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MBC vs. USDT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MBC and USDT-USD is 0.06, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
5.32%
-0.01%
MBC
USDT-USD

Key characteristics

Sharpe Ratio

MBC:

0.30

USDT-USD:

0.12

Sortino Ratio

MBC:

0.69

USDT-USD:

0.19

Omega Ratio

MBC:

1.08

USDT-USD:

1.02

Calmar Ratio

MBC:

0.42

USDT-USD:

0.00

Martin Ratio

MBC:

0.84

USDT-USD:

0.60

Ulcer Index

MBC:

13.01%

USDT-USD:

0.16%

Daily Std Dev

MBC:

36.23%

USDT-USD:

0.65%

Max Drawdown

MBC:

-28.54%

USDT-USD:

-10.32%

Current Drawdown

MBC:

-13.39%

USDT-USD:

-7.21%

Returns By Period

In the year-to-date period, MBC achieves a 13.83% return, which is significantly higher than USDT-USD's 0.21% return.


MBC

YTD

13.83%

1M

4.20%

6M

5.92%

1Y

10.13%

5Y*

N/A

10Y*

N/A

USDT-USD

YTD

0.21%

1M

0.04%

6M

-0.01%

1Y

-0.08%

5Y*

0.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MBC vs. USDT-USD — Risk-Adjusted Performance Rank

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

MBC
The Risk-Adjusted Performance Rank of MBC is 5555
Overall Rank
The Sharpe Ratio Rank of MBC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MBC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MBC is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MBC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MBC is 5757
Martin Ratio Rank

USDT-USD
The Risk-Adjusted Performance Rank of USDT-USD is 5252
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 77
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 7373
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.

MBC vs. USDT-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MBC, currently valued at 0.16, compared to the broader market-2.000.002.004.000.160.12
The chart of Sortino ratio for MBC, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.000.510.19
The chart of Omega ratio for MBC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.02
The chart of Calmar ratio for MBC, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.00
The chart of Martin ratio for MBC, currently valued at 0.51, compared to the broader market0.0010.0020.0030.000.510.60
MBC
USDT-USD

The current MBC Sharpe Ratio is 0.30, which is higher than the USDT-USD Sharpe Ratio of 0.12. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.16
0.12
MBC
USDT-USD

Drawdowns

MBC vs. USDT-USD - Drawdown Comparison

The maximum MBC drawdown since its inception was -28.54%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.39%
-0.75%
MBC
USDT-USD

Volatility

MBC vs. USDT-USD - Volatility Comparison

MasterBrand Inc. (MBC) has a higher volatility of 8.25% compared to Tether (USDT-USD) at 0.26%. 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.25%
0.26%
MBC
USDT-USD
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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.

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