MBC vs. USDT-USD

Last updated Apr 2, 2026

Compare and contrast key facts about MasterBrand Inc. (MBC) and Tether (USDT-USD).

Performance

MBC vs. USDT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MasterBrand Inc. (MBC) and Tether (USDT-USD). The values are adjusted to include any dividend payments, if applicable.

MBC vs. USDT-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MBC MasterBrand Inc.	-25.36%	-24.44%	-1.62%	96.69%	-1.95%
USDT-USD Tether	0.13%	0.07%	-0.18%	0.03%	-0.06%

Returns By Period

In the year-to-date period, MBC achieves a -25.36% return, which is significantly lower than USDT-USD's 0.13% return.

MBC

• 1D: -0.84%
• 1M: -17.60%
• YTD: -25.36%
• 6M: -37.05%
• 1Y: -36.62%
• 3Y*: 0.82%
• 5Y*: —
• 10Y*: —

USDT-USD

• 1D: 0.08%
• 1M: -0.01%
• YTD: 0.13%
• 6M: -0.08%
• 1Y: -0.02%
• 3Y*: -0.02%
• 5Y*: -0.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MBC vs. USDT-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBC

MBC Risk / Return Rank: 10
MBC Sharpe Ratio Rank: 11
MBC Sortino Ratio Rank: 13
MBC Omega Ratio Rank: 14
MBC Calmar Ratio Rank: 10
MBC Martin Ratio Rank: 2

USDT-USD

USDT-USD Risk / Return Rank: 78
USDT-USD Sharpe Ratio Rank: 77
USDT-USD Sortino Ratio Rank: 71
USDT-USD Omega Ratio Rank: 71
USDT-USD Calmar Ratio Rank: 85
USDT-USD Martin Ratio Rank: 84

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.

MBC vs. USDT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MasterBrand Inc. (MBC) and Tether (USDT-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	MBC	USDT-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.70	-0.03	-0.67
Sortino ratio Return per unit of downside risk	-0.83	-0.04	-0.78
Omega ratio Gain probability vs. loss probability	0.90	1.00	-0.10
Calmar ratio Return relative to maximum drawdown	-0.83	-0.24	-0.59
Martin ratio Return relative to average drawdown	-1.97	-0.52	-1.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MBC vs. USDT-USD - Sharpe Ratio Comparison

The current MBC Sharpe Ratio is -0.70, which is lower than the USDT-USD Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of MBC and USDT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MBC	USDT-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	-0.03	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.00	+0.05

Correlation

The correlation between MBC and USDT-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

MBC vs. USDT-USD - Drawdown Comparison

The maximum MBC drawdown since its inception was -59.95%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for MBC and USDT-USD.

Drawdown Indicators

	MBC	USDT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-59.95%	-10.32%	-49.63%
Max Drawdown (1Y) Largest decline over 1 year	-44.36%	-0.39%	-43.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-1.54%	—
Current Drawdown Current decline from peak	-57.08%	-7.24%	-49.84%
Average Drawdown Average peak-to-trough decline	-19.64%	-6.93%	-12.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.78%	0.18%	+18.60%

Volatility

MBC vs. USDT-USD - Volatility Comparison

MasterBrand Inc. (MBC) has a higher volatility of 13.31% compared to Tether (USDT-USD) at 0.13%. This indicates that MBC's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MBC	USDT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.31%	0.13%	+13.18%
Volatility (6M) Calculated over the trailing 6-month period	34.19%	0.39%	+33.80%
Volatility (1Y) Calculated over the trailing 1-year period	52.25%	0.40%	+51.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.70%	0.82%	+43.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.70%	6.85%	+37.85%