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USDCoin (USDC-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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S&P 500

Returns By Period

USDCoin (USDC-USD) returned -0.01% year-to-date (YTD) and 0.00% over the past 12 months.


USDC-USD

YTD

-0.01%

1M

0.01%

6M

-0.01%

1Y

0.00%

3Y*

-0.01%

5Y*

-0.06%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

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
20250.01%-0.03%0.00%0.02%-0.01%-0.01%
20240.01%-0.04%0.02%-0.01%0.02%-0.02%0.01%-0.01%0.00%0.01%0.00%-0.01%-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%
20210.02%0.03%-0.07%0.02%0.04%-0.02%-0.02%0.04%-0.01%-0.04%-0.03%0.06%0.02%
20202.46%-2.31%-0.32%0.05%0.06%-0.28%0.68%-0.26%-0.33%-0.03%-0.01%-0.04%-0.39%
2019-0.40%0.12%-1.20%1.38%-1.40%0.21%-0.15%0.17%-0.20%0.36%-0.73%0.61%-1.26%
2018-1.04%1.41%0.61%0.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of USDC-USD is 23, meaning it’s performing worse than 77% 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 2323
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 88
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 88
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 3030
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USDCoin Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: -0.06
  • 5-Year: -0.03
  • All Time: -0.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USDCoin compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 7.08%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current USDCoin drawdown is 4.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.08%Jan 31, 202048Mar 18, 2020
-4.17%Nov 27, 2018194Jun 8, 2019236Jan 30, 2020430
-3.34%Oct 16, 201817Nov 1, 201815Nov 16, 201832
-2.05%Nov 17, 20181Nov 17, 20189Nov 26, 201810
-0.52%Oct 13, 20181Oct 13, 20181Oct 14, 20182

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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