TrueUSD (TUSD-USD) Sharpe Ratio: 0.02
TUSD-USD's Sharpe Ratio of 0.02 indicates that for each unit of volatility, it generates 0.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
TUSD-USD Sharpe Ratio Rank
TUSD-USD ranks above 81.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Suitable as a core holding given strong risk-adjusted returns
- Monitor rank changes to detect deteriorating return-to-volatility profile
- Exceptional Sharpe ratio supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
TUSD-USD Sharpe Ratio Market Positioning
The chart shows TUSD-USD's Sharpe Ratio relative to all cryptocurrencies on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): -0.75 or lower
- Yellow zone (middle 50%): -0.75 to -0.10
- Green zone (top 25%): -0.10 or higher
- Top 1%: 2.39+
- Median: -0.52 — half of all investments score higher
How it compares to other similar cryptocurrencies
The table compares TUSD-USD's Sharpe Ratio with other major cryptocurrencies by market capitalization across multiple time periods.
Data shows 1-, 3-, and 5-year periods, plus each cryptocurrency's all-time average, as of Apr 2, 2026.
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Explore TUSD-USD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.