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TrueUSD

Often compared with TUSD-USD:
TUSD-USD vs. USDC-USDTUSD-USD vs. GLD

Performance

TUSD-USD Performance Chart

TrueUSD (TUSD-USD) is up 0.2% since the beginning of the year. TUSD-USD is currently trading at $1 per share. Investors who bought $1,000 worth of TUSD-USD shares 5 years ago would now be looking at an investment worth $999.


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S&P 500 Index

Returns By Period

TrueUSD (TUSD-USD) has returned 0.24% so far this year and 0.78% over the past 12 months.


TrueUSD

1D
-0.00%
1M
0.04%
YTD
0.24%
6M
1.38%
1Y
0.78%
3Y*
-0.03%
5Y*
-0.03%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUSD-USD Monthly Returns History

Based on dividend-adjusted daily data since Mar 6, 2018, TUSD-USD's average daily return is 0.00%, while the average monthly return is -0.01%.

Historically, 55% of months were positive and 45% were negative. The best month was Jun 2025 with a return of +3.4%, while the worst month was Jan 2024 at -4.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TUSD-USD closed higher 48% of trading days. The best single day was Aug 1, 2025 with a return of +10.2%, while the worst single day was Aug 2, 2025 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.13%0.11%-0.11%0.18%-0.07%0.24%
2025-1.85%-1.22%1.68%-1.08%-0.05%3.37%-2.75%1.17%-2.25%0.24%-0.88%1.80%-2.00%
2024-4.37%3.23%1.24%1.31%-2.69%-0.63%2.43%-1.09%-0.99%-0.07%0.38%2.48%0.96%
20230.04%-0.06%0.06%0.49%-0.51%0.72%-1.38%0.52%0.36%0.01%-1.80%2.35%0.74%
20220.15%-0.04%0.00%0.02%0.03%0.02%-0.08%0.06%-0.04%0.03%-0.07%0.02%0.10%
20210.06%0.08%0.19%-0.35%0.12%-0.01%-0.02%0.03%0.01%-0.05%-0.02%-0.09%-0.06%

Benchmark Metrics

TrueUSD has an annualized alpha of 2.98%, beta of -0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 07, 2018.

  • This cryptocurrency captured 2.82% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.47%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.03 may look defensive, but with R2 of 0.00 this cryptocurrency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this cryptocurrency's risk.
  • R2 of 0.00 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.98%
Beta
-0.03
0.00
Upside Capture
2.82%
Downside Capture
-2.47%

Return for Risk

Risk / Return Rank

TUSD-USD ranks 83 for risk / return — in the top 83% of cryptocurrencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TUSD-USD Risk / Return Rank: 8383
Overall Rank
TUSD-USD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TUSD-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
TUSD-USD Omega Ratio Rank: 7979
Omega Ratio Rank
TUSD-USD Calmar Ratio Rank: 8888
Calmar Ratio Rank
TUSD-USD Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TrueUSD (TUSD-USD) and compare them to S&P 500 Index.


TUSD-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.24

-2.28

Sortino ratio

Return per unit of downside risk

0.13

3.07

-2.94

Omega ratio

Gain probability vs. loss probability

1.02

1.41

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.08

2.93

-3.01

Martin ratio

Return relative to average drawdown

-0.13

13.52

-13.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TrueUSD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TrueUSD was 13.32%, occurring on Oct 8, 2025. The portfolio has not yet recovered.

The current TrueUSD drawdown is 9.05%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 correction2025
-13.32%Oct 2025
2mo 7d
10mo 6dAug 2025 - now
2024 correction2024
-11.86%Feb 2024
5y 9mo1y 5mo
7y 2moMay 2018 - Aug 2025
2018 pullback2018
-2.73%Mar 2018
7d2mo 6d
2mo 13dMar 2018 - May 2018
2018 pullback2018
-0.66%Mar 2018
0s1d
1dMar 2018 - Mar 2018

Drawdown Indicators


TUSD-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.32%

-56.78%

+43.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-9.10%

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.32%

-18.90%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-13.32%

-25.43%

+12.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-9.05%

-0.74%

-8.31%

Average Drawdown

Average peak-to-trough decline

-7.74%

-10.72%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

1.97%

+2.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TUSD-USD

Add TrueUSD to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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