551.11
HOOD0.680.572.061.94
CRCL0.731.492.050.83
Circle's Bitcoin beta doubled while its market beta halved. Over twelve months the stock went from behaving like a high-beta financial with some crypto sensitivity to behaving like a crypto asset. Nothing in the revenue model changed to justify that: the business still earns interest on reserves. What changed is how the market files the company.

That gap between how a business earns and how its stock trades is the most useful thing in this data. It cuts both ways. If Circle really is a rate-and-supply business, a crypto drawdown that drags the stock down is repricing something that did not deteriorate. If the market is right that stablecoin supply is itself reflexive to crypto activity, then the revenue model is more crypto-exposed than its line items suggest, and the correct conclusion is that the income statement understates the cyclicality.

This report does not resolve which. It establishes that the two readings disagree, and that the disagreement has been growing.

What survives

Three findings hold up. First, none of these companies is levered Bitcoin; the best model here explains 60% of Coinbase's daily variance and less for the others, leaving 40% to 65% driven by company-specific factors. Second, Coinbase's Bitcoin beta is approximately one, so the leverage intuition is wrong in direction as well as degree. Third, the three businesses have genuinely different exposure profiles, which means treating "crypto equities" as a single category loses most of the information.

The practical implication is that these are not substitutes for spot Bitcoin, and they are not substitutes for each other.

Limits of this analysis

One year, one regime. 251 trading days covers a single market environment. Betas estimated in a drawdown do not necessarily hold in a melt-up, and the split-half result above is itself evidence that these numbers move.
Circle has a short history. CRCL listed in 2025, so its window is nearly its entire life as a public company. Its betas are the least stable of the three for that reason alone.
Correlation is not mechanism. A rising Bitcoin beta shows the market repricing a stock alongside crypto. It does not establish why, and it does not prove the business has become more crypto-exposed.
Nothing controls for earnings dates. Each of these companies reported during the window, and single-day earnings moves are idiosyncratic by construction. That inflates the unexplained share somewhat, which if anything strengthens the finding that these are not pure Bitcoin proxies.

Data honesty notes

For informational purposes only. Not investment advice, not a recommendation to buy or sell any security, and not a price target. Historical statistical relationships do not predict future returns.