PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USDCoin (USDC-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
USDC-USD vs. USDT-USD USDC-USD vs. TUSD-USD USDC-USD vs. QQQ USDC-USD vs. ANGL USDC-USD vs. BTC-USD USDC-USD vs. GLD USDC-USD vs. GC=F USDC-USD vs. UUP
Popular comparisons:
USDC-USD vs. USDT-USD USDC-USD vs. TUSD-USD USDC-USD vs. QQQ USDC-USD vs. ANGL USDC-USD vs. BTC-USD USDC-USD vs. GLD USDC-USD vs. GC=F USDC-USD vs. UUP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USDCoin, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.02%
10.26%
USDC-USD (USDCoin)
Benchmark (^GSPC)

Returns By Period

USDCoin had a return of -0.01% year-to-date (YTD) and -0.04% in the last 12 months.


USDC-USD

YTD

-0.01%

1M

0.02%

6M

0.00%

1Y

-0.04%

5Y*

-0.10%

10Y*

N/A

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

The table below presents the monthly returns of USDC-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.01%-0.04%0.02%-0.01%0.02%-0.02%0.01%-0.01%0.00%0.01%0.00%-0.01%
20230.00%-0.02%-0.01%0.02%0.02%0.01%-0.02%0.01%0.00%-0.02%0.01%0.01%0.00%
2022-0.05%0.03%-0.04%0.08%-0.01%-0.03%-0.01%0.02%0.00%-0.01%0.00%0.00%0.00%
2021-0.35%0.32%-0.10%0.14%-0.03%0.20%-0.20%0.16%0.04%-0.20%-0.03%0.06%0.02%
20200.06%-0.47%-0.27%0.99%-0.59%0.25%-0.58%0.13%0.13%-0.15%-0.09%0.02%-0.58%
2019-0.77%-0.05%-0.23%0.68%-1.54%0.50%-0.53%0.56%-0.19%0.39%-0.33%0.19%-1.33%
20180.59%-1.15%1.29%0.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of USDC-USD is 21, meaning it’s performing worse than 79% of other cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of USDC-USD is 2121
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 11
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USDCoin (USDC-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for USDC-USD, currently valued at 0.00, compared to the broader market0.002.004.006.000.002.16
The chart of Sortino ratio for USDC-USD, currently valued at 0.01, compared to the broader market0.002.004.000.012.87
The chart of Omega ratio for USDC-USD, currently valued at 1.00, compared to the broader market1.001.201.401.601.001.40
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.003.19
The chart of Martin ratio for USDC-USD, currently valued at 0.02, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.0213.87
USDC-USD
^GSPC

The current USDCoin Sharpe ratio is 0.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USDCoin with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.00
2.16
USDC-USD (USDCoin)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.41%
-0.82%
USDC-USD (USDCoin)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USDCoin. 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 USDCoin was 19.18%, occurring on Nov 5, 2018. The portfolio has not yet recovered.

The current USDCoin drawdown is 3.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.18%Oct 22, 201815Nov 5, 2018
-2.4%Oct 15, 20183Oct 17, 20184Oct 21, 20187
-1.2%Oct 10, 20181Oct 10, 20184Oct 14, 20185

Volatility

Volatility Chart

The current USDCoin volatility is 0.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.10%
3.96%
USDC-USD (USDCoin)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab