PortfoliosLab logoPortfoliosLab logo
Tether (USDT-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Tether (USDT-USD) has returned 0.10% so far this year and -0.02% over the past 12 months.


Tether

1D
0.04%
1M
-0.03%
YTD
0.10%
6M
-0.05%
1Y
-0.02%
3Y*
-0.03%
5Y*
-0.02%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 28, 2017, USDT-USD's average daily return is 0.00%, while the average monthly return is +0.01%. At this rate, your investment would double in approximately 577.7 years.

Historically, 52% of months were positive and 48% were negative. The best month was May 2017 with a return of +13.1%, while the worst month was Apr 2017 at -6.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, USDT-USD closed higher 47% of trading days. The best single day was Dec 12, 2017 with a return of +5.8%, while the worst single day was May 7, 2017 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.02%0.12%-0.05%0.10%
20250.18%-0.01%0.02%0.03%0.04%-0.02%-0.03%0.02%0.01%-0.03%0.04%-0.16%0.07%
2024-0.04%0.13%-0.05%-0.09%-0.02%-0.07%0.14%0.01%-0.01%-0.11%0.20%-0.26%-0.18%
20230.06%0.01%0.03%0.01%-0.02%-0.05%0.01%-0.02%0.04%0.03%-0.02%-0.04%0.03%
20220.04%-0.02%0.01%-0.02%-0.10%-0.02%0.15%-0.05%0.02%-0.02%0.02%-0.07%-0.07%
20210.02%0.13%-0.21%0.00%0.04%-0.02%0.04%-0.04%0.00%0.06%-0.00%-0.07%-0.05%

Benchmark Metrics

Tether has an annualized alpha of 1.97%, beta of -0.02, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 29, 2017.

  • This cryptocurrency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (5.68%) than losses (4.15%) — typical of diversified or defensive assets.
  • Beta of -0.02 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
1.97%
Beta
-0.02
0.00
Upside Capture
5.68%
Downside Capture
4.15%

Return for Risk

Risk / Return Rank

USDT-USD ranks 77 for risk / return — better than 77% of cryptocurrencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


USDT-USD Risk / Return Rank: 7777
Overall Rank
USDT-USD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USDT-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
USDT-USD Omega Ratio Rank: 7070
Omega Ratio Rank
USDT-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
USDT-USD Martin Ratio Rank: 8282
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 Tether (USDT-USD) and compare them to a chosen benchmark (S&P 500 Index).


USDT-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.90

-0.94

Sortino ratio

Return per unit of downside risk

-0.06

1.39

-1.44

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.31

1.40

-1.71

Martin ratio

Return relative to average drawdown

-0.67

6.61

-7.27

Explore USDT-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Tether. 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 Tether was 10.32%, occurring on Nov 14, 2018. The portfolio has not yet recovered.

The current Tether drawdown is 7.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.32%Dec 13, 2017337Nov 14, 2018
-9.73%Apr 6, 201720Apr 25, 201729May 24, 201749
-6.64%Jun 1, 201755Jul 25, 2017140Dec 12, 2017195
-2.05%May 27, 20172May 28, 20171May 29, 20173
-1.88%May 30, 20171May 30, 20171May 31, 20172

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...